Option Strategy Index For October 2018

Monthly Rankings

Rank CTA/Program Oct 2018 Min Inv Inception
15 Carbide Capital Inc.
Carbide Absolute Return Program
-11.69 200k 9/1/2014
14 Buckingham Global Advisors, LLC
Weekly Emini Program
-4.95 200k 3/1/2015
13 Global Sigma Group, LLC
Global Sigma BondVOL LP
-1.42 1,000k 4/1/2015
12 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-1.11 50k 10/1/2011
11 Gregory P Asset Management LLC
Low Volatility Income Strategy
-0.42 100k 5/1/2015
10 ITB Capital Advisors LLC
ITB Time Value Trading Program
0.00 5,000k 1/1/2009
7 Bluenose Capital Management, LLC
BNC EI
0.00 15k 7/1/2010
8 Bluenose Capital Management, LLC
BNC BI
0.00 30k 10/1/2008
9 Bluenose Capital Management, LLC
BNC CL
0.00 15k 12/1/2013
6 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
5 Warrington Asset Management
Tactical Program Client
0.01 500k 2/1/2015
4 Carbide Capital Inc.
Carbide Hedge Progam
1.26 1,000k 9/1/2016
3 JTM Capital Management LLC
JTM Absolute Return Strategy
1.27 100k 10/1/2016
2 Warrington Asset Management
Warrington Strategic Program
2.38 50k 1/1/1997
1 Tianyou Asset Management, LLC
Tianyou Fund LP
3.55 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.

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