06/15 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-0.24%-1.32%-14.88%4,064.00
2Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19951.14%-4.16%-8.89%3,910.00
3Campbell & Company, LP: Campbell Managed Futures04/1983-7.25%1.13%-17.19%3,056.00
4QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-7.09%1.25%-16.71%2,920.00
5Millburn Corporation: Diversified Program02/19779.64%3.87%-3.80%2,745.00
6ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-4.04%-3.69%-22.76%2,740.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/200317.97%5.15%-2.98%2,205.00
8Fort LP: FORT Global Contrarian *QEP*10/20021.13%5.42%-6.06%1,870.78
9Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-1.49%-3.53%-10.21%1,207.87
10Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/1999-5.32%-13.72%-25.91%1,109.85
11Amplitude Capital International Limited: Klassik Strategy *QEP*09/20097.25%7.43%-17.09%991.41
12ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/2011-3.22%-4.94%-11.91%753.00
13Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/2004-9.49%-1.12%-27.89%638.00
14DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/19840.89%3.27%-17.25%595.00
15Millburn Corporation: Millburn Multi-Markets Program10/200410.30%3.67%-3.57%538.00
16Welton Investment Partners LLC: Welton Global *QEP*06/20043.06%1.64%-9.14%522.00
17Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-1.21%7.54%-15.74%474.00
18Revolution Capital Management, LLC: Alpha Program *QEP*06/20073.91%-8.11%-10.55%461.00
19Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-1.29%4.07%-19.79%442.64
20Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/20116.79%-5.76%-7.59%429.00
21Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-5.37%-4.93%-12.68%428.63
22KeyQuant SAS: Key Trends Program *FRN*01/20101.55%3.19%-16.31%390.00
23Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.87%-0.61%-1.70%315.00
24Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/2004-6.04%-6.68%-19.80%233.00
25Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-0.08%0.33%-12.85%232.00
26Millburn Corporation: Commodity Program03/20056.13%-3.96%-11.93%202.00
27Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20093.25%4.57%-11.63%199.17
28Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-13.31%9.01%-31.33%195.31
29Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20033.73%2.55%-8.98%182.00
30Abraham Trading Company: Abraham Diversified Program01/1988-4.83%-7.02%-15.71%176.05
31Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-2.41%-2.98%-8.09%171.00
32Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-2.92%2.39%-22.99%164.00
33Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-2.24%-0.47%-6.61%153.40
34Eckhardt Trading Company: Standard Program *QEP*08/1991-5.86%-4.49%-14.62%151.00
35EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20140.69%5.73%-11.69%148.40
36Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-8.27%8.50%-24.40%137.13
37Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/2009-0.19%-7.17%-8.27%131.40
38Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-5.55%-8.95%-18.68%125.10
39Conquest Capital Group LLC: Conquest Macro Composite *QEP*05/1999-6.20%-12.91%-26.53%125.00
40M6 Capital Management, LLC: Standard Program *QEP*07/20055.43%5.10%-8.22%118.26