03/15 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19951.99%2.08%-11.70%4,099.00
2Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-2.17%1.67%-14.12%4,093.00
3Campbell & Company, LP: Campbell Managed Futures04/1983-8.13%1.51%-21.24%3,287.00
4QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-6.41%4.33%-18.56%2,720.00
5ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-4.34%-0.24%-20.91%2,150.00
6Quantitative Investment Management, LLC: Global Program *QEP*10/200320.00%4.26%-2.98%2,079.00
7Millburn Corporation: Diversified Program02/19778.75%2.33%-6.81%2,000.00
8FORT LP: FORT Global Contrarian *QEP*10/20020.35%3.80%-6.09%1,714.74
9Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-3.15%-1.92%-11.22%1,257.18
10Amplitude Capital International Limited: Klassik Strategy *QEP*09/20091.04%-0.20%-21.48%930.67
11ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/2011-3.36%-0.78%-10.94%779.00
12Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/1999-2.69%-10.24%-22.91%779.00
13DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/19842.93%5.33%-17.25%614.00
14Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/2004-12.13%-2.18%-26.91%580.00
15Revolution Capital Management, LLC: Alpha Program *QEP*06/20075.65%2.73%-7.53%493.00
16Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20041.90%1.97%-14.58%472.00
17Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201116.71%0.03%-7.59%452.00
18Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-2.99%-2.21%-12.93%441.42
19Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-4.08%3.26%-18.26%435.00
20Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-6.23%-0.87%-24.23%418.22
21Millburn Corporation: Millburn Multi-Markets Program10/20049.44%2.10%-6.87%398.00
22KeyQuant SAS: Key Trends Program *FRN*01/2010-2.14%3.89%-17.95%385.00
23Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/2006-7.96%1.04%-16.54%340.00
24Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.95%-1.69%-2.32%321.00
25Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19970.67%5.27%-13.27%244.00
26Millburn Corporation: Commodity Program03/200510.86%0.77%-8.29%225.00
27Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-0.97%3.10%-7.45%201.46
28Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20091.77%0.04%-15.22%199.00
29Abraham Trading Company: Abraham Diversified Program01/1988-5.75%-2.75%-12.22%197.01
30Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-3.20%2.32%-22.99%197.00
31Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20093.62%1.78%-11.63%193.06
32Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-14.12%7.59%-35.32%192.00
33Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20034.93%-0.83%-8.98%168.00
34Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-5.23%-3.01%-10.18%167.00
35Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-5.57%-3.78%-14.21%157.60
36Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-11.57%6.47%-28.41%146.26
37M6 Capital Management, LLC: Standard Program *QEP*07/20051.84%0.66%-8.22%126.67
38Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-6.55%-2.47%-16.68%123.40
39The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20082.48%3.72%-9.04%122.00
40Quest Partners LLC: AlphaQuest Short Bias Program (AQSB) *QEP*05/2013-3.35%-9.66%-28.50%104.15