2000 IASG CTA Index 5 Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Eckhardt Trading Company
Evolution Strategies 1.2X
23.75 62.93 340.94 0.93
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.22 45.60 233.05 0.65
3 Clarke Capital Management
Worldwide
17.26 79.20 222.91 1.11
4 Eckhardt Trading Company
Evolution Strategies
17.94 43.11 209.11 0.91
5 Saxon Investment Corporation
Aggressive Diversified Program
40.18 120.50 177.90 0.65
6 Mark J. Walsh Company
Standard Program
37.91 59.74 145.05 0.74
7 Transtrend B.V.
DTP – Enhanced Risk (USD)
12.40 34.04 143.46 1.09
8 Ansbacher Investment Management
Market Neutral Put Skew Program
-4.38 46.06 139.23 0.73
9 Rotella Capital Management
Rotella Polaris Program (Diversified)
18.42 46.74 136.93 1.56
10 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
14.32 46.65 135.73 0.73
11 FORT LP
Fort Global Diversified
9.24 51.50 125.56 0.87
12 Saxon Investment Corporation
Diversified Program
22.45 69.59 120.86 0.62
13 KMJ Investments
KMJ Investments
7.80 110.15 117.56 1.31
14 Witter & Lester, Inc.
Stock Index Futures Trading Program
31.46 76.63 113.46 0.70
15 Red Oak Commodity Advisors
Investment Program
7.57 56.76 109.57 0.62
16 Tactical Investment Management
Tactical Institutional Commodity Program
32.73 19.63 107.99 0.81
17 Sunrise Capital Partners
Sunrise Expanded Diversified Program
8.22 42.23 104.86 0.66
18 Estlander & Partners
Global XL
24.24 31.61 96.35 0.67
19 Estlander & Partners
Alpha Trend
11.92 55.00 91.39 0.89
20 Eclipse Capital Management
Global Monetary
4.50 23.29 86.74 0.76
21 QCM
Global Diversified Programme
7.20 37.48 74.99 0.78
22 Hawksbill Capital Management
Global Diversified
24.76 35.28 71.12 0.66
23 DUNN Capital Management
D'Best Futures Fund, L.P.
37.80 30.92 70.28 0.48
24 Millburn Ridgefield Corporation
Diversified Program
14.20 23.81 68.81 1.03
25 Chesapeake Capital
Diversified (LV)
5.23 26.44 59.92 0.88
26 Dreiss Research Corporation
Diversified Program
21.66 48.88 46.05 0.64
27 Hyman Beck and Company
Global Portfolio
-11.47 4.28 43.75 0.73
28 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
8.54 0.21 43.28 0.61
29 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
7.19 10.02 38.48 0.56
30 RAM Management Group
RAM MRTP 1X-Conservative
12.89 15.58 37.12 0.68
31 Abraham Trading Company
Diversified Program
13.54 24.17 37.10 0.67
32 Witter & Lester, Inc.
Redstone
6.54 33.21 33.65 1.30
33 Rabar Market Research
Diversified Program
1.85 14.67 28.57 0.68
34 EMC Capital Advisors, LLC
Classic
17.65 8.15 21.31 0.69
35 Range Wise
Investment Program
14.62 -11.92 5.90 0.81
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