06/16 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-4.16%-1.32%-9.07%4,064.00
2Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19952.36%-4.16%-7.51%3,910.00
3Campbell & Company, LP: Campbell Managed Futures04/1983-2.43%1.13%-13.27%3,056.00
4QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-3.98%1.25%-14.41%2,920.00
5Millburn Corporation: Diversified Program02/19778.66%3.87%-3.80%2,745.00
6ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-9.76%-3.69%-13.78%2,740.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/200314.13%5.15%-1.26%2,205.00
8Fort LP: FORT Global Contrarian *QEP*10/20026.62%5.42%-6.06%1,870.78
9Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-1.67%-3.53%-4.55%1,207.87
10Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/1999-17.10%-13.72%-23.88%1,109.85
11Amplitude Capital International Limited: Klassik Strategy *QEP*09/200919.54%7.43%-6.24%991.41
12ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/2011-6.02%-4.94%-11.65%753.00
13Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/2004-19.02%-1.12%-20.97%638.00
14DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-1.47%3.27%-17.25%595.00
15Millburn Corporation: Millburn Multi-Markets Program10/20049.31%3.67%-3.57%538.00
16Welton Investment Partners LLC: Welton Global *QEP*06/20049.63%1.64%-7.73%522.00
17Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20059.37%7.54%-6.49%474.00
18Revolution Capital Management, LLC: Alpha Program *QEP*06/2007-3.37%-8.11%-10.55%461.00
19Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20058.51%4.07%-10.20%442.64
20Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/2011-2.31%-5.76%-7.55%429.00
21Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-3.92%-4.93%-6.31%428.63
22KeyQuant SAS: Key Trends Program *FRN*01/20102.00%3.19%-15.75%390.00
23Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.43%-0.61%-1.70%315.00
24Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/2004-9.41%-6.68%-11.96%233.00
25Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19975.33%0.33%-4.70%232.00
26Millburn Corporation: Commodity Program03/2005-10.27%-3.96%-10.48%202.00
27Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.29%4.57%0.00%199.17
28Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-6.23%9.01%-21.42%195.31
29Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200310.16%2.55%-1.83%182.00
30Abraham Trading Company: Abraham Diversified Program01/1988-12.57%-7.02%-15.71%176.05
31Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-2.06%-2.98%-6.03%171.00
32Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199911.27%2.39%-21.20%164.00
33Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-0.22%-0.47%-5.17%153.40
34Eckhardt Trading Company: Standard Program *QEP*08/1991-5.43%-4.49%-14.62%151.00
35EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20144.74%5.73%-11.69%148.40
36Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-2.28%8.50%-18.37%137.13
37Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/2009-1.88%-7.17%-8.27%131.40
38Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-10.04%-8.95%-14.05%125.10
39Conquest Capital Group LLC: Conquest Macro Composite *QEP*05/1999-18.74%-12.91%-26.53%125.00
40M6 Capital Management, LLC: Standard Program *QEP*07/20057.31%5.10%-7.42%118.26