06/12 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Aspect Capital Limited: Aspect Diversified Program *QEP*12/19981.22%-1.32%-21.53%4,064.00
2Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19951.32%-4.16%-13.27%3,910.00
3Campbell & Company, LP: Campbell Managed Futures04/19831.77%1.13%-21.24%3,056.00
4QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20108.33%1.25%-18.73%2,920.00
5Millburn Corporation: Diversified Program02/19775.64%3.87%-13.26%2,745.00
6ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/20013.94%-3.69%-26.77%2,740.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/20034.63%5.15%-16.63%2,205.00
8Fort LP: FORT Global Contrarian *QEP*10/20023.83%5.42%-8.67%1,870.78
9Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20083.02%-3.53%-14.89%1,207.87
10Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/19994.54%-13.72%-25.91%1,109.85
11Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.90%7.43%-21.48%991.41
12ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/20113.58%-4.94%-11.91%753.00
13Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/20041.04%-1.12%-27.89%638.00
14DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198410.16%3.27%-22.36%595.00
15Millburn Corporation: Millburn Multi-Markets Program10/20045.42%3.67%-13.80%538.00
16Welton Investment Partners LLC: Welton Global *QEP*06/20044.98%1.64%-19.09%522.00
17Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20053.58%7.54%-18.26%474.00
18Revolution Capital Management, LLC: Alpha Program *QEP*06/20073.03%-8.11%-10.55%461.00
19Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-1.34%4.07%-26.52%442.64
20Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201116.47%-5.76%-7.71%429.00
21Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.04%-4.93%-12.93%428.63
22KeyQuant SAS: Key Trends Program *FRN*01/20107.62%3.19%-18.53%390.00
23Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20080.78%-0.61%-4.29%315.00
24Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/2004-1.34%-6.68%-22.20%233.00
25Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19972.31%0.33%-15.35%232.00
26Millburn Corporation: Commodity Program03/20054.10%-3.96%-19.45%202.00
27Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.60%4.57%-11.63%199.17
28Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-5.39%9.01%-35.32%195.31
29Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20034.74%2.55%-15.85%182.00
30Abraham Trading Company: Abraham Diversified Program01/19880.24%-7.02%-16.08%176.05
31Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20100.83%-2.98%-12.77%171.00
32Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/19999.62%2.39%-34.27%164.00
33Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.14%-0.47%-13.64%153.40
34Eckhardt Trading Company: Standard Program *QEP*08/19910.25%-4.49%-15.03%151.00
35Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19901.66%8.50%-28.41%137.13
36Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20096.42%-7.17%-8.27%131.40
37Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-2.64%-8.95%-18.68%125.10
38Conquest Capital Group LLC: Conquest Macro Composite *QEP*05/1999-8.89%-12.91%-40.68%125.00
39M6 Capital Management, LLC: Standard Program *QEP*07/20051.63%5.10%-17.27%118.26
40Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201012.39%3.18%-10.69%111.00