1997 IASG CTA Index 5 Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Eckhardt Trading Company
Evolution Strategies 1.2X
61.47 342.23 631.16 1.02
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
44.42 354.34 486.63 0.69
3 Eckhardt Trading Company
Evolution Strategies
46.01 218.22 322.53 1.01
4 Rotella Capital Management
Rotella Polaris Program (Diversified)
27.08 105.32 314.28 1.91
5 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-21.13 96.95 267.14 0.92
6 Mark J. Walsh Company
Standard Program
23.02 139.29 212.56 0.77
7 Dreiss Research Corporation
Diversified Program
-22.66 56.73 194.61 0.71
8 Hawksbill Capital Management
Global Diversified
73.51 16.55 178.86 0.74
9 Chesapeake Capital
Diversified (LV)
9.94 44.31 170.60 0.97
10 Rabar Market Research
Diversified Program
11.39 26.21 152.76 0.77
11 Saxon Investment Corporation
Diversified Program
7.09 -2.04 144.01 0.58
12 Estlander & Partners
Global XL
14.22 139.37 122.14 0.80
13 Millburn Corporation
Diversified Program
14.74 77.35 121.38 1.10
14 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-12.75 52.39 116.17 0.85
15 Hyman Beck and Company
Global Portfolio
24.38 77.99 111.78 0.98
16 Eclipse Capital Management
Global Monetary
15.91 82.10 110.42 0.89
17 Red Oak Commodity Advisors
Investment Program
43.58 72.39 106.14 0.72
18 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.27 74.13 103.94 0.60
19 Abraham Trading Company
Diversified Program
10.88 17.16 95.45 0.75
20 EMC Capital Advisors, LLC
Classic
14.69 36.03 83.22 0.76
21 Estlander & Partners
Alpha Trend
13.32 35.52 79.90 0.80
22 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
18.24 92.03 67.38 0.71
23 Sunrise Capital Partners
Sunrise Expanded Diversified Program
20.69 60.64 65.68 0.65
24 Range Wise
Investment Program
3.58 9.80 62.17 1.21
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