08/16 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Warrington Asset Management, LLC: Tactical Program05/20128.14%5.67%0.00%0.00
2Global Sigma Group, LLC: Global Sigma Equity Advantage (GSEA)05/20163.85%2.27%0.00%5.02
3Buckingham Global Advisors LLC: WEP Managed Trading Program03/201525.29%13.95%0.00%9.74
4Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.38%5.63%0.00%191.33
5Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20125.51%4.37%-0.41%14.50
6Katonah Capital Partners Management LLC: KCP Strategy07/20166.40%6.18%-0.51%0.00
7Rivercast Capital LLC: Rivercast Program *QEP*10/20122.76%1.82%-0.52%0.00
8Bluegrass Capital Management LLC: Cross Market Bias Model *QEP*07/20140.78%0.02%-0.53%225.00
9White Indian Trading Company Limited: SCS Client02/201111.92%2.45%-0.59%0.25
10Value & Growth CTA, LLC: Value & Growth Program06/20148.27%7.85%-0.64%0.05
11Bluenose Capital Management, LLC: BNC EI Program07/201018.83%7.93%-0.82%1.86
12Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20145.07%4.98%-0.93%61.00
13CTS Asset Management LLC: Flagship Program SV (Standard Volatility) *PROP* *QEP*01/201620.51%15.59%-0.99%1.58
14Portfolio Concept GmbH: PC Global Systematic *QEP*01/20072.12%1.25%-1.09%33.30
15NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.65%0.83%-1.11%64.00
16Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20135.76%3.42%-1.12%51.00
17White Indian Trading Company Limited: SCS *PROP*08/201016.28%4.37%-1.18%0.20
18Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/201528.86%20.10%-1.23%1.20
19Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20064.78%4.29%-1.25%14.00
20Quantitative Investment Management, LLC: Global Program *QEP*10/200313.37%5.47%-1.26%2,177.00
21The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20065.70%5.72%-1.32%48.00
22Tlaloc Capital, LLC: Grains Program *QEP*04/20107.76%4.81%-1.47%4.00
23Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201363.07%38.16%-1.52%12.07
24Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20102.91%0.29%-1.59%145.00
25NuWave Investment Management Corp: NuWave Short-Term Futures Portfolio *QEP*07/20167.38%2.99%-1.60%37.53
26Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200211.17%8.31%-1.67%12.10
27Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201211.53%8.53%-1.70%60.00
28Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.92%0.21%-1.70%316.00
29Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20037.06%2.92%-1.83%194.00
30Pinstripe Trading, LLC: Standard Trading Program08/200910.26%4.08%-1.84%7.90
31Synergie Capital Management LLC: Synergie Focused Stratgey01/201529.91%21.28%-1.90%0.00
32Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20118.35%0.52%-1.97%3.77
33White Indian Trading Company Limited: 24 Program *PROP*01/20168.75%3.89%-2.09%0.25
34Covenant Capital Management LLC: CCM Original Program *QEP*09/19990.38%0.29%-2.10%28.00
35Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20120.39%1.96%-2.16%57.91
36Gamma Q, LLC: Commodity Program Managed Account04/201110.76%9.83%-2.23%0.00
37Sinopac Asset Management (Asia) Limited: SinoPac Multi Strategy Quant Master Strategy *FRN* *QEP*10/20096.44%2.17%-2.29%7.96
38Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/20134.32%6.34%-2.30%1.00
39Amapa Capital Advisors LLC: Amapa Investment Program02/200710.07%0.64%-2.30%8.40
40Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/2008-2.00%-1.06%-2.36%0.03