Inception - 09/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/199711.45%-0.57%-25.73%10,700.00
2Aspect Capital Limited: Aspect Diversified Program *QEP*12/19987.27%-4.64%-22.21%3,902.00
3ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/200110.88%-7.73%-34.79%3,050.00
4QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20104.89%-11.09%-27.59%2,510.00
5Quantitative Investment Management, LLC: Global Program *QEP*10/20039.71%5.45%-16.63%2,003.00
6Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/199910.49%-17.44%-29.49%1,169.00
7Amplitude Capital International Ltd: Klassik Strategy *QEP*09/20095.09%5.17%-21.48%1,124.10
8Willowbridge Associates Inc.: wPraxis Futures Enhanced05/200816.26%-8.11%-14.89%1,088.17
9ROW Asset Management, LLC: ROW Diversified Program *QEP*11/20114.66%-6.34%-14.69%808.00
10DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198413.33%-2.76%-60.22%557.00
11Amplitude Capital International Ltd: Dynamic Strategy *QEP* *CLSD*06/20056.30%8.12%-26.52%481.90
12Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201118.24%-3.95%-7.77%445.00
13Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20057.13%2.60%-18.26%412.00
14Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20071.54%-6.67%-13.09%395.88
15Revolution Capital Management, LLC: Alpha Program *QEP*06/20077.16%-9.96%-13.77%365.00
16Alder Capital DAC: Global 20 Program02/20015.75%7.20%-28.49%334.61
17KeyQuant SAS: Key Trends Program *FRN*01/20109.08%-12.61%-22.87%330.00
18Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20088.40%1.59%-11.62%313.00
19Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19979.43%-3.65%-32.52%218.00
20Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200311.38%4.82%-18.07%211.00
21EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20148.66%3.78%-11.69%204.20
22Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200913.26%7.19%-11.63%194.31
23Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/20016.59%3.60%-49.84%183.26
24Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20101.67%-2.79%-13.58%173.00
25Abraham Trading Company: Abraham Diversified Program01/198814.89%-7.84%-31.96%171.39
26Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199912.45%-13.01%-45.04%152.00
27Eckhardt Trading Company: Standard Program *QEP*08/199112.47%-2.02%-27.11%151.70
28Chesapeake Capital Corporation: Diversified Program *QEP*02/198811.00%-1.82%-31.58%140.56
29Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19907.60%7.22%-28.41%136.22
30The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.00%3.50%-10.76%133.00
31M6 Capital Management, LLC: Standard Program *QEP*07/20055.16%7.17%-17.27%129.41
32Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20096.72%-6.50%-15.56%124.00
33Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-0.38%-3.85%-25.81%118.20
34Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/20015.81%-12.26%-26.33%113.40
35Quest Partners LLC: AlphaQuest Short Bias Program (AQSB) *QEP*05/2013-4.78%-21.22%-37.65%111.79
36Katonah Capital Partners Management LLC: KCP Strategy07/20166.77%7.51%-0.51%110.00
37Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20135.56%-3.19%-15.61%100.00
38Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/2009-1.86%-1.14%-32.06%100.00
39NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20082.96%0.86%-5.46%67.00
40Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20129.44%10.48%-7.18%67.00