04/16 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-10.27%-0.98%-10.27%3,991.00
2Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/1995-1.81%-1.00%-7.14%3,982.00
3Campbell & Company, LP: Campbell Managed Futures04/1983-10.17%-0.04%-13.27%3,182.00
4QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-10.84%0.90%-14.22%2,670.00
5ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-16.33%-3.42%-16.33%2,520.00
6Millburn Corporation: Diversified Program02/19776.87%3.24%-3.80%2,230.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/200316.28%5.30%-1.26%2,087.00
8Fort LP: FORT Global Contrarian *QEP*10/20023.25%3.36%-6.06%1,769.45
9Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-2.13%-2.53%-5.97%1,211.93
10Amplitude Capital International Limited: Klassik Strategy *QEP*09/200915.93%2.01%-6.24%963.51
11Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/1999-18.04%-10.97%-21.45%849.00
12Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/2004-26.41%-3.50%-26.41%625.00
13DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-3.66%4.34%-17.25%603.00
14Millburn Corporation: Millburn Multi-Markets Program10/20047.50%3.00%-3.57%492.00
15Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20044.69%0.45%-7.73%491.00
16Revolution Capital Management, LLC: Alpha Program *QEP*06/20073.97%-0.59%-3.23%476.00
17Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20055.11%3.36%-6.49%452.00
18Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/20118.96%-0.72%-4.52%450.00
19Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-1.32%-2.43%-6.31%440.41
20Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20056.07%2.46%-10.20%431.16
21KeyQuant SAS: Key Trends Program *FRN*01/2010-5.95%-1.85%-15.75%370.00
22Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.33%-0.95%-1.70%321.00
23Alder Capital DAC: Global 20 Program02/2001-10.42%-2.84%-14.91%290.00
24Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-4.06%0.74%-10.15%233.00
25Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/2004-14.51%-7.15%-15.05%232.00
26Millburn Corporation: Commodity Program03/2005-6.20%0.74%-6.89%218.00
27Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20094.91%-1.85%-9.23%195.00
28Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.07%2.59%0.00%193.00
29Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-17.68%4.45%-21.42%186.37
30Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-8.68%-5.63%-21.20%182.00
31Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-0.17%0.52%-4.73%176.60
32Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200310.77%0.67%-1.83%171.00
33Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-5.71%-3.97%-6.03%167.00
34Eckhardt Trading Company: Standard Program *QEP*08/1991-8.87%-6.33%-14.53%146.60
35Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-12.91%-6.18%-12.91%145.10
36Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-12.98%4.37%-18.72%143.23
37Abraham Trading Company: Abraham Diversified Program01/1988-8.28%-4.20%-13.16%137.33
38Conquest Capital Group LLC: Conquest Macro Composite *QEP*05/1999-11.36%-8.74%-23.00%136.00
39M6 Capital Management, LLC: Standard Program *QEP*07/20052.78%1.54%-7.42%127.55
40Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-7.62%-1.51%-12.69%120.40