08/16 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/1997-5.67%-1.37%-5.78%10,900.00
2Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-10.86%-3.39%-11.38%3,934.00
3Campbell & Company, LP: Campbell Managed Futures04/1983-12.32%-1.57%-14.54%2,913.00
4Millburn Corporation: Diversified Program02/1977-2.44%0.28%-4.61%2,900.00
5ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-17.30%-7.63%-17.30%2,830.00
6QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-22.16%-9.26%-22.16%2,660.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/200313.37%5.47%-1.26%2,177.00
8Fort LP: FORT Global Contrarian *QEP*10/2002-1.94%2.94%-6.06%1,906.16
9Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-2.37%-5.95%-6.07%1,139.07
10Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/1999-26.04%-16.17%-26.04%1,127.10
11Amplitude Capital International Limited: Klassik Strategy *QEP*09/20093.25%5.05%-6.24%979.40
12ROW Asset Management, LLC: ROW Diversified Program *QEP*11/2011-12.49%-5.85%-14.43%779.00
13Millburn Corporation: Millburn Multi-Markets Program10/2004-2.44%-0.06%-5.00%591.00
14DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-17.58%-2.52%-17.58%559.00
15Welton Investment Partners LLC: Welton Global *QEP*06/2004-7.79%-2.63%-8.64%466.00
16Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-0.56%3.74%-6.49%441.00
17Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-4.61%1.55%-10.20%437.89
18Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/2011-0.32%-6.00%-7.78%436.00
19Revolution Capital Management, LLC: Alpha Program *QEP*06/2007-7.03%-9.51%-13.67%428.00
20Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20070.47%-5.70%-5.70%400.01
21KeyQuant SAS: Key Trends Program *FRN*01/2010-17.35%-8.80%-18.81%350.00
22Alder Capital DAC: Global 20 Program02/2001-4.24%7.69%-14.65%339.00
23Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.92%0.21%-1.70%316.00
24Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/2004-11.42%-6.59%-12.68%244.00
25Bluegrass Capital Management LLC: Cross Market Bias Model *QEP*07/20140.78%0.02%-0.53%225.00
26Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-3.18%-5.42%-11.42%194.48
27Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20037.06%2.92%-1.83%194.00
28Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.38%5.63%0.00%191.33
29Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-17.90%3.62%-21.42%183.83
30Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-3.71%-1.59%-6.03%177.00
31Millburn Corporation: Commodity Program03/2005-12.34%-5.96%-12.34%177.00
32Abraham Trading Company: Abraham Diversified Program01/1988-14.67%-5.87%-16.23%163.99
33Eckhardt Trading Company: Standard Program *QEP*08/1991-11.28%-2.78%-14.60%152.50
34EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-6.26%4.73%-11.69%150.20
35Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-20.27%-7.53%-22.21%149.00
36Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20102.91%0.29%-1.59%145.00
37The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-4.72%2.40%-6.96%142.00
38M6 Capital Management, LLC: Standard Program *QEP*07/200510.21%11.42%-7.42%133.63
39Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-10.83%4.82%-17.07%133.21
40Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-6.61%-1.98%-6.61%133.00