03/12 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20083.79%1.33%-2.03%0.03
2Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201118.95%-0.23%-2.81%0.00
3Witter & Lester, Inc.: Redstone Program *QEP*09/19941.62%0.48%-2.91%2.11
4Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.11%-1.69%-4.29%321.00
5NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20082.24%0.52%-5.46%59.00
6Portfolio Concept GmbH: PC Global Systematic *QEP*01/20074.20%-0.13%-5.97%16.80
7Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20028.50%4.54%-7.07%11.50
8Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20128.73%4.54%-7.18%56.00
9Auctos Capital Management LLC: Global Diversified Program *QEP*11/20071.81%1.71%-7.45%37.00
10Revolution Capital Management, LLC: Alpha Program *QEP*06/20078.17%2.73%-7.53%493.00
11Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20097.50%-4.98%-7.54%90.41
12Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201118.86%0.03%-7.71%452.00
13Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20081.03%-0.11%-7.78%13.25
14Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19974.53%1.12%-7.89%0.00
15Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20112.41%-1.73%-8.02%3.68
16FORT LP: FORT Global Contrarian *QEP*10/20023.40%3.80%-8.67%1,714.74
17Red Rock Capital, LLC: Systematic Global Macro Program09/20035.20%-1.55%-9.01%34.58
18The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20061.70%1.85%-9.33%70.00
19Pinstripe Trading, LLC: Standard Trading Program08/20099.13%-0.40%-9.70%5.40
20Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20088.24%-0.75%-10.15%18.00
21The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20085.89%3.72%-10.76%122.00
22ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/20114.82%-0.78%-10.94%779.00
23Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/20111.89%0.75%-11.36%8.00
24Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.06%1.78%-11.63%193.06
25Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20100.23%-3.01%-11.90%167.00
26Abraham Trading Company: Abraham Diversified Program01/19881.70%-2.75%-12.22%197.01
27Trigon Investment Advisors, LLC: Trigon Macro Program *QEP*01/20011.69%-1.35%-12.27%2.94
28Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.36%-2.21%-12.93%441.42
29Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20041.58%0.74%-13.08%98.00
30Millburn Corporation: Diversified Program02/19775.51%2.33%-13.26%2,000.00
31Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19954.04%2.08%-13.27%4,099.00
32Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20002.15%0.09%-13.66%3.32
33Quantmetrics Capital Management, LLP: QM Premier (12V) Strategy *QEP*04/2003-2.74%-0.32%-13.73%0.00
34Millburn Corporation: Millburn Multi-Markets Program10/20045.20%2.10%-13.80%398.00
35Ancile Capital Management, LLC: Global Markets Program04/200513.25%1.65%-13.86%3.50
36Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20078.75%2.65%-13.93%0.00
37White Indian Trading Company Limited: Alternative Hedge *PROP*04/201212.76%4.85%-14.02%0.38
38Tlaloc Capital, LLC: Grains Program *QEP*04/20101.93%1.10%-14.46%3.80
39Rotella Capital Management Inc.: Orion Program *QEP*07/20061.94%-10.56%-14.67%50.56
40Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.90%3.10%-14.72%201.46