11/14 - 10/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201374.50%50.86%-24.12%14.20
2Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201114.84%34.48%-25.60%30.31
3Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/19817.68%32.79%-18.81%3.29
4White Indian Trading Company Limited: Alternative Hedge *PROP*04/201218.45%23.46%-5.43%0.50
5Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-2.32%17.03%-35.32%207.63
6Ravinia Investment Management LLC: Volatility Alpha Program *Prop* *Pro Forma*08/201410.56%14.92%-10.44%0.00
7Ring Capital Management, LLC: S&P E-Mini Select Program *QEP*01/20123.75%14.87%-26.73%6.73
8Demeter Capital Management: Livestock & Grain Trading Program03/20103.11%14.33%-10.39%17.85
9Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-0.11%13.53%-28.41%144.02
10Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.83%12.69%-7.18%76.00
11Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20026.54%12.27%-7.07%13.20
12Diamond Capital Management LLC: Diamond Enhanced S&P Program10/20097.17%11.73%-10.48%10.33
13Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/2014-1.40%11.57%-21.22%29.03
14Bluenose Capital Management, LLC: BNC BI Program10/20089.13%11.23%-8.19%2.71
15DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198412.29%10.96%-17.98%651.00
16Clarke Capital Management, Inc.: FXF-Plus Program05/20046.64%10.93%-18.10%5.10
17M&R Capital, LLC: Discretionary Futures Trading Program05/201416.34%10.80%-23.38%3.03
18Automaton Trading LLC: Diversified Program I *QEP*07/20142.25%10.69%-10.82%3.50
19M6 Capital Management, LLC: Standard Program *QEP*07/20051.88%10.06%-9.14%132.52
20Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/20138.53%9.58%-12.45%1.00
21Westphal Trading: Diversified Trend-Following *PROP*05/20106.53%9.35%-21.64%0.30
22Pinstripe Trading, LLC: Standard Trading Program08/200912.90%9.30%-3.10%16.10
23EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20147.06%9.24%-11.69%213.90
24The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20047.63%8.87%-6.45%4.00
25Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20096.51%8.15%-11.63%194.68
26Quantitative Investment Management, LLC: Global Program *QEP*10/200313.49%7.98%-4.16%2,606.00
27Warrington Asset Management, LLC: Tactical Program05/20128.41%7.94%-1.28%0.00
28Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20051.55%7.63%-18.26%438.00
29NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20057.99%7.63%-13.08%36.95
30Tomas Capital Pty Ltd: GCAF USD *QEP*07/20114.20%7.54%-43.81%0.00
31Gamma Q, LLC: Commodity Program Managed Account04/20112.73%7.31%-9.38%0.00
32Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-2.04%7.02%-14.05%24.00
33HB Capital Management, Inc.: Diversified Program03/20081.77%6.78%-16.20%6.00
34Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20093.58%6.41%-15.49%0.00
35Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/2011-0.17%6.20%-11.36%4.50
36Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19972.93%6.19%-14.96%241.00
37Ditsch Trading, LLC: Agricultural Trading Program01/20111.12%5.85%-19.63%8.25
38Millburn Ridgefield Corporation: Diversified Program *QEP*02/19777.88%5.85%-6.81%3,200.00
39Millburn Ridgefield Corporation: Millburn Multi-Markets Program *QEP*10/20048.46%5.83%-6.87%671.00
40Fort LP: FORT Global Contrarian Program *QEP*10/20022.47%5.75%-6.09%2,140.13