12/16 - 11/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Bluenose Capital Management, LLC: BNC BI Program10/200813.12%12.80%0.00%2.92
2Global Sigma Group, LLC: Global Sigma Equity Advantage (GSEA)05/20163.79%3.65%0.00%8.02
3Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201217.18%15.45%-0.04%79.00
4Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200216.87%15.14%-0.06%13.60
5Diamond Capital Management LLC: Diamond Enhanced S&P Program10/200915.23%14.45%-0.08%11.04
6Warrington Asset Management, LLC: Tactical Program05/20128.82%7.83%-0.10%0.00
7Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/201110.22%6.96%-0.24%0.00
8Rivercast Capital LLC: Rivercast Program *QEP*10/20122.01%2.22%-0.25%6.10
9Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20098.41%7.80%-0.33%196.86
10Pinstripe Trading, LLC: Standard Trading Program08/200911.16%11.17%-0.41%18.30
11Turk Capital LLC: Turk Capital US Market Hedge Strategy *QEP*12/20156.73%7.44%-0.66%2.65
12WestCay LLC: Tropicals Program *QEP*01/20143.50%2.87%-0.79%18.50
13Bluenose Capital Management, LLC: BNC EI Program07/201011.32%11.99%-0.82%1.92
14Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/201413.07%14.05%-0.86%35.40
15Katonah Capital Partners Management LLC: KCP Strategy *QEP*07/20166.54%6.43%-1.00%115.00
16White Indian Trading Company Limited: Alternative Hedge *PROP*04/201230.76%26.77%-1.08%0.50
17NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/2008-0.25%0.87%-1.11%67.00
18Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/20059.10%8.93%-1.24%24.00
19Blake Capital Management, Inc.: SRD Currencies03/2013-0.74%-1.22%-1.32%0.20
20County Cork LLC: Macro Equity Hedge Program *QEP*02/20164.69%4.28%-1.52%1.00
21Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20080.43%0.22%-1.69%311.00
22Quantmetrics Capital Management, LLP: QM Premier (12V) Strategy *QEP*04/2003-1.76%-1.48%-1.76%0.00
23Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/20111.36%2.51%-1.90%0.00
24Gamma Q, LLC: Commodity Program Managed Account *QEP*04/20119.48%9.46%-2.30%0.00
25Orion Capital Advisors Inc: Beta opportunity Strategy *PROP* *QEP*11/201513.55%16.40%-2.45%0.53
26Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19975.20%3.64%-2.48%10,500.00
27Ditsch Trading, LLC: Agricultural Trading Program *QEP*01/20114.17%4.41%-2.52%8.04
28Amplitude Capital International Ltd: Dynamic Strategy *QEP* *CLSD*06/200512.21%8.84%-2.58%474.29
29Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/20130.42%-0.45%-2.63%19.25
30Centurion Investment Management, LLC: Zero Margin Program *QEP*06/20161.50%1.54%-2.63%0.00
31Buttonwood, LLC: Energy Diversified 107/20144.71%3.02%-2.70%20.30
32Portfolio Concept GmbH: PC Global Systematic *QEP*01/2007-0.58%-0.50%-2.80%56.60
33Typhon Capital Management, LLC: Chiron Currency Program *QEP*02/2008-2.62%-2.81%-2.92%0.00
34Quantitative Investment Management, LLC: Global Program *QEP*10/200310.03%6.26%-2.93%2,667.00
35Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/198136.21%34.85%-3.08%3.34
36Westphal Trading: Diversified Trend-Following *PROP*05/201010.81%11.76%-3.23%0.31
37Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/201524.26%23.32%-3.33%4.25
38White Indian Trading Company Limited: 24 Program *PROP*01/20162.67%1.22%-3.36%0.25
39Eamon Capital LLC: The Zephyr Program *QEP*01/201615.76%15.14%-3.64%27.10
40Rabar Market Research, Inc.: Diversified Program *QEP*01/19892.68%1.04%-3.76%46.54