1994 IASG CTA Index 5 Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Hawksbill Capital Management
Global Diversified
11.48 180.52 593.23 0.90
2 Rabar Market Research
Diversified Program
33.91 91.37 301.59 0.93
3 Abraham Trading Company
Diversified Program
24.22 49.30 252.77 0.88
4 Chesapeake Capital
Diversified (LV)
15.87 90.90 207.39 1.05
5 EMC Capital Advisors, LLC
Classic
-18.38 -9.07 169.94 0.84
6 Saxon Investment Corporation
Diversified Program
63.27 172.27 161.68 0.85
7 Millburn Ridgefield Corporation
Diversified Program
11.55 47.94 139.88 1.09
8 Mark J. Walsh Company
Standard Program
-25.33 -3.00 134.86 0.75
9 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.57 2.19 110.29 0.61
10 Red Oak Commodity Advisors
Investment Program
5.58 16.55 89.26 0.84
11 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-19.32 1.01 79.14 0.43
12 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-16.73 -0.98 75.58 0.61
13 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.56 24.28 44.84 0.47
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