04/14 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Blake Capital Management, Inc.: SRD Currencies03/2013-0.34%-0.29%-1.27%0.20
2NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20081.38%0.78%-1.63%59.00
3Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201117.06%1.25%-2.39%31.00
4Portfolio Concept GmbH: PC Global Systematic *QEP*01/20071.71%1.34%-2.45%17.00
5Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20103.58%0.90%-3.09%11.50
6Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.08%-0.95%-3.43%321.00
7Schindler Capital Management, LLC: Dairy Advantage Program08/20056.51%-1.88%-4.27%6.78
8Typhon Capital Management, LLC: Chiron Currency Program *QEP*02/20080.74%-1.30%-4.78%2.00
9Pinstripe Trading, LLC: Standard Trading Program08/20099.69%1.40%-5.13%5.70
10Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/20144.88%-0.36%-5.33%40.00
11County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20139.44%-3.11%-5.56%4.00
12Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20002.41%-4.87%-5.73%3.32
13Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20144.76%2.23%-6.03%82.00
14Fort LP: FORT Global Contrarian *QEP*10/20024.36%3.36%-6.09%1,769.45
15Auctos Capital Management LLC: Global Diversified Program *QEP*11/20073.55%1.94%-6.31%33.50
16Tyche Capital Advisors, LLC: TCA Institutional Energy Spreads Program03/20140.95%-1.66%-6.37%5.09
17The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200412.62%7.18%-6.45%2.00
18Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/200910.01%-5.83%-6.52%98.17
19Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19976.19%1.15%-6.69%0.00
20Millburn Corporation: Diversified Program02/197711.99%3.24%-6.81%2,230.00
21Millburn Corporation: Millburn Multi-Markets Program10/200412.33%3.00%-6.87%492.00
22Rivercast Capital LLC: Rivercast Program *QEP*10/20121.25%0.63%-6.99%6.10
23Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/200712.57%5.34%-7.11%1.33
24Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.13%4.50%-7.18%56.00
25Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20122.34%0.94%-7.22%48.46
26Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20082.14%0.68%-7.30%12.25
27Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.91%0.52%-7.45%176.60
28Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20057.68%5.86%-7.45%0.03
29Revolution Capital Management, LLC: Alpha Program *QEP*06/20074.98%-0.59%-7.53%476.00
30Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201116.21%-0.72%-7.59%450.00
31Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199712.16%-2.73%-7.76%5.00
32Ancile Capital Management, LLC: Global Markets Program04/200520.91%2.18%-7.86%3.50
33Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20114.69%-0.74%-8.02%3.72
34Millburn Corporation: Commodity Program03/200513.85%0.74%-8.29%218.00
35Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-1.82%-0.15%-8.85%98.00
36GNE Management LLC: S&P Futures & Options Strategies12/201320.02%4.59%-8.87%9.35
37Caddo Capital Management, LLC: Caddo Tactical Diversification Program *QEP*01/2012-0.98%-4.47%-8.89%9.74
38Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20036.03%0.67%-8.98%171.00
39The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20088.91%4.83%-9.04%106.00
40Amapa Capital Advisors LLC: Amapa Investment Program02/20076.29%-1.08%-9.05%8.30