08/15 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/1997-0.68%-1.37%-5.93%10,900.00
2Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-3.32%-3.39%-17.04%3,934.00
3Campbell & Company, LP: Campbell Managed Futures04/1983-5.45%-1.57%-16.85%2,913.00
4Millburn Corporation: Diversified Program02/19776.57%0.28%-4.61%2,900.00
5ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-6.56%-7.63%-25.92%2,830.00
6QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-10.34%-9.26%-24.26%2,660.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/200316.75%5.47%-2.98%2,177.00
8Fort LP: FORT Global Contrarian *QEP*10/20020.46%2.94%-6.06%1,906.16
9Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-3.82%-5.95%-10.21%1,139.07
10Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/1999-4.70%-16.17%-28.01%1,127.10
11Amplitude Capital International Limited: Klassik Strategy *QEP*09/200910.80%5.05%-13.65%979.40
12ROW Asset Management, LLC: ROW Diversified Program *QEP*11/2011-3.71%-5.85%-14.69%779.00
13Millburn Corporation: Millburn Multi-Markets Program10/20047.03%-0.06%-5.00%591.00
14DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-3.93%-2.52%-17.58%559.00
15Welton Investment Partners LLC: Welton Global *QEP*06/20041.95%-2.63%-8.64%466.00
16Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-0.56%3.74%-11.52%441.00
17Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20053.32%1.55%-11.27%437.89
18Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/20113.58%-6.00%-7.78%436.00
19Revolution Capital Management, LLC: Alpha Program *QEP*06/20071.25%-9.51%-13.67%428.00
20Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-5.49%-5.70%-12.18%400.01
21KeyQuant SAS: Key Trends Program *FRN*01/2010-5.07%-8.80%-19.35%350.00
22Alder Capital DAC: Global 20 Program02/2001-3.55%7.69%-17.08%339.00
23Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.58%0.21%-1.70%316.00
24Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/2004-3.66%-6.59%-20.46%244.00
25Bluegrass Capital Management LLC: Cross Market Bias Model *QEP*07/20142.14%0.02%-0.93%225.00
26Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-1.25%-5.42%-13.86%194.48
27Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20032.09%2.92%-8.98%194.00
28Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20092.57%5.63%-11.63%191.33
29Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-12.87%3.62%-31.33%183.83
30Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-1.27%-1.59%-8.09%177.00
31Millburn Corporation: Commodity Program03/20052.02%-5.96%-13.76%177.00
32Abraham Trading Company: Abraham Diversified Program01/1988-4.93%-5.87%-16.23%163.99
33Eckhardt Trading Company: Standard Program *QEP*08/1991-2.75%-2.78%-14.62%152.50
34EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20141.96%4.73%-11.69%150.20
35Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-7.00%-7.53%-22.99%149.00
36Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20101.31%0.29%-3.09%145.00
37The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20080.95%2.40%-9.16%142.00
38M6 Capital Management, LLC: Standard Program *QEP*07/20057.69%11.42%-8.22%133.63
39Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-7.91%4.82%-21.13%133.21
40Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-3.79%-1.98%-7.44%133.00