Option Strategy Index For January 2019

Monthly Rankings

Rank CTA/Program Jan 2019 Min Inv Inception
14 Carbide Capital Inc.
Carbide Hedge Progam
-0.48 1,000k 9/1/2016
13 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
12 Warrington Asset Management
Warrington Strategic Program
0.15 50k 1/1/1997
11 Warrington Asset Management
Tactical Program Client
0.43 500k 2/1/2015
10 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.63 1,000k 4/1/2015
9 JTM Capital Management LLC
JTM Absolute Return Strategy
0.93 100k 10/1/2016
8 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
1.05 50k 10/1/2011
7 Gregory P Asset Management LLC
Low Volatility Income Strategy
1.37 100k 5/1/2015
6 Tianyou Asset Management, LLC
Tianyou Fund LP
1.52 100k 10/1/2012
5 Carbide Capital Inc.
Carbide Absolute Return Program
1.87 200k 9/1/2014
4 Buckingham Global Advisors, LLC
Weekly Emini Program
1.88 200k 3/1/2015
3 Bluenose Capital Management, LLC
BNC EI
3.32 15k 7/1/2010
2 Bluenose Capital Management, LLC
BNC CL
4.40 15k 12/1/2013
1 Bluenose Capital Management, LLC
BNC BI
4.58 30k 10/1/2008

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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