12/15 - 11/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/198121.50%34.85%-8.27%3.34
2Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201111.02%32.99%-25.60%30.76
3White Indian Trading Company Limited: Alternative Hedge *PROP*04/201216.98%26.77%-5.02%0.50
4Sector Arc Advisors, LLC: Global Lean Hog Ag Strategy10/201513.80%23.32%-7.26%4.25
5Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-10.48%16.71%-31.33%207.73
6Synergie Capital Management LLC: Synergie Focused Stratgey01/201516.97%16.56%-10.74%0.00
7Orion Capital Advisors Inc: Beta opportunity Strategy *PROP* *QEP*11/201511.49%16.40%-8.19%0.53
8Ravinia Investment Management LLC: Volatility Alpha Program *Prop* *Pro Forma*08/20144.63%15.96%-10.44%0.00
9Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201210.67%15.45%-5.34%79.00
10Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200210.44%15.14%-5.14%13.60
11Eamon Capital LLC: The Zephyr Program *QEP*01/201626.49%15.14%-3.64%27.10
12DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/19841.95%14.71%-17.98%674.00
13Diamond Capital Management LLC: Diamond Enhanced S&P Program10/20098.12%14.45%-10.48%11.04
14Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/2014-3.67%14.05%-18.63%35.40
15Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-2.49%13.88%-19.30%144.80
16Demeter Capital Management: Livestock & Grain Trading Program03/20106.93%13.65%-4.47%17.70
17Bluenose Capital Management, LLC: BNC BI Program10/20088.42%12.80%-5.90%2.92
18Bluenose Capital Management, LLC: BNC EI Program07/20105.85%11.99%-12.74%1.92
19Westphal Trading: Diversified Trend-Following *PROP*05/20102.32%11.76%-8.57%0.31
20M6 Capital Management, LLC: Standard Program *QEP*07/20054.67%11.60%-8.22%131.99
21EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20144.83%11.39%-11.69%218.10
22Pinstripe Trading, LLC: Standard Trading Program08/200910.25%11.17%-2.79%18.30
23M&R Capital, LLC: Discretionary Futures Trading Program05/20149.89%11.12%-12.40%3.23
24Clarke Capital Management, Inc.: FXF-Plus Program05/20046.66%10.00%-18.10%5.00
25Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20056.99%9.89%-6.49%454.00
26Gamma Q, LLC: Commodity Program Managed Account *QEP*04/20115.55%9.46%-3.54%0.00
27Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-0.56%8.93%-13.62%24.00
28Amplitude Capital International Ltd: Dynamic Strategy *QEP* *CLSD*06/20053.81%8.84%-11.27%474.29
29Warrington Asset Management, LLC: Tactical Program05/20127.70%7.83%-0.10%0.00
30Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.65%7.80%-0.33%196.86
31Turk Capital LLC: Turk Capital US Market Hedge Strategy *QEP*12/2015-0.80%7.44%-8.42%2.65
32Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/20110.75%6.96%-7.91%0.00
33Alder Capital DAC: Global 20 Program02/2001-1.97%6.38%-15.93%333.72
34Quantitative Investment Management, LLC: Global Program *QEP*10/200310.45%6.26%-2.98%2,667.00
35HB Capital Management, Inc.: Diversified Program03/20087.20%6.24%-11.54%5.96
36Kinkopf Capital Management, LLC: Kinkopf S&P Select Program *PROP*07/201510.43%6.10%-11.43%0.16
37White Indian Trading Company Limited: STAIRS Program10/20085.32%5.90%-17.54%0.81
38Millburn Ridgefield Corporation: Diversified Program *QEP*02/19778.57%5.34%-4.61%3,300.00
39Millburn Ridgefield Corporation: Millburn Multi-Markets Program *QEP*10/20049.14%5.22%-5.00%575.00
40Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-3.24%4.66%-17.63%4,262.00