04/12 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201119.02%1.25%-2.81%31.00
2Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.21%-0.95%-4.29%321.00
3NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20082.54%0.78%-5.46%59.00
4Typhon Capital Management, LLC: Chiron Currency Program *QEP*02/20080.12%-1.30%-5.49%2.00
5Portfolio Concept GmbH: PC Global Systematic *QEP*01/20074.13%1.34%-5.97%17.00
6Coloma Capital Futures, LLC: Coloma Capital Futures *QEP*08/20100.89%0.90%-7.09%11.50
7Auctos Capital Management LLC: Global Diversified Program *QEP*11/20071.83%1.94%-7.45%33.50
8Revolution Capital Management, LLC: Alpha Program *QEP*06/20076.59%-0.59%-7.53%476.00
9Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20096.89%-5.83%-7.54%98.17
10Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201117.53%-0.72%-7.71%450.00
11Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20081.96%0.68%-7.78%12.25
12Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19974.67%1.15%-7.89%0.00
13Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20112.31%-0.74%-8.02%3.72
14Fort LP: FORT Global Contrarian *QEP*10/20023.52%3.36%-8.67%1,769.45
15Caddo Capital Management, LLC: Caddo Tactical Diversification Program *QEP*01/20121.58%-4.47%-8.89%9.74
16The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20062.43%3.67%-9.33%51.00
17Pinstripe Trading, LLC: Standard Trading Program08/20098.68%1.40%-9.70%5.70
18Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20087.19%-0.66%-10.15%0.00
19Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201013.01%0.40%-10.69%108.00
20The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20086.39%4.83%-10.76%106.00
21Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/20111.82%1.43%-11.36%7.90
22Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.85%2.59%-11.63%193.00
23Turning Wheel Capital Inc.: Pure Alpha Program *QEP*01/20121.83%-0.75%-12.19%27.00
24Trigon Investment Advisors, LLC: Trigon Macro Program *QEP*01/20011.47%-2.45%-12.27%2.90
25Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20100.31%-3.97%-12.77%167.00
26Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.07%-2.43%-12.93%440.41
27Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20042.35%-0.15%-13.08%98.00
28Millburn Corporation: Diversified Program02/19776.31%3.24%-13.26%2,230.00
29Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19953.59%-1.00%-13.27%3,982.00
30Abraham Trading Company: Abraham Diversified Program01/19882.28%-4.20%-13.54%137.33
31Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20001.66%-4.87%-13.66%3.32
32Millburn Corporation: Millburn Multi-Markets Program10/20045.95%3.00%-13.80%492.00
33Ancile Capital Management, LLC: Global Markets Program04/200513.68%2.18%-13.86%3.50
34Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20078.75%4.10%-13.93%0.00
35Quantmetrics Capital Management, LLP: QM Premier (12V) Strategy *QEP*04/2003-2.68%-0.58%-13.96%0.00
36Tlaloc Capital, LLC: Grains Program *QEP*04/20101.73%1.35%-14.46%3.80
37Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.14%0.52%-14.72%176.60
38Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20084.84%-2.53%-14.89%1,211.93
39Eckhardt Trading Company: Standard Program *QEP*08/19911.78%-6.33%-15.03%146.60
40Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19972.30%0.74%-15.35%233.00