2000 IASG CTA Index 3 Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Superfund Group
Superfund Green Q-AG
23.18 151.04 1.06
2 Clarke Capital Management
Global Basic
53.22 128.92 1.08
3 Saxon Investment Corporation
Aggressive Diversified Program
40.18 120.50 177.90 0.65
4 Clarke Capital Management
Global Magnum
47.09 117.39 0.98
5 KMJ Investments
KMJ Investments
7.80 110.15 117.56 1.31
6 Clarke Capital Management
Millennium
42.52 105.33 0.94
7 Warrington Asset Management
Warrington Strategic Program
24.16 104.23 2.83
8 Drury Capital
Diversified Trend-Following Program
15.80 88.31 1.17
9 C-View Limited
Currency Managed Account Program
4.27 81.79 1.94
10 Clarke Capital Management
Worldwide
17.26 79.20 222.91 1.11
11 Witter & Lester, Inc.
Stock Index Futures Trading Program
31.46 76.63 113.46 0.70
12 W.G. Wealth Guardian Ltd.
SAFI2 Program
8.39 76.10 2.55
13 Mondiale Asset Management
Mondiale Trading Program
31.05 69.60 2.32
14 Saxon Investment Corporation
Diversified Program
22.45 69.59 120.86 0.62
15 Eckhardt Trading Company
Evolution Strategies 1.2X
23.75 62.93 340.94 0.93
16 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
25.16 61.11 0.83
17 Mark J. Walsh Company
Standard Program
37.91 59.74 145.05 0.74
18 Red Oak Commodity Advisors
Investment Program
7.57 56.76 109.57 0.62
19 Estlander & Partners
Alpha Trend
11.92 55.00 91.39 0.89
20 FORT LP
Fort Global Diversified
9.24 51.50 125.56 0.87
21 Dreiss Research Corporation
Diversified Program
21.66 48.88 46.05 0.64
22 Rotella Capital Management
Rotella Polaris Program (Diversified)
18.42 46.74 136.93 1.56
23 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
14.32 46.65 135.73 0.73
24 Ansbacher Investment Management
Market Neutral Put Skew Program
-4.38 46.06 139.23 0.73
25 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.22 45.60 233.05 0.65
26 Eckhardt Trading Company
Evolution Strategies
17.94 43.11 209.11 0.91
27 Sunrise Capital Partners
Sunrise Expanded Diversified Program
8.22 42.23 104.86 0.66
28 Quality Capital Management
Global Diversified Programme
7.20 37.48 74.99 0.78
29 Hawksbill Capital Management
Global Diversified
24.76 35.28 71.12 0.66
30 Transtrend B.V.
DTP – Enhanced Risk (USD)
12.40 34.04 143.46 1.09
31 Witter & Lester, Inc.
Redstone
6.54 33.21 33.65 1.30
32 Estlander & Partners
Global XL
24.24 31.61 96.35 0.67
33 DUNN Capital Management
D'Best Futures Fund, L.P.
37.80 30.92 70.28 0.48
34 Chesapeake Capital
Diversified (LV)
5.23 26.44 59.92 0.88
35 Abraham Trading Company
Diversified Program
13.54 24.17 37.10 0.67
36 Millburn Corporation
Diversified Program
14.20 23.81 68.81 1.03
37 Eclipse Capital Management
Global Monetary
4.50 23.29 86.74 0.76
38 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.54 21.45 0.66
39 Tactical Investment Management
Tactical Institutional Commodity Program
32.73 19.63 107.99 0.81
40 RAM Management Group
RAM MRTP 1X-Conservative
12.89 15.58 37.12 0.68
41 Rabar Market Research
Diversified Program
1.85 14.67 28.57 0.68
42 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
7.19 10.02 38.48 0.56
43 EMC Capital Advisors, LLC
Classic
17.65 8.15 21.31 0.69
44 Hyman Beck and Company
Global Portfolio
-11.47 4.28 43.75 0.73
45 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
8.54 0.21 43.28 0.61
46 Range Wise
Investment Program
14.62 -11.92 5.90 0.81
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