Option Strategy Index For May 2017

Monthly Rankings

Rank CTA/Program May 2017 Min Inv Inception
23 Bluenose Capital Management, LLC
BNC CL
-1.37 15k 12/1/2013
22 Crescendo Capital Management
Neutron Decay (Client)
-0.84 50k 7/1/2012
21 Bluenose Capital Management, LLC
BNC EI
-0.82 15k 7/1/2010
20 Gregory P Asset Management LLC
Low Volatility Income Strategy
-0.11 100k 5/1/2015
19 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.01 6/1/2012
18 Non Correlated Capital
Positive Theta Program
0.01 250k 10/1/2007
17 Non Correlated Capital
Positive Theta Fund
0.25 50k 10/1/2007
16 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.38 1,000k 4/1/2015
15 Trading Study
SPK – E-Mini S&P 500 Option
0.53 15k 10/1/2009
14 LJM Partners
LJM Preservation & Growth Strategy
0.71 250k 5/1/2006
13 Warrington Asset Management
Tactical Program Client
0.82 500k 2/1/2015
12 Salona Capital LLC
ACP2
0.90 25k 11/1/2014
11 Intex Capital
Covered Options Program
1.02 50k 1/1/2012
10 Carbide Capital Inc.
Carbide Absolute Return Program
1.02 200k 9/1/2014
9 Warrington Asset Management
Warrington Strategic Program
1.04 50k 1/1/1997
8 Salona Capital LLC
ACP
1.05 100k 1/1/2015
7 Salona Capital LLC
SSI
1.06 25k 11/1/2014
6 Bluenose Capital Management, LLC
BNC BI
1.22 30k 10/1/2008
5 LJM Partners
LJM Moderately Aggressive Strategy
1.67 500k 4/1/2003
4 GNE Management, LLC
S&P Futures and Options Strategy (Client)
1.69 200k 12/1/2013
3 Buckingham Global Advisors, LLC
Weekly Emini Program
2.10 200k 3/1/2015
2 Tianyou Asset Management, LLC
Tianyou Fund LP
2.34 100k 10/1/2012
1 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
3.15 50k 10/1/2011

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.

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