2001 IASG CTA Index 5 Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Superfund Group
Superfund Green Q-AG
18.83 83.53 260.10 0.98
2 Clarke Capital Management
Global Basic
-1.22 59.38 244.25 0.95
3 C-View Limited
Currency Managed Account Program
15.72 47.70 213.50 1.92
4 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
27.88 58.75 193.35 0.86
5 Ansbacher Investment Management
Market Neutral Put Skew Program
18.41 39.79 190.49 0.73
6 Hawksbill Capital Management
Global Diversified
22.76 15.55 188.14 0.66
7 Eckhardt Trading Company
Evolution Strategies 1.2X
8.70 30.42 186.00 0.90
8 Saxon Investment Corporation
Aggressive Diversified Program
14.39 99.68 168.77 0.64
9 Warrington Asset Management
Warrington Strategic Program
1.93 60.18 160.98 2.06
10 Transtrend B.V.
DTP – Enhanced Risk (USD)
26.36 38.89 133.61 1.17
11 Eckhardt Trading Company
Evolution Strategies
5.34 18.61 120.11 0.87
12 KMJ Investments
KMJ Investments
-0.44 72.45 115.19 1.20
13 Rotella Capital Management
Rotella Polaris Program (Diversified)
15.36 37.94 115.12 1.54
14 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.12 29.52 112.62 0.62
15 Saxon Investment Corporation
Diversified Program
9.34 53.75 98.56 0.62
16 Sunrise Capital Partners
Sunrise Expanded Diversified Program
13.62 28.43 95.05 0.66
17 Clarke Capital Management
Worldwide
-13.32 16.53 93.64 0.85
18 Mark J. Walsh Company
Standard Program
-4.88 8.34 86.91 0.70
19 Estlander & Partners
Alpha Trend
5.08 36.11 84.58 0.85
20 Tactical Investment Management
Tactical Institutional Commodity Program
16.24 23.11 84.39 0.81
21 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
6.20 29.69 84.15 0.71
22 Red Oak Commodity Advisors
Investment Program
-18.84 56.54 82.66 0.51
23 QCM
Global Diversified Programme
18.44 32.17 79.45 0.82
24 Estlander & Partners
Global XL
14.66 40.83 72.36 0.66
25 FORT LP
Fort Global Diversified
12.90 15.43 67.04 0.82
26 Abraham Trading Company
Diversified Program
19.16 41.75 64.07 0.68
27 Hyman Beck and Company
Global Portfolio
20.47 7.52 56.26 0.74
28 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
8.11 12.42 47.77 0.54
29 EMC Capital Advisors, LLC
Classic
14.50 19.76 42.03 0.68
30 DUNN Capital Management
D'Best Futures Fund, L.P.
5.15 14.23 39.80 0.46
31 Millburn Ridgefield Corporation
Diversified Program
-4.07 9.76 36.28 0.99
32 Witter & Lester, Inc.
Stock Index Futures Trading Program
-24.63 -0.22 36.14 0.56
33 Eclipse Capital Management
Global Monetary
-5.08 11.40 35.64 0.68
34 RAM Management Group
RAM MRTP 1X-Conservative
3.18 15.12 32.78 0.64
35 Rabar Market Research
Diversified Program
0.76 -7.04 28.70 0.65
36 Chesapeake Capital
Diversified (LV)
-7.98 0.03 27.92 0.80
37 Witter & Lester, Inc.
Redstone
-7.42 9.89 22.12 0.90
38 Dreiss Research Corporation
Diversified Program
-7.92 11.57 6.02 0.56
39 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
3.22 45.47 -0.91 0.53
40 Range Wise
Investment Program
-8.94 0.59 -16.92 0.65
41 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
2.84 60.71 -18.72 0.58
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