1997 IASG CTA Index 3 Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
44.42 354.34 486.63 0.69
2 Eckhardt Trading Company
Evolution Strategies 1.2X
61.47 342.23 631.16 1.02
3 Eckhardt Trading Company
Evolution Strategies
46.01 218.22 322.53 1.01
4 Tactical Investment Management
Tactical Institutional Commodity Program
32.60 161.10 1.05
5 KMJ Investments
KMJ Investments
2.85 159.60 1.34
6 Estlander & Partners
Global XL
14.22 139.37 122.14 0.80
7 Mark J. Walsh Company
Standard Program
23.02 139.29 212.56 0.77
8 Transtrend B.V.
DTP – Enhanced Risk (USD)
37.93 134.45 1.45
9 DUNN Capital Management
D'Best Futures Fund, L.P.
1.55 127.71 0.55
10 FORT LP
Fort Global Diversified
-2.34 113.29 1.05
11 Rotella Capital Management
Rotella Polaris Program (Diversified)
27.08 105.32 314.28 1.91
12 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-21.13 96.95 267.14 0.92
13 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
18.24 92.03 67.38 0.71
14 Eclipse Capital Management
Global Monetary
15.91 82.10 110.42 0.89
15 Hyman Beck and Company
Global Portfolio
24.38 77.99 111.78 0.98
16 Millburn Ridgefield Corporation
Diversified Program
14.74 77.35 121.38 1.10
17 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.27 74.13 103.94 0.60
18 Red Oak Commodity Advisors
Investment Program
43.58 72.39 106.14 0.72
19 Sunrise Capital Partners
Sunrise Expanded Diversified Program
20.69 60.64 65.68 0.65
20 Dreiss Research Corporation
Diversified Program
-22.66 56.73 194.61 0.71
21 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-12.75 52.39 116.17 0.85
22 Chesapeake Capital
Diversified (LV)
9.94 44.31 170.60 0.97
23 EMC Capital Advisors, LLC
Classic
14.69 36.03 83.22 0.76
24 Estlander & Partners
Alpha Trend
13.32 35.52 79.90 0.80
25 RAM Management Group
RAM MRTP 1X-Conservative
11.34 31.56 0.88
26 Rabar Market Research
Diversified Program
11.39 26.21 152.76 0.77
27 Witter & Lester, Inc.
Redstone
-0.98 21.53 1.00
28 Abraham Trading Company
Diversified Program
10.88 17.16 95.45 0.75
29 Hawksbill Capital Management
Global Diversified
73.51 16.55 178.86 0.74
30 Range Wise
Investment Program
3.58 9.80 62.17 1.21
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
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