08/15 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201356.83%38.16%-24.12%12.07
2Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20115.08%28.63%-25.60%27.34
3Synergie Capital Management LLC: Synergie Focused Stratgey01/201527.88%21.28%-10.74%0.00
4Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/198110.72%18.65%-11.77%2.99
5Ring Capital Management, LLC: S&P E-Mini Select Program01/2012-1.64%15.43%-26.73%5.77
6Buckingham Global Advisors LLC: WEP Managed Trading Program03/201518.64%13.95%-6.28%9.74
7Demeter Capital Management: Livestock & Grain Trading Program03/20104.83%13.86%-7.04%13.75
8Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200511.70%13.56%-20.51%3.60
9M6 Capital Management, LLC: Standard Program *QEP*07/20057.69%11.42%-8.22%133.63
10Robot Futures, LLC: Climatic Prophets *QEP*04/2014-3.52%10.01%-22.40%0.00
11HB Capital Management, Inc.: Diversified Program03/200812.61%9.99%-11.54%5.94
12GNE Management LLC: S&P Futures & Options Strategies12/201318.28%9.90%-8.87%18.20
13The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20048.72%9.89%-5.86%2.00
14Gamma Q, LLC: Commodity Program Managed Account04/20117.11%9.83%-3.54%0.00
15Bluenose Capital Management, LLC: BNC BI Program10/20085.30%9.06%-8.19%2.61
16Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.28%8.53%-7.13%60.00
17Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20026.07%8.31%-6.96%12.10
18Claughton Capital, LLC: ARP Institutional Program *QEP*10/20055.71%8.28%-17.44%0.00
19Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/2013-1.38%8.23%-14.76%9.10
20Tomas Capital Pty Ltd: GCAF USD *QEP*07/2011-11.65%8.13%-29.25%1.16
21Bluenose Capital Management, LLC: BNC EI Program07/20100.68%7.93%-18.07%1.86
22Value & Growth CTA, LLC: Value & Growth Program06/20141.98%7.85%-7.79%0.05
23Alder Capital DAC: Global 20 Program02/2001-3.55%7.69%-17.08%339.00
24Camkay Capital Management, LLC: Stock Indices Short-Term03/20123.50%7.39%-7.58%3.08
25Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/20137.88%6.34%-7.27%1.00
26Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/2014-8.48%6.25%-21.17%18.54
27Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-11.17%6.07%-45.67%4.60
28Ditsch Trading, LLC: Agricultural Trading Program01/20111.76%6.01%-19.63%8.28
29Covenant Capital Management LLC: CCM Optimal Program *QEP*02/2014-47.38%5.89%-82.33%3.30
30Clarke Capital Management, Inc.: FXF-Plus Program05/20040.54%5.74%-18.10%4.80
31The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20060.28%5.72%-9.33%48.00
32Warrington Asset Management, LLC: Tactical Program05/20126.86%5.67%-1.28%0.00
33Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20092.57%5.63%-11.63%191.33
34Quantitative Investment Management, LLC: Global Program *QEP*10/200316.75%5.47%-2.98%2,177.00
35Amplitude Capital International Limited: Klassik Strategy *QEP*09/200910.80%5.05%-13.65%979.40
36Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20147.73%4.98%-4.73%61.00
37Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-7.91%4.82%-21.13%133.21
38Tlaloc Capital, LLC: Grains Program *QEP*04/20100.47%4.81%-9.81%4.00
39Emil Van Essen, LLC: Long-Short Commodity Program - Accelerated *QEP*05/20148.84%4.80%-11.02%0.20
40White Indian Trading Company Limited: STAIRS Program10/200811.94%4.75%-16.24%0.84