1998 IASG CTA Index Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Superfund Group
Superfund Green Q-AG
62.54 1.04
2 FORT LP
Fort Global Diversified
48.17 120.61 246.72 1.15
3 Drury Capital
Diversified Trend-Following Program
47.21 1.52
4 Clarke Capital Management
Global Magnum
44.80 1.22
5 Hawksbill Capital Management
Global Diversified
43.72 81.80 86.72 0.74
6 C-View Limited
Currency Managed Account Program
42.44 2.34
7 Clarke Capital Management
Global Basic
41.88 1.21
8 Mark J. Walsh Company
Standard Program
40.24 115.14 150.58 0.78
9 Clarke Capital Management
Millennium
36.98 0.90
10 Eckhardt Trading Company
Evolution Strategies 1.2X
35.81 267.52 392.82 1.02
11 W.G. Wealth Guardian Ltd.
SAFI2 Program
33.60 4.46
12 Witter & Lester, Inc.
Stock Index Futures Trading Program
33.42 61.24 131.01 0.67
13 Clarke Capital Management
Worldwide
33.31 140.20 1.27
14 Mondiale Asset Management
Mondiale Trading Program
32.61 3.62
15 Warrington Asset Management
Warrington Strategic Program
29.96 2.44
16 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
29.77 1.07
17 Eckhardt Trading Company
Evolution Strategies
27.10 174.53 240.02 1.01
18 Saxon Investment Corporation
Aggressive Diversified Program
26.31 59.20 108.41 0.61
19 Sunrise Capital Partners
Sunrise Expanded Diversified Program
25.84 81.24 105.31 0.69
20 Rabar Market Research
Diversified Program
24.30 39.36 110.07 0.79
21 Ansbacher Investment Management
Market Neutral Put Skew Program
23.72 102.63 0.89
22 QCM
Global Diversified Programme
23.20 56.81 0.95
23 Dreiss Research Corporation
Diversified Program
22.87 20.54 165.91 0.74
24 Rotella Capital Management
Rotella Polaris Program (Diversified)
22.72 98.14 241.08 1.76
25 Transtrend B.V.
DTP – Enhanced Risk (USD)
21.95 121.49 1.34
26 KMJ Investments
KMJ Investments
21.33 25.61 1.25
27 Saxon Investment Corporation
Diversified Program
20.60 57.06 92.90 0.59
28 DUNN Capital Management
D'Best Futures Fund, L.P.
20.52 56.75 0.57
29 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
20.09 93.04 92.01 0.73
30 Estlander & Partners
Alpha Trend
19.67 47.76 78.53 0.87
31 Hyman Beck and Company
Global Portfolio
16.84 61.06 115.86 0.96
32 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
16.79 1.22
33 Chesapeake Capital
Diversified (LV)
16.31 47.12 94.50 0.97
34 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.67 160.00 316.67 0.68
35 Tactical Investment Management
Tactical Institutional Commodity Program
12.96 96.39 193.86 0.99
36 Witter & Lester, Inc.
Redstone
12.22 12.59 1.17
37 Millburn Ridgefield Corporation
Diversified Program
8.21 47.53 114.08 1.08
38 Estlander & Partners
Global XL
7.15 59.87 120.34 0.71
39 Eclipse Capital Management
Global Monetary
5.05 59.11 69.56 0.82
40 Abraham Trading Company
Diversified Program
4.39 15.25 51.93 0.71
41 RAM Management Group
RAM MRTP 1X-Conservative
3.58 22.89 52.32 0.77
42 EMC Capital Advisors, LLC
Classic
3.40 15.98 14.81 0.73
43 Red Oak Commodity Advisors
Investment Program
-18.73 8.64 47.91 0.53
44 Range Wise
Investment Program
-20.27 -4.14 1.00 0.87
45 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-21.93 -1.74 20.59 0.46
46 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-35.88 -8.32 17.04 0.55
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