1993 IASG CTA Index 3 Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Eclipse Capital Management
Global Monetary
30.36 149.99 0.96
2 Rotella Capital Management
Rotella Polaris Program (Diversified)
49.05 90.09 1.67
3 Chesapeake Capital
Diversified (LV)
61.82 85.35 240.35 1.07
4 Hawksbill Capital Management
Global Diversified
114.64 76.36 880.27 0.98
5 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
4.68 55.92 199.91 0.72
6 Abraham Trading Company
Diversified Program
34.29 49.50 234.55 0.89
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
60.04 46.38 189.75 0.53
8 Millburn Ridgefield Corporation
Diversified Program
11.90 43.25 122.22 1.11
9 Mark J. Walsh Company
Standard Program
74.93 41.09 275.21 0.89
10 Rabar Market Research
Diversified Program
49.55 34.77 229.87 0.91
11 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.54 34.34 162.96 0.67
12 Saxon Investment Corporation
Diversified Program
52.56 34.17 107.56 0.71
13 Witter & Lester, Inc.
Stock Index Futures Trading Program
17.79 20.05 80.87 0.52
14 Red Oak Commodity Advisors
Investment Program
13.26 17.95 0.93
15 EMC Capital Advisors, LLC
Classic
65.02 14.98 217.63 0.92
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