1996 IASG CTA Index 3 Year Rolling

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