Option Strategy Index For June 2017

Monthly Rankings

Rank CTA/Program Jun 2017 Min Inv Inception
22 Crescendo Capital Management
Neutron Decay (Client)
-1.60 50k 7/1/2012
21 Bluenose Capital Management, LLC
BNC CL
-0.86 15k 12/1/2013
20 Non Correlated Capital
Positive Theta Program
-0.85 250k 10/1/2007
19 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.26 100k 5/1/2015
18 Intex Capital
Covered Options Program
0.40 50k 1/1/2012
17 Warrington Asset Management
Tactical Program Client
0.60 500k 2/1/2015
16 Salona Capital LLC
ACP2
0.79 25k 11/1/2014
15 Salona Capital LLC
ACP
0.87 100k 1/1/2015
14 Salona Capital LLC
SSI
0.89 25k 11/1/2014
13 Altavest Wealth Management
Altavest Multi-Strategy
0.93 1,000k 8/1/2015
12 Warrington Asset Management
Warrington Strategic Program
0.96 50k 1/1/1997
11 Trading Study
SPK – E-Mini S&P 500 Option
1.03 15k 10/1/2009
10 GNE Management, LLC
S&P Futures and Options Strategy (Client)
1.07 200k 12/1/2013
9 LJM Partners
LJM Preservation & Growth Strategy
1.11 250k 5/1/2006
8 Bluenose Capital Management, LLC
BNC BI
1.18 30k 10/1/2008
7 Global Sigma Group, LLC
Global Sigma BondVOL LP
1.22 1,000k 4/1/2015
6 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
1.29 50k 10/1/2011
5 Bluenose Capital Management, LLC
BNC EI
1.31 15k 7/1/2010
4 Carbide Capital Inc.
Carbide Absolute Return Program
1.53 200k 9/1/2014
3 LJM Partners
LJM Moderately Aggressive Strategy
1.64 500k 4/1/2003
2 Buckingham Global Advisors, LLC
Weekly Emini Program
1.68 200k 3/1/2015
1 Tianyou Asset Management, LLC
Tianyou Fund LP
1.70 100k 10/1/2012

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan