1995 IASG CTA Index 5 Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Rotella Capital Management
Rotella Polaris Program (Diversified)
27.16 156.58 227.21 1.82
2 Eclipse Capital Management
Global Monetary
20.23 38.92 166.40 0.75
3 Chesapeake Capital
Diversified (LV)
14.09 113.94 145.05 1.02
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
98.63 156.47 134.59 0.58
5 Millburn Corporation
Diversified Program
30.08 62.37 107.86 1.11
6 Rabar Market Research
Diversified Program
12.57 125.44 103.15 0.87
7 Abraham Trading Company
Diversified Program
6.12 77.02 97.07 0.83
8 Hawksbill Capital Management
Global Diversified
-7.86 120.45 81.14 0.81
9 Witter & Lester, Inc.
Stock Index Futures Trading Program
44.08 68.75 72.01 0.60
10 Saxon Investment Corporation
Diversified Program
-24.78 87.37 64.78 0.61
11 Mark J. Walsh Company
Standard Program
55.98 103.75 64.33 0.78
12 Red Oak Commodity Advisors
Investment Program
28.95 54.19 60.58 0.87
13 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
19.46 4.13 55.09 0.64
14 Sunrise Capital Partners
Sunrise Expanded Diversified Program
11.53 15.03 52.18 0.60
15 EMC Capital Advisors, LLC
Classic
21.28 63.35 13.82 0.82
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