1999 IASG CTA Index 5 Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.14 85.73 484.30 0.67
2 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.05 112.61 482.27 0.93
3 KMJ Investments
KMJ Investments
60.67 100.49 406.06 1.41
4 Eckhardt Trading Company
Evolution Strategies
-4.54 77.16 286.12 0.91
5 FORT LP
Fort Global Diversified
-6.40 35.45 195.80 0.95
6 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.21 64.49 179.60 1.11
7 Mark J. Walsh Company
Standard Program
-17.41 42.49 177.15 0.72
8 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.98 57.47 154.43 1.58
9 Estlander & Partners
Global XL
-1.14 20.99 153.56 0.63
10 Red Oak Commodity Advisors
Investment Program
79.32 109.24 151.23 0.65
11 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
6.82 51.67 146.32 0.72
12 Tactical Investment Management
Tactical Institutional Commodity Program
-20.21 19.51 135.33 0.73
13 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.70 37.41 133.95 0.64
14 DUNN Capital Management
D'Best Futures Fund, L.P.
-21.17 -3.52 116.35 0.40
15 Eclipse Capital Management
Global Monetary
12.31 36.76 114.85 0.83
16 Sunrise Capital Partners
Sunrise Expanded Diversified Program
4.44 58.62 111.12 0.67
17 Hyman Beck and Company
Global Portfolio
0.81 46.51 109.66 0.88
18 Millburn Ridgefield Corporation
Diversified Program
0.20 24.41 92.29 1.04
19 Dreiss Research Corporation
Diversified Program
-0.40 -5.36 91.80 0.63
20 Estlander & Partners
Alpha Trend
15.73 56.95 87.70 0.89
21 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
43.99 -27.18 81.84 0.64
22 Chesapeake Capital
Diversified (LV)
3.30 32.10 73.39 0.92
23 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
31.47 -10.45 56.41 0.59
24 Witter & Lester, Inc.
Redstone
11.41 23.81 51.95 1.31
25 Rabar Market Research
Diversified Program
-9.41 25.42 42.10 0.71
26 Saxon Investment Corporation
Diversified Program
14.84 48.31 35.68 0.60
27 RAM Management Group
RAM MRTP 1X-Conservative
-1.16 14.00 34.70 0.62
28 Abraham Trading Company
Diversified Program
4.76 21.26 28.13 0.68
29 Hawksbill Capital Management
Global Diversified
-24.55 88.14 26.37 0.66
30 EMC Capital Advisors, LLC
Classic
-11.09 5.44 25.05 0.69
31 Saxon Investment Corporation
Aggressive Diversified Program
24.53 67.62 6.98 0.62
32 Range Wise
Investment Program
-3.62 -20.40 -15.62 0.76
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