1999 IASG CTA Index 3 Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 C-View Limited
Currency Managed Account Program
22.40 159.80 2.26
2 Ansbacher Investment Management
Market Neutral Put Skew Program
23.47 156.58 0.92
3 Superfund Group
Superfund Green Q-AG
25.38 146.01 1.10
4 Clarke Capital Management
Global Basic
5.31 127.46 1.05
5 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.05 112.61 482.27 0.93
6 Red Oak Commodity Advisors
Investment Program
79.32 109.24 151.23 0.65
7 Warrington Asset Management
Warrington Strategic Program
26.57 106.22 2.60
8 KMJ Investments
KMJ Investments
60.67 100.49 406.06 1.41
9 Clarke Capital Management
Worldwide
14.64 90.50 1.19
10 Hawksbill Capital Management
Global Diversified
-24.55 88.14 26.37 0.66
11 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.14 85.73 484.30 0.67
12 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
-0.81 83.28 0.85
13 Eckhardt Trading Company
Evolution Strategies
-4.54 77.16 286.12 0.91
14 Saxon Investment Corporation
Aggressive Diversified Program
24.53 67.62 6.98 0.62
15 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.21 64.49 179.60 1.11
16 Sunrise Capital Partners
Sunrise Expanded Diversified Program
4.44 58.62 111.12 0.67
17 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.98 57.47 154.43 1.58
18 Estlander & Partners
Alpha Trend
15.73 56.95 87.70 0.89
19 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
6.82 51.67 146.32 0.72
20 Saxon Investment Corporation
Diversified Program
14.84 48.31 35.68 0.60
21 Hyman Beck and Company
Global Portfolio
0.81 46.51 109.66 0.88
22 Mark J. Walsh Company
Standard Program
-17.41 42.49 177.15 0.72
23 QCM
Global Diversified Programme
4.10 41.34 0.82
24 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.70 37.41 133.95 0.64
25 Eclipse Capital Management
Global Monetary
12.31 36.76 114.85 0.83
26 FORT LP
Fort Global Diversified
-6.40 35.45 195.80 0.95
27 Chesapeake Capital
Diversified (LV)
3.30 32.10 73.39 0.92
28 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.30 27.10 0.71
29 Rabar Market Research
Diversified Program
-9.41 25.42 42.10 0.71
30 Millburn Ridgefield Corporation
Diversified Program
0.20 24.41 92.29 1.04
31 Witter & Lester, Inc.
Redstone
11.41 23.81 51.95 1.31
32 Abraham Trading Company
Diversified Program
4.76 21.26 28.13 0.68
33 Estlander & Partners
Global XL
-1.14 20.99 153.56 0.63
34 Tactical Investment Management
Tactical Institutional Commodity Program
-20.21 19.51 135.33 0.73
35 RAM Management Group
RAM MRTP 1X-Conservative
-1.16 14.00 34.70 0.62
36 EMC Capital Advisors, LLC
Classic
-11.09 5.44 25.05 0.69
37 DUNN Capital Management
D'Best Futures Fund, L.P.
-21.17 -3.52 116.35 0.40
38 Dreiss Research Corporation
Diversified Program
-0.40 -5.36 91.80 0.63
39 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
31.47 -10.45 56.41 0.59
40 Range Wise
Investment Program
-3.62 -20.40 -15.62 0.76
41 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
43.99 -27.18 81.84 0.64
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