10/16 - 09/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/1997-2.95%-0.57%-3.84%10,700.00
2Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-9.89%-4.64%-9.89%3,902.00
3ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-13.77%-7.73%-13.77%3,050.00
4QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-19.57%-11.09%-19.57%2,510.00
5Quantitative Investment Management, LLC: Global Program *QEP*10/200310.52%5.45%-2.93%2,003.00
6Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/1999-15.83%-17.44%-17.90%1,169.00
7Amplitude Capital International Ltd: Klassik Strategy *QEP*09/20096.53%5.17%-3.37%1,124.10
8Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-1.88%-8.11%-8.23%1,088.17
9ROW Asset Management, LLC: ROW Diversified Program *QEP*11/2011-12.09%-6.34%-13.58%808.00
10DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-16.00%-2.76%-16.19%557.00
11Amplitude Capital International Ltd: Dynamic Strategy *QEP* *CLSD*06/20055.37%8.12%-6.83%481.90
12Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/2011-2.80%-3.95%-7.77%445.00
13Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20050.57%2.60%-4.59%412.00
14Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20070.67%-6.67%-7.29%395.88
15Revolution Capital Management, LLC: Alpha Program *QEP*06/2007-5.49%-9.96%-13.67%365.00
16Alder Capital DAC: Global 20 Program02/20013.28%7.20%-7.53%334.61
17KeyQuant SAS: Key Trends Program *FRN*01/2010-15.35%-12.61%-15.88%330.00
18Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20085.08%1.59%-1.69%313.00
19Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19972.12%-3.65%-11.42%218.00
20Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20033.81%4.82%-1.83%211.00
21EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-5.05%3.78%-9.73%204.20
22Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.35%7.19%0.00%194.31
23Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-18.59%3.60%-21.42%183.26
24Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-1.36%-2.79%-3.97%173.00
25Abraham Trading Company: Abraham Diversified Program01/1988-11.26%-7.84%-11.26%171.39
26Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-26.82%-13.01%-26.82%152.00
27Eckhardt Trading Company: Standard Program *QEP*08/19910.09%-2.02%-6.42%151.70
28Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-5.87%-1.82%-6.03%140.56
29Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-3.28%7.22%-12.05%136.22
30The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-0.33%3.50%-6.70%133.00
31M6 Capital Management, LLC: Standard Program *QEP*07/2005-0.78%7.17%-7.42%129.41
32Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20090.28%-6.50%-10.07%124.00
33Estlander & Partners Ltd.: Freedom Program *QEP*08/20100.12%-3.85%-5.16%118.20
34Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-11.39%-12.26%-12.26%113.40
35Quest Partners LLC: AlphaQuest Short Bias Program (AQSB) *QEP*05/2013-24.58%-21.22%-24.58%111.79
36Katonah Capital Partners Management LLC: KCP Strategy07/20168.28%7.51%-0.20%110.00
37Degraves Capital Management: Degraves Global Diversified Program *QEP*01/2013-11.01%-3.19%-15.56%100.00
38Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20098.15%-1.14%-6.61%100.00
39NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/2008-0.19%0.86%-1.11%67.00
40Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201213.66%10.48%-1.60%67.00