12/16 - 11/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/198136.21%34.85%-3.08%3.34
2Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201139.16%32.99%-4.82%30.76
3White Indian Trading Company Limited: Alternative Hedge *PROP*04/201230.76%26.77%-1.08%0.50
4Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/201524.26%23.32%-3.33%4.25
5Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/200110.15%16.71%-5.62%207.73
6Synergie Capital Management LLC: Synergie Focused Stratgey01/201518.78%16.56%-3.89%0.00
7Orion Capital Advisors Inc: Beta opportunity Strategy *PROP* *QEP*11/201513.55%16.40%-2.45%0.53
8Ravinia Investment Management LLC: Volatility Alpha Program *Prop* *Pro Forma*08/20149.36%15.96%-5.69%0.00
9Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201217.18%15.45%-0.04%79.00
10Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200216.87%15.14%-0.06%13.60
11Eamon Capital LLC: The Zephyr Program *QEP*01/201615.76%15.14%-3.64%27.10
12DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198417.20%14.71%-7.89%674.00
13Diamond Capital Management LLC: Diamond Enhanced S&P Program10/200915.23%14.45%-0.08%11.04
14Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/201413.07%14.05%-0.86%35.40
15Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/199016.82%13.88%-7.28%144.80
16Demeter Capital Management: Livestock & Grain Trading Program03/201012.53%13.65%-4.38%17.70
17Bluenose Capital Management, LLC: BNC BI Program10/200813.12%12.80%0.00%2.92
18Bluenose Capital Management, LLC: BNC EI Program07/201011.32%11.99%-0.82%1.92
19Westphal Trading: Diversified Trend-Following *PROP*05/201010.81%11.76%-3.23%0.31
20M6 Capital Management, LLC: Standard Program *QEP*07/20058.02%11.60%-4.05%131.99
21EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/201412.90%11.39%-4.27%218.10
22Pinstripe Trading, LLC: Standard Trading Program08/200911.16%11.17%-0.41%18.30
23M&R Capital, LLC: Discretionary Futures Trading Program05/201412.01%11.12%-10.92%3.23
24Clarke Capital Management, Inc.: FXF-Plus Program05/200410.97%10.00%-6.75%5.00
25Quantica Capital AG: Quantica Managed Futures Program *FRN*01/200512.64%9.89%-4.59%454.00
26Gamma Q, LLC: Commodity Program Managed Account *QEP*04/20119.48%9.46%-2.30%0.00
27Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/20059.10%8.93%-1.24%24.00
28Amplitude Capital International Ltd: Dynamic Strategy *QEP* *CLSD*06/200512.21%8.84%-2.58%474.29
29Warrington Asset Management, LLC: Tactical Program05/20128.82%7.83%-0.10%0.00
30Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20098.41%7.80%-0.33%196.86
31Turk Capital LLC: Turk Capital US Market Hedge Strategy *QEP*12/20156.73%7.44%-0.66%2.65
32Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/201110.22%6.96%-0.24%0.00
33Katonah Capital Partners Management LLC: KCP Strategy *QEP*07/20166.54%6.43%-1.00%115.00
34Alder Capital DAC: Global 20 Program02/20015.64%6.38%-5.15%333.72
35Quantitative Investment Management, LLC: Global Program *QEP*10/200310.03%6.26%-2.93%2,667.00
36HB Capital Management, Inc.: Diversified Program03/20085.38%6.24%-7.47%5.96
37Kinkopf Capital Management, LLC: Kinkopf S&P Select Program *PROP*07/20155.92%6.10%-6.18%0.16
38White Indian Trading Company Limited: STAIRS Program10/20082.07%5.90%-10.68%0.81
39Millburn Ridgefield Corporation: Diversified Program *QEP*02/19776.54%5.34%-4.61%3,300.00
40Millburn Ridgefield Corporation: Millburn Multi-Markets Program *QEP*10/20046.52%5.22%-5.00%575.00