1997 IASG CTA Index Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Hawksbill Capital Management
Global Diversified
73.51 16.55 178.86 0.74
2 Ansbacher Investment Management
Market Neutral Put Skew Program
67.96 0.85
3 Eckhardt Trading Company
Evolution Strategies 1.2X
61.47 342.23 631.16 1.02
4 Clarke Capital Management
Global Basic
52.24 1.30
5 C-View Limited
Currency Managed Account Program
49.02 2.82
6 Eckhardt Trading Company
Evolution Strategies
46.01 218.22 322.53 1.01
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
44.42 354.34 486.63 0.69
8 Red Oak Commodity Advisors
Investment Program
43.58 72.39 106.14 0.72
9 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
42.39 1.18
10 Transtrend B.V.
DTP – Enhanced Risk (USD)
37.93 134.45 1.45
11 Tactical Investment Management
Tactical Institutional Commodity Program
32.60 161.10 1.05
12 Rotella Capital Management
Rotella Polaris Program (Diversified)
27.08 105.32 314.28 1.91
13 Warrington Asset Management
Warrington Strategic Program
25.37 1.98
14 Clarke Capital Management
Worldwide
24.66 1.29
15 Hyman Beck and Company
Global Portfolio
24.38 77.99 111.78 0.98
16 Mark J. Walsh Company
Standard Program
23.02 139.29 212.56 0.77
17 Superfund Group
Superfund Green Q-AG
20.71 0.27
18 Sunrise Capital Partners
Sunrise Expanded Diversified Program
20.69 60.64 65.68 0.65
19 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
18.24 92.03 67.38 0.71
20 Eclipse Capital Management
Global Monetary
15.91 82.10 110.42 0.89
21 Millburn Corporation
Diversified Program
14.74 77.35 121.38 1.10
22 EMC Capital Advisors, LLC
Classic
14.69 36.03 83.22 0.76
23 Estlander & Partners
Global XL
14.22 139.37 122.14 0.80
24 Estlander & Partners
Alpha Trend
13.32 35.52 79.90 0.80
25 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
12.55 1.19
26 Rabar Market Research
Diversified Program
11.39 26.21 152.76 0.77
27 RAM Management Group
RAM MRTP 1X-Conservative
11.34 31.56 0.88
28 Abraham Trading Company
Diversified Program
10.88 17.16 95.45 0.75
29 Quality Capital Management
Global Diversified Programme
10.20 0.86
30 Chesapeake Capital
Diversified (LV)
9.94 44.31 170.60 0.97
31 Saxon Investment Corporation
Diversified Program
7.09 -2.04 144.01 0.58
32 Saxon Investment Corporation
Aggressive Diversified Program
6.56 -31.99 0.61
33 Range Wise
Investment Program
3.58 9.80 62.17 1.21
34 KMJ Investments
KMJ Investments
2.85 159.60 1.34
35 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.27 74.13 103.94 0.60
36 DUNN Capital Management
D'Best Futures Fund, L.P.
1.55 127.71 0.55
37 Witter & Lester, Inc.
Redstone
-0.98 21.53 1.00
38 FORT LP
Fort Global Diversified
-2.34 113.29 1.05
39 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-12.75 52.39 116.17 0.85
40 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-21.13 96.95 267.14 0.92
41 Dreiss Research Corporation
Diversified Program
-22.66 56.73 194.61 0.71
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