06/12 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201117.44%1.60%-2.81%32.00
2Warrington Asset Management, LLC: Tactical Program05/20128.98%4.44%-4.12%0.00
3Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20080.78%-0.61%-4.29%315.00
4NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20082.21%0.40%-5.46%63.00
5Typhon Capital Management, LLC: Chiron Currency Program *QEP*02/2008-0.30%-2.41%-5.49%2.00
6Portfolio Concept GmbH: PC Global Systematic *QEP*01/20074.74%2.36%-5.97%20.20
7Auctos Capital Management LLC: Global Diversified Program *QEP*11/20072.62%3.90%-6.68%0.00
8Pinstripe Trading, LLC: Standard Trading Program08/200911.39%4.08%-6.87%7.40
9Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20029.48%6.24%-7.07%11.70
10Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20100.52%-0.71%-7.09%14.00
11Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20129.92%6.39%-7.18%57.00
12Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201116.47%-5.76%-7.71%429.00
13Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20082.41%3.01%-7.78%17.25
14Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19974.54%0.61%-7.89%0.00
15Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20112.81%0.01%-8.02%3.75
16Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20096.42%-7.17%-8.27%131.40
17Fort LP: FORT Global Contrarian *QEP*10/20023.83%5.42%-8.67%1,870.78
18The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20062.39%4.89%-9.33%51.00
19Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20087.39%3.36%-10.15%0.00
20Crescendo Capital Management: Neutron Decay Client Strategy07/20126.77%4.47%-10.24%1.50
21Red Rock Capital, LLC: Systematic Global Macro Program09/20034.89%-2.76%-10.31%31.39
22Demeter Capital Management: Livestock & Grain Trading Program03/20108.37%7.06%-10.39%12.95
23Revolution Capital Management, LLC: Alpha Program *QEP*06/20073.03%-8.11%-10.55%461.00
24Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201012.39%3.18%-10.69%111.00
25The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20084.91%5.10%-10.76%106.00
26Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/20112.79%1.95%-11.36%7.90
27Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.60%4.57%-11.63%199.17
28ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/20113.58%-4.94%-11.91%753.00
29Trigon Investment Advisors, LLC: Trigon Macro Program *QEP*01/20011.07%-3.08%-12.27%2.88
30Turning Wheel Capital Inc.: Pure Alpha Program *QEP*01/20121.15%-2.27%-12.33%27.00
31Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20100.83%-2.98%-12.77%171.00
32Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.04%-4.93%-12.93%428.63
33Millburn Corporation: Diversified Program02/19775.64%3.87%-13.26%2,745.00
34Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19951.32%-4.16%-13.27%3,910.00
35The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.47%10.86%-13.30%2.00
36Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20040.69%-1.70%-13.36%81.00
37Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.14%-0.47%-13.64%153.40
38Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20000.38%-2.10%-13.66%3.32
39Millburn Corporation: Millburn Multi-Markets Program10/20045.42%3.67%-13.80%538.00
40Ancile Capital Management, LLC: Global Markets Program04/200516.45%3.60%-13.86%3.50