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| Sample CTA Ranking Report |
| Category: All |
| Based On: Last 3 Years Annual Performance. Sorted from best to worst. |
| Source: PAMCO's database of over 500 managers. |
| Performance reported 10/2007 |
| Rank | View Here |
CTA Name | This Month |
Year To Date |
Last 12 Months |
Last 3 Years |
3 Year Std. Deviation |
3 Year Sharpe |
3 Year Downside |
3 Year Sortino |
3 Year Drawdown |
| 1 | NDX Capital Management (Shadrach) | 3.13% | 5.72% | 30.89% | 1701.86% | 17.66% | 0.52 | 5.49% | 1.68 | -21.53% | |
| 2 | Zone Capital Pty Ltd (FX) | 4.46% | 7.83% | 9.43% | 583.93% | 9.99% | 0.55 | 2.44% | 2.26 | -17.14% | |
| 3 | Dighton Capital USA | -7.30% | 16.30% | 32.75% | 244.02% | 12.37% | 0.31 | 6.69% | 0.57 | -35.28% | |
| 4 | NDX Capital Management (Abednego) | 1.00% | 2.27% | 10.40% | 231.07% | 6.16% | 0.51 | 1.26% | 2.49 | -4.80% | |
| 5 | Di Tomasso Group Inc. (Equilibrium Program) | -7.72% | 0.92% | 11.78% | 199.99% | 8.38% | 0.36 | 3.93% | 0.76 | -20.38% | |
| 6 | Financial Commodity Investments | -0.90% | 19.36% | 30.25% | 190.81% | 5.29% | 0.51 | 1.87% | 1.45 | -16.26% | |
| 7 | Covenant Capital Management (Aggressive) | 6.27% | 6.39% | 12.31% | 170.06% | 7.17% | 0.37 | 3.27% | 0.80 | -20.73% | |
| 8 | AAA Capital Management | -0.37% | 8.59% | 12.11% | 135.42% | 5.15% | 0.41 | 2.52% | 0.84 | -13.42% | |
| 9 | LJM Partners, Ltd. | 4.02% | 7.46% | 14.21% | 117.57% | 3.75% | 0.49 | 2.34% | 0.78 | -15.50% | |
| 10 | Commodity Futures Services (IPATS) | 4.30% | 56.82% | 56.89% | 107.11% | 7.42% | 0.26 | 4.43% | 0.43 | -25.03% | |
| 11 | Futures Trading Concepts (Dynamic) | 12.73% | 28.24% | 45.10% | 99.73% | 8.13% | 0.23 | 4.83% | 0.38 | -21.29% | |
| 12 | Clarke Capital Management (FXF) | 8.67% | 19.93% | 17.47% | 99.37% | 8.60% | 0.22 | 4.19% | 0.44 | -14.13% | |
| 13 | BAM Asset Management, LLC | 6.74% | 60.00% | 62.59% | 98.85% | 9.93% | 0.20 | 4.25% | 0.46 | -31.33% | |
| 14 | Paskewitz Asset Management | -1.37% | 21.70% | 35.72% | 97.69% | 5.68% | 0.29 | 2.62% | 0.63 | -13.19% | |
| 15 | Fort Orange Capital Management | 10.84% | 8.91% | 12.50% | 96.64% | 10.65% | 0.19 | 6.00% | 0.34 | -38.24% | |
| 16 | Altis Partners Limited | 9.42% | 20.09% | 29.44% | 95.57% | 5.79% | 0.28 | 2.83% | 0.57 | -10.71% |