08/12 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20083.20%-1.06%-2.36%0.03
2Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20124.84%-1.17%-2.93%0.03
3Warrington Asset Management, LLC: Tactical Program05/20129.03%5.67%-4.12%0.00
4Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.51%0.21%-4.29%316.00
5Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20101.17%0.29%-5.01%145.00
6NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20081.97%0.83%-5.46%64.00
7Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20125.32%4.37%-5.96%14.50
8Portfolio Concept GmbH: PC Global Systematic *QEP*01/20073.05%1.25%-5.97%33.30
9Auctos Capital Management LLC: Global Diversified Program *QEP*11/20072.19%2.32%-6.68%0.00
10Pinstripe Trading, LLC: Standard Trading Program08/20099.25%4.08%-6.87%7.90
11Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20029.53%8.31%-7.07%12.10
12Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20129.92%8.53%-7.18%60.00
13Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201115.33%-6.00%-7.78%436.00
14Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19973.97%-1.37%-7.89%10,900.00
15Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20113.52%0.52%-8.02%3.77
16Fort LP: FORT Global Contrarian *QEP*10/20022.65%2.94%-8.67%1,906.16
17Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20123.49%1.96%-8.98%57.91
18The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.51%5.72%-9.33%48.00
19Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20095.85%-8.41%-10.07%128.34
20Crescendo Capital Management: Neutron Decay Client Strategy07/20126.33%2.94%-10.24%1.50
21Demeter Capital Management: Livestock & Grain Trading Program03/20106.08%13.86%-10.39%13.75
22Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201010.63%4.25%-10.69%126.00
23The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20085.47%2.40%-10.76%142.00
24Red Rock Capital, LLC: Systematic Global Macro Program09/20034.79%-3.67%-10.96%31.78
25Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.89%5.63%-11.63%191.33
26Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20084.50%-5.50%-12.24%17.86
27Trigon Investment Advisors, LLC: Trigon Macro Program *QEP*01/20011.92%-1.92%-12.27%0.00
28The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.42%9.89%-12.60%2.00
29Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20101.25%-1.59%-12.77%177.00
30Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.16%-5.70%-12.93%400.01
31Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20062.70%4.29%-12.93%14.00
32Millburn Corporation: Diversified Program02/19774.73%0.28%-13.26%2,905.00
33Chesapeake Capital Corporation: Diversified Program *QEP*02/19883.42%-1.98%-13.64%133.00
34Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20002.55%3.44%-13.66%3.32
35Revolution Capital Management, LLC: Alpha Program *QEP*06/20072.77%-9.51%-13.67%428.00
36Millburn Corporation: Millburn Multi-Markets Program10/20044.49%-0.06%-13.80%591.00
37Ancile Capital Management, LLC: Global Markets Program04/200513.03%1.57%-13.86%3.50
38Quantmetrics Capital Management, LLP: QM Premier (12V) Strategy *QEP*04/2003-2.94%-1.04%-13.86%0.00
39Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20077.08%3.22%-13.93%0.00
40Tlaloc Capital, LLC: Grains Program *QEP*04/20101.33%4.81%-14.46%4.00