1996 IASG CTA Index Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
81.28 131.42 1.25
2 Eckhardt Trading Company
Evolution Strategies 1.2X
67.60 124.73 348.37 0.94
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
58.38 153.82 217.79 0.65
4 FORT LP
Fort Global Diversified
52.45 139.60 1.42
5 Eckhardt Trading Company
Evolution Strategies
47.94 83.22 168.38 0.90
6 Clarke Capital Management
Worldwide
44.55 1.26
7 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
44.26 77.04 1.22
8 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
35.95 35.23 60.80 0.70
9 Transtrend B.V.
DTP – Enhanced Risk (USD)
31.68 1.50
10 Tactical Investment Management
Tactical Institutional Commodity Program
31.12 96.19 0.98
11 Eclipse Capital Management
Global Monetary
30.67 39.25 105.06 0.87
12 Estlander & Partners
Global XL
30.62 80.03 144.96 0.85
13 DUNN Capital Management
D'Best Futures Fund, L.P.
28.07 0.67
14 Rotella Capital Management
Rotella Polaris Program (Diversified)
27.06 118.71 247.50 1.89
15 Dreiss Research Corporation
Diversified Program
26.84 179.83 250.38 1.05
16 Mark J. Walsh Company
Standard Program
24.70 45.25 88.67 0.77
17 Saxon Investment Corporation
Diversified Program
21.62 49.36 149.08 0.60
18 Sunrise Capital Partners
Sunrise Expanded Diversified Program
19.34 35.19 36.01 0.62
19 Millburn Ridgefield Corporation
Diversified Program
18.82 72.42 128.67 1.11
20 Saxon Investment Corporation
Aggressive Diversified Program
18.27 54.83 0.67
21 Witter & Lester, Inc.
Stock Index Futures Trading Program
18.17 69.30 111.60 0.63
22 Range Wise
Investment Program
16.07 22.30 122.68 1.31
23 QCM
Global Diversified Programme
15.50 1.01
24 Chesapeake Capital
Diversified (LV)
15.05 52.10 150.59 1.00
25 Hyman Beck and Company
Global Portfolio
10.83 48.53 108.68 0.92
26 Estlander & Partners
Alpha Trend
8.96 31.65 73.50 0.79
27 RAM Management Group
RAM MRTP 1X-Conservative
6.55 32.07 0.81
28 Witter & Lester, Inc.
Redstone
1.32 1.45
29 KMJ Investments
KMJ Investments
0.66 1.63
30 Rabar Market Research
Diversified Program
0.66 51.73 116.83 0.79
31 Abraham Trading Company
Diversified Program
-0.42 31.26 57.76 0.77
32 EMC Capital Advisors, LLC
Classic
-2.21 -3.19 7.85 0.78
33 Ansbacher Investment Management
Market Neutral Put Skew Program
-2.49 0.17
34 Red Oak Commodity Advisors
Investment Program
-6.89 26.76 39.94 0.63
35 Hawksbill Capital Management
Global Diversified
-27.10 -25.12 88.42 0.68
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