03/16 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/1995-0.66%2.08%-8.89%4,099.00
2Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-12.18%1.67%-13.63%4,093.00
3Campbell & Company, LP: Campbell Managed Futures04/1983-12.02%1.51%-15.62%3,287.00
4QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-12.92%4.33%-16.53%2,720.00
5ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-19.99%-0.24%-20.91%2,150.00
6Quantitative Investment Management, LLC: Global Program *QEP*10/200311.71%4.26%-2.98%2,079.00
7Millburn Corporation: Diversified Program02/19775.91%2.33%-3.80%2,000.00
8FORT LP: FORT Global Contrarian *QEP*10/20020.18%3.80%-6.06%1,714.74
9Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-3.09%-1.92%-7.47%1,257.18
10Amplitude Capital International Limited: Klassik Strategy *QEP*09/200914.63%-0.20%-6.24%930.67
11ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/2011-7.57%-0.78%-10.94%779.00
12Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/1999-22.91%-10.24%-22.91%779.00
13DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-6.68%5.33%-17.25%614.00
14Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/2004-26.91%-2.18%-26.91%580.00
15Revolution Capital Management, LLC: Alpha Program *QEP*06/20078.21%2.73%-2.48%493.00
16Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20040.60%1.97%-8.53%472.00
17Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201117.19%0.03%-4.52%452.00
18Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-2.64%-2.21%-7.72%441.42
19Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.07%3.26%-6.49%435.00
20Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20057.01%-0.87%-10.20%418.22
21Millburn Corporation: Millburn Multi-Markets Program10/20046.49%2.10%-3.57%398.00
22KeyQuant SAS: Key Trends Program *FRN*01/2010-6.48%3.89%-16.31%385.00
23Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/2006-3.63%1.04%-5.62%340.00
24Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/2008-0.03%-1.69%-1.70%321.00
25Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-2.76%5.27%-12.85%244.00
26Millburn Corporation: Commodity Program03/2005-7.59%0.77%-8.29%225.00
27Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-1.92%3.10%-5.91%201.46
28Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20099.39%0.04%-9.23%199.00
29Abraham Trading Company: Abraham Diversified Program01/1988-10.38%-2.75%-11.84%197.01
30Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-14.37%2.32%-22.99%197.00
31Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.33%1.78%0.00%193.06
32Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-22.94%7.59%-28.37%192.00
33Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20038.03%-0.83%-1.83%168.00
34Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-7.17%-3.01%-7.17%167.00
35Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-14.07%-3.78%-14.21%157.60
36Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-11.86%6.47%-19.30%146.26
37M6 Capital Management, LLC: Standard Program *QEP*07/2005-5.07%0.66%-7.63%126.67
38Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-11.71%-2.47%-15.74%123.40
39The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-2.18%3.72%-9.04%122.00
40Quest Partners LLC: AlphaQuest Short Bias Program (AQSB) *QEP*05/2013-28.50%-9.66%-28.50%104.15