04/16 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Global Sigma Group, LLC: Global Sigma Equity Advantage (GSEA)05/20164.05%0.75%0.00%4.01
2Buckingham Global Advisors LLC: WEP Managed Trading Program03/201526.39%6.22%0.00%4.15
3Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.07%2.59%0.00%193.00
4Blake Capital Management, Inc.: SRD Currencies03/2013-0.16%-0.29%-0.43%0.20
5Rivercast Capital LLC: Rivercast Program *QEP*10/20121.35%0.63%-0.52%6.10
6White Indian Trading Company Limited: SCS Client02/201118.96%2.32%-0.59%0.25
7Bluenose Capital Management, LLC: BNC EI Program07/201019.59%4.32%-0.60%2.10
8Value & Growth CTA, LLC: Value & Growth Program06/20144.29%1.40%-0.64%0.05
9NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.49%0.78%-1.11%59.00
10Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201311.62%3.85%-1.12%50.00
11Quantitative Investment Management, LLC: Global Program *QEP*10/200316.28%5.30%-1.26%2,087.00
12Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/200610.12%4.11%-1.40%13.00
13Rcube Asset Management: Singularis Program01/201525.89%5.39%-1.50%0.00
14Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201212.50%4.50%-1.70%56.00
15Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.33%-0.95%-1.70%321.00
16Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20103.62%0.90%-1.79%11.50
17Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200310.77%0.67%-1.83%171.00
18Pinstripe Trading, LLC: Standard Trading Program08/200914.04%1.40%-1.84%5.70
19Schindler Capital Management, LLC: Dairy Advantage Program08/20059.06%-1.88%-1.88%6.78
20Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201371.11%21.82%-1.94%9.13
21Covenant Capital Management LLC: CCM Original Program *QEP*09/1999-1.07%-2.02%-2.02%0.00
22White Indian Trading Company Limited: 24 Program *PROP*01/201617.90%2.56%-2.09%0.25
23Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/2012-0.28%0.94%-2.16%48.46
24Amapa Capital Advisors LLC: Amapa Investment Program02/200718.63%-1.08%-2.30%8.30
25DeltaHedge: DH NIX Alpha Program11/20151.11%-0.87%-2.32%2.02
26Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/20115.11%1.25%-2.39%31.00
27Tyche Capital Advisors, LLC: TCA Institutional Energy Spreads Program03/2014-2.05%-1.66%-2.42%5.09
28Portfolio Concept GmbH: PC Global Systematic *QEP*01/20070.09%1.34%-2.45%17.00
29Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200711.10%5.34%-2.46%1.33
30Covenant Capital Management LLC: CCM Aggressive Program *QEP*02/2004-1.19%-1.51%-2.56%0.00
31Buttonwood, LLC: Energy Diversified 107/20144.42%-1.49%-2.70%19.90
32Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/20131.54%-1.54%-2.81%40.00
33Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20143.34%2.23%-2.82%82.00
34Valia Capital Management: Global Tactical Program05/20140.53%0.79%-2.83%16.40
35Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20072.61%4.10%-2.90%0.00
36Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201010.23%0.40%-3.12%108.00
37Ring Capital Management, LLC: S&P E-Mini Select Program01/201215.05%8.61%-3.14%3.91
38Revolution Capital Management, LLC: Alpha Program *QEP*06/20073.97%-0.59%-3.23%476.00
39GNE Management LLC: S&P Futures & Options Strategies12/201325.17%4.59%-3.24%9.35
40Millburn Corporation: Millburn Multi-Markets Program10/20047.50%3.00%-3.57%492.00