1996 IASG CTA Index 5 Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Eckhardt Trading Company
Evolution Strategies 1.2X
67.60 124.73 348.37 0.94
2 Dreiss Research Corporation
Diversified Program
26.84 179.83 250.38 1.05
3 Rotella Capital Management
Rotella Polaris Program (Diversified)
27.06 118.71 247.50 1.89
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
58.38 153.82 217.79 0.65
5 Eckhardt Trading Company
Evolution Strategies
47.94 83.22 168.38 0.90
6 Chesapeake Capital
Diversified (LV)
15.05 52.10 150.59 1.00
7 Saxon Investment Corporation
Diversified Program
21.62 49.36 149.08 0.60
8 Estlander & Partners
Global XL
30.62 80.03 144.96 0.85
9 Millburn Ridgefield Corporation
Diversified Program
18.82 72.42 128.67 1.11
10 Range Wise
Investment Program
16.07 22.30 122.68 1.31
11 Rabar Market Research
Diversified Program
0.66 51.73 116.83 0.79
12 Witter & Lester, Inc.
Stock Index Futures Trading Program
18.17 69.30 111.60 0.63
13 Hyman Beck and Company
Global Portfolio
10.83 48.53 108.68 0.92
14 Eclipse Capital Management
Global Monetary
30.67 39.25 105.06 0.87
15 Mark J. Walsh Company
Standard Program
24.70 45.25 88.67 0.77
16 Hawksbill Capital Management
Global Diversified
-27.10 -25.12 88.42 0.68
17 Estlander & Partners
Alpha Trend
8.96 31.65 73.50 0.79
18 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
35.95 35.23 60.80 0.70
19 Abraham Trading Company
Diversified Program
-0.42 31.26 57.76 0.77
20 Red Oak Commodity Advisors
Investment Program
-6.89 26.76 39.94 0.63
21 Sunrise Capital Partners
Sunrise Expanded Diversified Program
19.34 35.19 36.01 0.62
22 EMC Capital Advisors, LLC
Classic
-2.21 -3.19 7.85 0.78
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