1995 IASG CTA Index Sharpe

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Witter & Lester, Inc.
Redstone
21.13 5.76
2 KMJ Investments
KMJ Investments
150.75 2.32
3 Rotella Capital Management
Rotella Polaris Program (Diversified)
27.16 156.58 227.21 1.82
4 Transtrend B.V.
DTP – Enhanced Risk (USD)
29.09 1.45
5 Range Wise
Investment Program
-8.67 34.88 1.30
6 Dreiss Research Corporation
Diversified Program
59.77 200.32 1.15
7 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
37.75 156.77 1.12
8 Millburn Ridgefield Corporation
Diversified Program
30.08 62.37 107.86 1.11
9 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
21.07 71.74 1.06
10 FORT LP
Fort Global Diversified
43.26 1.06
11 Chesapeake Capital
Diversified (LV)
14.09 113.94 145.05 1.02
12 Tactical Investment Management
Tactical Institutional Commodity Program
50.17 0.99
13 Hyman Beck and Company
Global Portfolio
29.12 53.63 0.99
14 RAM Management Group
RAM MRTP 1X-Conservative
10.89 0.98
15 Estlander & Partners
Alpha Trend
9.76 45.70 0.90
16 Red Oak Commodity Advisors
Investment Program
28.95 54.19 60.58 0.87
17 Rabar Market Research
Diversified Program
12.57 125.44 103.15 0.87
18 Eckhardt Trading Company
Evolution Strategies 1.2X
63.41 170.18 0.86
19 Estlander & Partners
Global XL
60.44 48.89 0.85
20 Abraham Trading Company
Diversified Program
6.12 77.02 97.07 0.83
21 EMC Capital Advisors, LLC
Classic
21.28 63.35 13.82 0.82
22 Hawksbill Capital Management
Global Diversified
-7.86 120.45 81.14 0.81
23 Eckhardt Trading Company
Evolution Strategies
47.33 95.62 0.80
24 Mark J. Walsh Company
Standard Program
55.98 103.75 64.33 0.78
25 Eclipse Capital Management
Global Monetary
20.23 38.92 166.40 0.75
26 Saxon Investment Corporation
Aggressive Diversified Program
-46.04 0.72
27 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
19.46 4.13 55.09 0.64
28 DUNN Capital Management
D'Best Futures Fund, L.P.
75.08 0.64
29 Saxon Investment Corporation
Diversified Program
-24.78 87.37 64.78 0.61
30 Witter & Lester, Inc.
Stock Index Futures Trading Program
44.08 68.75 72.01 0.60
31 Sunrise Capital Partners
Sunrise Expanded Diversified Program
11.53 15.03 52.18 0.60
32 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
98.63 156.47 134.59 0.58
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