Option Strategy Index for February 2017

Rank CTA / Program Performance Inception
1 2.57 12/1/2013
2 1.92 3/1/2015
3 1.89 10/1/2007
4 1.79 10/1/2007
5 1.13 1/1/2015
6 1.04 11/1/2014
7 1.01 9/1/2014
8 1.01 10/1/2012
9 0.85 5/1/2015
10 0.84 1/1/2012
11 0.83 10/1/2008
12 0.79 11/1/2014
13 0.73 2/1/2015
14 0.66 10/1/2011
15 0.35 7/1/2012
16 0.20 6/1/2012
17 0.20 7/1/2010
18 0.00 6/1/2014
19 -0.02 1/1/1997
20 -0.65 5/1/2006
21 -0.98 10/1/2009
22 -1.14 4/1/2003
23 -3.24 12/1/2013