1998 IASG CTA Index 5 Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Eckhardt Trading Company
Evolution Strategies 1.2X
35.81 267.52 392.82 1.02
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.67 160.00 316.67 0.68
3 FORT LP
Fort Global Diversified
48.17 120.61 246.72 1.15
4 Rotella Capital Management
Rotella Polaris Program (Diversified)
22.72 98.14 241.08 1.76
5 Eckhardt Trading Company
Evolution Strategies
27.10 174.53 240.02 1.01
6 Tactical Investment Management
Tactical Institutional Commodity Program
12.96 96.39 193.86 0.99
7 Dreiss Research Corporation
Diversified Program
22.87 20.54 165.91 0.74
8 Mark J. Walsh Company
Standard Program
40.24 115.14 150.58 0.78
9 Witter & Lester, Inc.
Stock Index Futures Trading Program
33.42 61.24 131.01 0.67
10 Estlander & Partners
Global XL
7.15 59.87 120.34 0.71
11 Hyman Beck and Company
Global Portfolio
16.84 61.06 115.86 0.96
12 Millburn Corporation
Diversified Program
8.21 47.53 114.08 1.08
13 Rabar Market Research
Diversified Program
24.30 39.36 110.07 0.79
14 Saxon Investment Corporation
Aggressive Diversified Program
26.31 59.20 108.41 0.61
15 Sunrise Capital Partners
Sunrise Expanded Diversified Program
25.84 81.24 105.31 0.69
16 Chesapeake Capital
Diversified (LV)
16.31 47.12 94.50 0.97
17 Saxon Investment Corporation
Diversified Program
20.60 57.06 92.90 0.59
18 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
20.09 93.04 92.01 0.73
19 Hawksbill Capital Management
Global Diversified
43.72 81.80 86.72 0.74
20 Estlander & Partners
Alpha Trend
19.67 47.76 78.53 0.87
21 Eclipse Capital Management
Global Monetary
5.05 59.11 69.56 0.82
22 RAM Management Group
RAM MRTP 1X-Conservative
3.58 22.89 52.32 0.77
23 Abraham Trading Company
Diversified Program
4.39 15.25 51.93 0.71
24 Red Oak Commodity Advisors
Investment Program
-18.73 8.64 47.91 0.53
25 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-21.93 -1.74 20.59 0.46
26 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-35.88 -8.32 17.04 0.55
27 EMC Capital Advisors, LLC
Classic
3.40 15.98 14.81 0.73
28 Range Wise
Investment Program
-20.27 -4.14 1.00 0.87
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