2001 IASG CTA Index Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Kinkopf Capital Management
KCM S&P (Proprietary)
66.81 213.95 1.11
2 Rosetta Capital Management
Rosetta Trading Program
59.28 1.15
3 Superfund Group
Superfund Green GCT USD
42.58 1.12
4 Transtrend B.V.
DTP – Enhanced Risk (EUR)
27.96 1.02
5 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
27.88 58.75 193.35 0.86
6 Transtrend B.V.
DTP – Enhanced Risk (USD)
26.36 38.89 133.61 1.17
7 Parizek Capital
Futures Trading Program
24.98 0.92
8 GIC Trading LLC
Global Diversified Trading Program
24.93 26.58 0.31
9 M.S. Capital Management
Global Diversified Program
22.97 17.47 0.38
10 Hawksbill Capital Management
Global Diversified
22.76 15.55 188.14 0.66
11 LJM Partners
LJM Aggressive Strategy
21.03 88.37 0.56
12 Drury Capital
Diversified Trend-Following Program
20.62 54.30 1.11
13 Hyman Beck and Company
Global Portfolio
20.47 7.52 56.26 0.74
14 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
19.97 53.33 1.22
15 Abraham Trading Company
Diversified Program
19.16 41.75 64.07 0.68
16 Superfund Group
Superfund Green Q-AG
18.83 83.53 260.10 0.98
17 RAM Management Group
MRTP Aggressive
18.54 50.31 0.40
18 QCM
Global Diversified Programme
18.44 32.17 79.45 0.82
19 Ansbacher Investment Management
Market Neutral Put Skew Program
18.41 39.79 190.49 0.73
20 Transtrend B.V.
DTP – Standard Risk (EUR)
16.93 0.95
21 Clarke Capital Management
Global Magnum
16.48 74.87 0.93
22 Tactical Investment Management
Tactical Institutional Commodity Program
16.24 23.11 84.39 0.81
23 C-View Limited
Currency Managed Account Program
15.72 47.70 213.50 1.92
24 Rotella Capital Management
Rotella Polaris Program (Diversified)
15.36 37.94 115.12 1.54
25 Estlander & Partners
Global XL
14.66 40.83 72.36 0.66
26 EMC Capital Advisors, LLC
Classic
14.50 19.76 42.03 0.68
27 Saxon Investment Corporation
Aggressive Diversified Program
14.39 99.68 168.77 0.64
28 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
13.85 1.05
29 Crabel Capital Management
Crabel Multi-Product
13.83 66.68 0.73
30 Sunrise Capital Partners
Sunrise Expanded Diversified Program
13.62 28.43 95.05 0.66
31 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
12.94 0.97
32 FORT LP
Fort Global Diversified
12.90 15.43 67.04 0.82
33 Estlander & Partners
Global Markets
10.57 0.82
34 MERIT Alternative Investments GmbH
Futures Portfolio
10.10 36.91 1.06
35 Saxon Investment Corporation
Diversified Program
9.34 53.75 98.56 0.62
36 Capricorn Strategies Limited
Capricorn fxST (Lev1)
9.21 41.12 2.50
37 W.G. Wealth Guardian Ltd.
SAFI2 Program
9.12 43.83 2.14
38 Eckhardt Trading Company
Evolution Strategies 1.2X
8.70 30.42 186.00 0.90
39 Mondiale Asset Management
Mondiale Trading Program
8.18 38.35 1.97
40 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
8.11 12.42 47.77 0.54
41 John Locke Investments
Cyril Systematic Program
7.24 0.70
42 Mulvaney Capital Management
The Mulvaney Global Markets Fund
6.69 0.54
43 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
6.20 29.69 84.15 0.71
44 Eckhardt Trading Company
Evolution Strategies
5.34 18.61 120.11 0.87
45 DUNN Capital Management
D'Best Futures Fund, L.P.
5.15 14.23 39.80 0.46
46 Estlander & Partners
Alpha Trend
5.08 36.11 84.58 0.85
47 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.22 45.47 -0.91 0.53
48 RAM Management Group
RAM MRTP 1X-Conservative
3.18 15.12 32.78 0.64
49 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
2.84 60.71 -18.72 0.58
50 Alee Capital Management, LLC
Mistral Program
2.70 48.77 0.72
51 Conquest Capital Group
Conquest Macro
2.21 0.72
52 Warrington Asset Management
Warrington Strategic Program
1.93 60.18 160.98 2.06
53 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.12 29.52 112.62 0.62
54 Rabar Market Research
Diversified Program
0.76 -7.04 28.70 0.65
55 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.10 0.95
56 KMJ Investments
KMJ Investments
-0.44 72.45 115.19 1.20
57 Clarke Capital Management
Millennium
-0.55 49.08 0.76
58 Clarke Capital Management
Global Basic
-1.22 59.38 244.25 0.95
59 Alee Capital Management, LLC
Poniente Program
-3.66 34.65 0.81
60 Kelly Angle Inc.
Genesis Program
-3.95 0.65
61 IKOS
The IKOS Hedge Fund
-4.05 63.40 1.23
62 Millburn Ridgefield Corporation
Diversified Program
-4.07 9.76 36.28 0.99
63 Trigon Investment Advisors, LLC
Foreign Exchange Program
-4.86 0.43
64 Mark J. Walsh Company
Standard Program
-4.88 8.34 86.91 0.70
65 Eclipse Capital Management
Global Monetary
-5.08 11.40 35.64 0.68
66 Witter & Lester, Inc.
Redstone
-7.42 9.89 22.12 0.90
67 Dreiss Research Corporation
Diversified Program
-7.92 11.57 6.02 0.56
68 Chesapeake Capital
Diversified (LV)
-7.98 0.03 27.92 0.80
69 Range Wise
Investment Program
-8.94 0.59 -16.92 0.65
70 Clarke Capital Management
Worldwide
-13.32 16.53 93.64 0.85
71 Red Oak Commodity Advisors
Investment Program
-18.84 56.54 82.66 0.51
72 Covenant Capital Management
Original Program
-22.16 -0.66
73 Witter & Lester, Inc.
Stock Index Futures Trading Program
-24.63 -0.22 36.14 0.56
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