04/14 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201370.76%21.82%-24.12%9.13
2M&R Capital, LLC: M&R Capital Discretionary Trading Program05/201434.37%8.32%-23.38%3.18
3Ancile Capital Management, LLC: Global Markets Program04/200520.91%2.18%-7.86%3.50
4Dreiss Research Corporation: Global Diversified Program *QEP*05/199120.72%-11.07%-22.81%7.51
5GNE Management LLC: S&P Futures & Options Strategies12/201320.02%4.59%-8.87%9.35
6ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/200118.21%-3.42%-22.55%2,520.00
7Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/199317.33%0.15%-15.87%66.96
8DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198417.24%4.34%-17.25%603.00
9Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201117.06%1.25%-2.39%31.00
10KeyQuant SAS: Key Trends Program *FRN*01/201017.01%-1.85%-17.95%370.00
11Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201116.21%-0.72%-7.59%450.00
12Millburn Corporation: Commodity Program03/200513.85%0.74%-8.29%218.00
13Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199913.77%-5.63%-22.99%182.00
14Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200513.03%4.39%-20.51%2.15
15Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/200412.87%0.45%-14.58%491.00
16The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200412.62%7.18%-6.45%2.00
17Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200712.57%5.34%-7.11%1.33
18Millburn Corporation: Millburn Multi-Markets Program10/200412.33%3.00%-6.87%492.00
19Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199712.16%-2.73%-7.76%5.00
20Millburn Corporation: Diversified Program02/197711.99%3.24%-6.81%2,230.00
21Sandpiper Asset Managment: SAM Liquid Program *QEP*08/201211.00%-12.10%-13.76%20.00
22Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/201310.79%20.81%-14.76%6.12
23Aspect Capital Limited: Aspect Diversified Program *QEP*12/199810.76%-0.98%-14.47%3,991.00
24Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201010.68%0.40%-10.69%108.00
25Westphal Trading: Diversified Trend-Following *PROP*05/201010.30%0.54%-21.64%0.26
26Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/201310.16%3.85%-9.59%50.00
27Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/200910.01%-5.83%-6.52%98.17
28EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20149.88%2.84%-11.69%21.00
29Pinstripe Trading, LLC: Standard Trading Program08/20099.69%1.40%-5.13%5.70
30Amplitude Capital International Limited: Klassik Strategy *QEP*09/20099.62%2.01%-21.48%963.51
31Quantitative Investment Management, LLC: Global Program *QEP*10/20039.57%5.30%-11.54%2,087.00
32Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19979.51%0.74%-14.96%233.00
33County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20139.44%-3.11%-5.56%4.00
34Southwest Managed Investments, LLC: Global Diversified Program01/20029.21%-13.27%-17.89%7.77
35Ilgenwald Trading: Livestock Program11/20139.12%-0.26%-16.72%1.77
36Ring Capital Management, LLC: S&P E-Mini Select Program01/20129.07%8.61%-26.73%3.91
37The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20088.91%4.83%-9.04%106.00
38County Cork LLC: The County Cork RLA I Program *QEP*12/20088.49%0.22%-17.13%3.00
39Keck Capital Management, LLC: Keck Program *QEP*12/20038.25%-16.11%-27.03%54.22
40Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20057.68%5.86%-7.45%0.03