03/14 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19958.81%2.08%-11.70%4,099.00
2Aspect Capital Limited: Aspect Diversified Program *QEP*12/199811.11%1.67%-14.12%4,093.00
3Campbell & Company, LP: Campbell Managed Futures04/19834.41%1.51%-21.24%3,287.00
4QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20105.19%4.33%-18.56%2,720.00
5ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/200118.88%-0.24%-20.91%2,150.00
6Quantitative Investment Management, LLC: Global Program *QEP*10/20038.32%4.26%-13.69%2,079.00
7Millburn Corporation: Diversified Program02/197711.62%2.33%-6.81%2,000.00
8FORT LP: FORT Global Contrarian *QEP*10/20024.43%3.80%-6.09%1,714.74
9Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20083.28%-1.92%-11.22%1,257.18
10Amplitude Capital International Limited: Klassik Strategy *QEP*09/20097.25%-0.20%-21.48%930.67
11ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/20116.62%-0.78%-10.94%779.00
12Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/19995.09%-10.24%-22.91%779.00
13DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198416.86%5.33%-17.25%614.00
14Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/2004-1.29%-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*06/200412.90%1.97%-14.58%472.00
17Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201115.59%0.03%-7.59%452.00
18Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.78%-2.21%-12.93%441.42
19Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.40%3.26%-18.26%435.00
20Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-5.23%-0.87%-26.52%418.22
21Millburn Corporation: Millburn Multi-Markets Program10/200411.99%2.10%-6.87%398.00
22KeyQuant SAS: Key Trends Program *FRN*01/201017.29%3.89%-17.95%385.00
23Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/20060.61%1.04%-16.54%340.00
24Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.59%-1.69%-3.43%321.00
25Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19979.31%5.27%-14.96%244.00
26Millburn Corporation: Commodity Program03/200514.25%0.77%-8.29%225.00
27Chesapeake Capital Corporation: Diversified Program *QEP*02/19885.51%3.10%-7.45%201.46
28Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/2009-2.37%0.04%-23.82%199.00
29Abraham Trading Company: Abraham Diversified Program01/19883.08%-2.75%-12.22%197.01
30Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199918.66%2.32%-22.99%197.00
31Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20096.55%1.78%-11.63%193.06
32Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-2.15%7.59%-35.32%192.00
33Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20036.41%-0.83%-8.98%168.00
34Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20103.03%-3.01%-11.90%167.00
35Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/20011.89%-3.78%-14.21%157.60
36Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19901.47%6.47%-28.41%146.26
37M6 Capital Management, LLC: Standard Program *QEP*07/2005-1.48%0.66%-15.74%126.67
38Estlander & Partners Ltd.: Freedom Program *QEP*08/20101.73%-2.47%-16.68%123.40
39The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20088.83%3.72%-9.04%122.00
40Quest Partners LLC: AlphaQuest Short Bias Program (AQSB) *QEP*05/2013-1.32%-9.66%-28.50%104.15