1994 IASG CTA Index Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Saxon Investment Corporation
Aggressive Diversified Program
142.60 1.82
2 Saxon Investment Corporation
Diversified Program
63.27 172.27 161.68 0.85
3 Dreiss Research Corporation
Diversified Program
38.08 72.89 0.85
4 Rotella Capital Management
Rotella Polaris Program (Diversified)
35.37 115.07 1.82
5 Rabar Market Research
Diversified Program
33.91 91.37 301.59 0.93
6 Abraham Trading Company
Diversified Program
24.22 49.30 252.77 0.88
7 Chesapeake Capital
Diversified (LV)
15.87 90.90 207.39 1.05
8 Range Wise
Investment Program
15.37 110.06 1.68
9 RAM Management Group
RAM MRTP 1X-Conservative
11.77 0.94
10 Millburn Ridgefield Corporation
Diversified Program
11.55 47.94 139.88 1.09
11 Hawksbill Capital Management
Global Diversified
11.48 180.52 593.23 0.90
12 Estlander & Partners
Alpha Trend
10.08 45.08 1.02
13 FORT LP
Fort Global Diversified
9.71 0.30
14 Red Oak Commodity Advisors
Investment Program
5.58 16.55 89.26 0.84
15 Hyman Beck and Company
Global Portfolio
3.79 45.83 0.93
16 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.57 2.19 110.29 0.61
17 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
1.37 0.95
18 Tactical Investment Management
Tactical Institutional Commodity Program
-0.36 0.68
19 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.56 24.28 44.84 0.47
20 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-7.32 1.04
21 Eclipse Capital Management
Global Monetary
-11.36 30.52 0.68
22 Estlander & Partners
Global XL
-14.10 16.89 0.53
23 Eckhardt Trading Company
Evolution Strategies
-15.93 23.14 0.63
24 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-16.73 -0.98 75.58 0.61
25 Eckhardt Trading Company
Evolution Strategies 1.2X
-17.94 63.71 0.75
26 EMC Capital Advisors, LLC
Classic
-18.38 -9.07 169.94 0.84
27 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-19.32 1.01 79.14 0.43
28 Mark J. Walsh Company
Standard Program
-25.33 -3.00 134.86 0.75
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