04/12 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201119.20%6.67%-27.50%22.81
2Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201119.02%1.25%-2.81%31.00
3Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200517.78%4.39%-20.51%2.15
4Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201117.53%-0.72%-7.71%450.00
5Ancile Capital Management, LLC: Global Markets Program04/200513.68%2.18%-13.86%3.50
6Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201013.01%0.40%-10.69%108.00
7DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198412.65%4.34%-22.36%603.00
8Ring Capital Management, LLC: S&P E-Mini Select Program01/201211.87%8.61%-26.73%3.91
9Dreiss Research Corporation: Global Diversified Program *QEP*05/199111.29%-11.07%-36.70%7.51
10Camkay Capital Management, LLC: Stock Indices Short-Term03/201210.52%6.25%-20.79%4.11
11County Cork LLC: The County Cork RLA I Program *QEP*12/20089.91%0.22%-17.13%3.00
12Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.85%2.59%-11.63%193.00
13Ditsch Trading, LLC: Discretionary Trading Program01/20119.82%2.62%-45.84%8.01
14Mehnert Capital Management, LLC: Diversified Trading Program *PROP* *QEP*02/20128.86%-5.48%-17.00%3.78
15Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19938.78%0.15%-24.89%66.96
16Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20078.75%4.10%-13.93%0.00
17Pinstripe Trading, LLC: Standard Trading Program08/20098.68%1.40%-9.70%5.70
18Schindler Capital Management, LLC: Dairy Advantage Program08/20058.49%-1.88%-22.85%6.78
19Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/19977.45%-2.73%-16.28%5.00
20Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/19997.42%-5.63%-35.56%182.00
21Quantitative Investment Management, LLC: Global Program *QEP*10/20037.32%5.30%-16.63%2,087.00
22Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20087.19%-0.66%-10.15%0.00
23Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20096.89%-5.83%-7.54%98.17
24Revolution Capital Management, LLC: Alpha Program *QEP*06/20076.59%-0.59%-7.53%476.00
25Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/19996.48%-10.97%-23.54%849.00
26The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20086.39%4.83%-10.76%106.00
27Millburn Corporation: Diversified Program02/19776.31%3.24%-13.26%2,230.00
28Amplitude Capital International Limited: Klassik Strategy *QEP*09/20096.18%2.01%-21.48%963.51
29KeyQuant SAS: Key Trends Program *FRN*01/20105.99%-1.85%-18.53%370.00
30QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20105.96%0.90%-18.56%2,670.00
31Millburn Corporation: Millburn Multi-Markets Program10/20045.95%3.00%-13.80%492.00
32Southwest Managed Investments, LLC: Global Diversified Program01/20025.36%-13.27%-32.79%7.77
33Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20045.19%0.45%-19.09%491.00
34Bluenose Capital Management, LLC: BNC BI Program10/20085.19%3.74%-16.81%2.82
35Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20084.84%-2.53%-14.89%1,211.93
36White Indian Trading Company Limited: STAIRS Program10/20084.81%0.21%-34.15%0.83
37Millburn Corporation: Commodity Program03/20054.74%0.74%-20.83%218.00
38Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19974.67%1.15%-7.89%0.00
39The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20044.59%7.18%-16.90%2.00
40Acorn Global Investments Inc: Acorn Diversified Program *QEP*07/20054.55%-13.42%-27.61%72.00