Option Strategy Index For May 2018

Monthly Rankings

Rank CTA/Program May 2018 Min Inv Inception
12 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-1.53 50k 10/1/2011
11 Warrington Asset Management
Warrington Strategic Program
-0.03 50k 1/1/1997
8 Bluenose Capital Management, LLC
BNC EI
0.00 15k 7/1/2010
9 Bluenose Capital Management, LLC
BNC BI
0.00 30k 10/1/2008
10 Bluenose Capital Management, LLC
BNC CL
0.00 15k 12/1/2013
7 Trading Study
SPK – E-Mini S&P 500 Option
0.11 15k 10/1/2009
6 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.35 1,000k 4/1/2015
5 Warrington Asset Management
Tactical Program Client
0.38 500k 2/1/2015
4 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.52 100k 5/1/2015
3 Carbide Capital Inc.
Carbide Absolute Return Program
1.31 200k 9/1/2014
2 Tianyou Asset Management, LLC
Tianyou Fund LP
1.42 100k 10/1/2012
1 Buckingham Global Advisors, LLC
Weekly Emini Program
2.10 200k 3/1/2015

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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