1998 IASG CTA Index

Rank CTA/Program 1yr 3yr 5yr Sharpe
54 GIC Trading LLC
Global Diversified Trading Program
-5.40
53 IKOS
The IKOS Hedge Fund
-0.48
52 RAM Management Group
MRTP Aggressive
0.00
51 LJM Partners
LJM Aggressive Strategy
0.11
50 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-21.93 -1.74 20.59 0.46
49 Red Oak Commodity Advisors
Investment Program
-18.73 8.64 47.91 0.53
48 Crabel Capital Management
Crabel Multi-Product
0.55
47 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-35.88 -8.32 17.04 0.55
46 DUNN Capital Management
D'Best Futures Fund, L.P.
20.52 56.75 0.57
45 Saxon Investment Corporation
Diversified Program
20.60 57.06 92.90 0.59
44 Saxon Investment Corporation
Aggressive Diversified Program
26.31 59.20 108.41 0.61
43 Witter & Lester, Inc.
Stock Index Futures Trading Program
33.42 61.24 131.01 0.67
42 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.67 160.00 316.67 0.68
41 Sunrise Capital Partners
Sunrise Expanded Diversified Program
25.84 81.24 105.31 0.69
40 Abraham Trading Company
Diversified Program
4.39 15.25 51.93 0.71
39 Estlander & Partners
Global XL
7.15 59.87 120.34 0.71
38 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
20.09 93.04 92.01 0.73
37 EMC Capital Advisors, LLC
Classic
3.40 15.98 14.81 0.73
36 Hawksbill Capital Management
Global Diversified
43.72 81.80 86.72 0.74
35 Dreiss Research Corporation
Diversified Program
22.87 20.54 165.91 0.74
34 RAM Management Group
RAM MRTP 1X-Conservative
3.58 22.89 52.32 0.77
33 Mark J. Walsh Company
Standard Program
40.24 115.14 150.58 0.78
32 Rabar Market Research
Diversified Program
24.30 39.36 110.07 0.79
31 Eclipse Capital Management
Global Monetary
5.05 59.11 69.56 0.82
30 Range Wise
Investment Program
-20.27 -4.14 1.00 0.87
29 Estlander & Partners
Alpha Trend
19.67 47.76 78.53 0.87
28 Ansbacher Investment Management
Market Neutral Put Skew Program
23.72 102.63 0.89
27 Clarke Capital Management
Millennium
36.98 0.90
26 Quality Capital Management
Global Diversified Programme
23.20 56.81 0.95
25 Hyman Beck and Company
Global Portfolio
16.84 61.06 115.86 0.96
24 Chesapeake Capital
Diversified (LV)
16.31 47.12 94.50 0.97
23 Tactical Investment Management
Tactical Institutional Commodity Program
12.96 96.39 193.86 0.99
22 Eckhardt Trading Company
Evolution Strategies
27.10 174.53 240.02 1.01
21 Eckhardt Trading Company
Evolution Strategies 1.2X
35.81 267.52 392.82 1.02
20 Superfund Group
Superfund Green Q-AG
62.54 1.04
19 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
29.77 1.07
18 Millburn Corporation
Diversified Program
8.21 47.53 114.08 1.08
17 FORT LP
Fort Global Diversified
48.17 120.61 246.72 1.15
16 Witter & Lester, Inc.
Redstone
12.22 12.59 1.17
15 Clarke Capital Management
Global Basic
41.88 1.21
14 Clarke Capital Management
Global Magnum
44.80 1.22
13 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
16.79 1.22
12 KMJ Investments
KMJ Investments
21.33 25.61 1.25
11 Clarke Capital Management
Worldwide
33.31 140.20 1.27
10 Transtrend B.V.
DTP – Enhanced Risk (USD)
21.95 121.49 1.34
9 Drury Capital
Diversified Trend-Following Program
47.21 1.52
8 MERIT Alternative Investments GmbH
Futures Portfolio
1.54
7 Rotella Capital Management
Rotella Polaris Program (Diversified)
22.72 98.14 241.08 1.76
6 C-View Limited
Currency Managed Account Program
42.44 2.34
5 Warrington Asset Management
Warrington Strategic Program
29.96 2.44
4 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.61
3 M.S. Capital Management
Global Diversified Program
3.03
2 Mondiale Asset Management
Mondiale Trading Program
32.61 3.62
1 W.G. Wealth Guardian Ltd.
SAFI2 Program
33.60 4.46
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