1998 IASG CTA Index 3 Year Rolling

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