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Sample CTA Ranking Report
Category: All
Based On: Last 20 Years Annual Performance. Sorted from best to worst.
Source: PAMCO's database of over 500 managers.
Performance reported 07/2011

Statistical Definitions
Click on any of the column headings to sort the report by that field.(disabled in this sample)

Blanks indicate performance data wasn't available for the full period.

Rank View
Here
CTA Name This
Month
Year
To Date
Last
12
Months
Last
20 Years
20 Year Std.
Deviation
20 Year
Sharpe
Minimum
Account
20 Year
Sortino
20 Year
Drawdown
 1  Hawksbill Capital Management (Global Diversified) 7.02%   10.16%   40.20%   3828.25%   12.25%   0.15   5,000,000 0.28   -50.47%  
 2  Hawksbill Capital Management (Legacy Futures Fund LP) 6.62%   9.44%   37.24%   3633.80%   12.01%   0.15   50,000 0.28   -48.36%  
 3  KMJ Capital Management (Currency Program) -0.67%   -1.54%   -2.28%   3380.53%   6.13%   0.20   1,000,000 0.72   -45.47%  
 4  Dreiss Research Corporation (Managed Accounts) 1.58%   -3.90%   58.16%   2182.96%   8.28%   0.15   250,000 0.24   -39.03%  
 5  Eckhardt Trading Company (Standard Program) 0.89%   -1.69%   17.49%   2094.85%   5.92%   0.18   10,000,000 0.33   -27.11%  
 6  Red Oak Commodity Advisors (Fundamental) 1.10%   -0.36%   16.72%   1903.08%   8.04%   0.14   5,000,000 0.25   -37.32%  
 7  Saxon Investment Corporation (Excelsior Fund LP) 0.66%   4.17%   11.78%   1870.25%   7.15%   0.15   50,000 0.26   -41.55%  
 8  Dunn Capital Management (World Monetary and Agriculture Program) 19.93%   2.04%   28.91%   1801.55%   10.14%   0.13   10,000,000 0.22   -60.26%  
 9  Hathersage Capital Management (Long Term Growth) -0.57%   -3.23%   -6.87%   1524.29%   3.41%   0.24   25,000,000 0.61   -15.50%  
 10  Saxon Investment Corporation (Diversified) 0.64%   4.28%   12.01%   1454.29%   7.11%   0.14   5,000,000 0.24   -41.55%  
 11  Abraham Trading Company (Diversified) 5.72%   -0.34%   19.65%   1439.74%   7.18%   0.14   2,000,000 0.24   -27.18%  
 12  Rabar Market Research (Diversified) 5.78%   3.46%   34.50%   883.26%   5.91%   0.12   2,000,000 0.21   -29.82%  
 13  Hyman Beck and Co Inc (Global) 5.52%   -6.02%   18.74%   870.25%   5.57%   0.12   1,000,000 0.22   -29.27%  
 14  Estlander & Partners (Global Markets XL Program) 7.52%   1.50%   23.83%   826.73%   7.33%   0.11   5,000,000 0.17   -28.15%  
 15  Frischmeyer, Michael J. (ICL) 0.19%   19.48%   80.92%   736.84%   9.43%   0.10   40,000 0.16   -81.96%  
 16  District Capital Management (Diversified) 13.65%   5.16%   87.51%   723.01%   11.51%   0.09   500,000 0.16   -68.85%  
 17  Sunrise Capital Partners LLC (Expanded Diversified) 0.10%   -0.53%   14.67%   721.87%   5.52%   0.11   10,000,000 0.19   -29.79%  
 18  Chesapeake Capital Corporation (Diversified Program) 3.52%   -1.10%   32.10%   710.39%   5.31%   0.11   5,000,000 0.17   -23.36%  
 19  Range Wise, Inc. (Managed Account) 0.72%   -5.49%   10.30%   645.24%   4.81%   0.11   1,500,000 0.20   -23.95%  
 20  Millburn Ridgefield Corporation (Diversified Program) -0.45%   -4.61%   8.28%   643.65%   4.64%   0.11   150,000 0.18   -22.79%  


FUTURES AND COMMODITIES TRADING INVOLVES SIGNIFICANT RISK AND IS NOT SUITABLE FOR EVERY INVESTOR. INFORMATION CONTAINED HEREIN IS STRICTLY THE OPINION OF ITS AUTHOR AND IS INTENDED FOR INFORMATIONAL PURPOSES. INFORMATION IS OBTAINED FROM SOURCES BELIEVED RELIABLE, BUT IS IN NO WAY GUARANTEED. OPINIONS, MARKET DATA AND RECOMMENDATIONS ARE SUBJECT TO CHANGE AT ANY TIME. PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.