I am a little unsure about how to answer this question because really all modern presidents, as well as some before modern times, have played all three of these roles. They tend to play these roles more intensively during times of crisis, but they do all play all of these roles to some degree.
Perhaps the president who was most strongly involved in playing all of these roles was Franklin D. Roosevelt. Roosevelt was president from 1933, in the Great Depression, until he died in 1945, as World War II was winding down. The fact that he was president during times of such major crisis ensured that he would have to play these roles.
For example, Roosevelt played the role of chief foreign policy maker. He was the person who was most strongly involved in moving the US towards greater involvement in WWII at a time when most Americans did not want to be involved. As another example, he played the role of commander-in-chief. It was he who ordered the US military to concentrate first on Europe and only secondarily on the Pacific. He also did things like ordering the military to invade North Africa over the objections of many of his top generals. At home, Roosevelt played the role of chief administrator. He did this during the New Deal and he also did it as he directed the running of the war effort.
All presidents play all of these roles to a degree. Presidents, like Roosevelt, who govern during times of crisis often play all three roles to a greater degree.