Inception - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/199711.50%-1.37%-25.73%10,900.00
2Aspect Capital Limited: Aspect Diversified Program *QEP*12/19987.41%-3.39%-22.21%3,934.00
3Campbell & Company, LP: Campbell Managed Futures04/19839.69%-1.57%-41.92%2,913.00
4Millburn Corporation: Diversified Program02/197714.65%0.28%-25.65%2,900.00
5ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/200111.01%-7.63%-34.79%2,830.00
6QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20105.31%-9.26%-26.10%2,660.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/20039.83%5.47%-16.63%2,177.00
8Fort LP: FORT Global Contrarian *QEP*10/200210.46%2.94%-17.42%1,906.16
9Willowbridge Associates Inc.: wPraxis Futures Enhanced05/200816.87%-5.95%-14.89%1,139.07
10Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/199910.68%-16.17%-28.01%1,127.10
11Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.19%5.05%-21.48%979.40
12ROW Asset Management, LLC: ROW Diversified Program *QEP*11/20114.89%-5.85%-14.69%779.00
13Millburn Corporation: Millburn Multi-Markets Program10/20046.99%-0.06%-23.80%591.00
14DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198413.41%-2.52%-60.22%559.00
15Welton Investment Partners LLC: Welton Global *QEP*06/20046.86%-2.63%-33.18%466.00
16Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20057.32%3.74%-18.26%441.00
17Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20055.84%1.55%-26.52%437.89
18Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201118.36%-6.00%-7.78%436.00
19Revolution Capital Management, LLC: Alpha Program *QEP*06/20077.34%-9.51%-13.77%428.00
20Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20071.67%-5.70%-13.09%400.01
21KeyQuant SAS: Key Trends Program *FRN*01/20109.91%-8.80%-20.93%350.00
22Alder Capital DAC: Global 20 Program02/20015.84%7.69%-28.49%339.00
23Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20088.40%0.21%-11.62%316.00
24Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/20043.15%-6.59%-31.82%244.00
25Bluegrass Capital Management LLC: Cross Market Bias Model *QEP*07/20144.74%0.02%-0.93%225.00
26Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19979.41%-5.42%-32.52%194.48
27Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200311.37%2.92%-18.07%194.00
28Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200913.35%5.63%-11.63%191.33
29Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/20016.67%3.62%-49.84%183.83
30Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20101.88%-1.59%-13.58%177.00
31Millburn Corporation: Commodity Program03/20056.03%-5.96%-31.01%177.00
32Abraham Trading Company: Abraham Diversified Program01/198815.06%-5.87%-31.96%163.99
33Eckhardt Trading Company: Standard Program *QEP*08/199112.52%-2.78%-27.11%152.50
34EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20149.44%4.73%-11.69%150.20
35Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199912.95%-7.53%-45.04%149.00
36Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20101.94%0.29%-7.18%145.00
37The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.00%2.40%-10.76%142.00
38M6 Capital Management, LLC: Standard Program *QEP*07/20055.57%11.42%-17.27%133.63
39Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19907.56%4.82%-28.41%133.21
40Chesapeake Capital Corporation: Diversified Program *QEP*02/198811.06%-1.98%-31.58%133.00