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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 |
| 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% |