08/12 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201112.16%28.63%-27.50%27.34
2Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/19811.54%18.65%-30.18%2.99
3Ring Capital Management, LLC: S&P E-Mini Select Program01/201212.52%15.43%-26.73%5.77
4Demeter Capital Management: Livestock & Grain Trading Program03/20106.08%13.86%-10.39%13.75
5Dendrich Ltd: Dendrich Ltd Program *QEP* *PROP*12/200517.05%13.56%-20.51%3.60
6M6 Capital Management, LLC: Standard Program *QEP*07/2005-0.51%11.42%-17.27%133.63
7HB Capital Management, Inc.: Diversified Program03/20082.78%9.99%-23.71%5.94
8The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.42%9.89%-12.60%2.00
9Gamma Q, LLC: Commodity Program Managed Account04/20116.90%9.83%-15.78%0.00
10Bluenose Capital Management, LLC: BNC BI Program10/20085.27%9.06%-16.81%2.61
11Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20129.92%8.53%-7.18%60.00
12Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20029.53%8.31%-7.07%12.10
13Claughton Capital, LLC: ARP Institutional Program *QEP*10/20052.61%8.28%-25.54%0.00
14Tomas Capital Pty Ltd: GCAF USD07/20119.07%8.13%-41.93%1.16
15Bluenose Capital Management, LLC: BNC EI Program07/20102.25%7.93%-22.48%1.86
16Alder Capital DAC: Global 20 Program02/20012.06%7.69%-22.51%339.00
17Camkay Capital Management, LLC: Stock Indices Short-Term03/20128.06%7.39%-20.79%3.08
18Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-7.42%6.07%-70.03%4.60
19Ditsch Trading, LLC: Agricultural Trading Program01/2011-4.11%6.01%-45.84%8.28
20Clarke Capital Management, Inc.: FXF-Plus Program05/20043.18%5.74%-20.34%4.80
21The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.51%5.72%-9.33%48.00
22Warrington Asset Management, LLC: Tactical Program05/20129.03%5.67%-4.12%0.00
23Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.89%5.63%-11.63%191.33
24Quantitative Investment Management, LLC: Global Program *QEP*10/20034.86%5.47%-15.60%2,177.00
25Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.76%5.05%-21.48%979.40
26Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19901.21%4.82%-28.41%133.21
27Tlaloc Capital, LLC: Grains Program *QEP*04/20101.33%4.81%-14.46%4.00
28White Indian Trading Company Limited: STAIRS Program10/2008-0.94%4.75%-34.15%0.84
29Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20125.32%4.37%-5.96%14.50
30White Indian Trading Company Limited: SCS *PROP*08/20104.11%4.37%-22.47%0.20
31Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-2.34%4.31%-15.29%24.00
32Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20062.70%4.29%-12.93%14.00
33Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201010.63%4.25%-10.69%126.00
34Westphal Trading: Diversified Trend-Following *PROP*05/20101.90%4.17%-24.32%0.28
35Pinstripe Trading, LLC: Standard Trading Program08/20099.25%4.08%-6.87%7.90
36Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/19976.96%3.92%-16.28%5.00
37Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.41%3.74%-18.26%441.00
38Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-7.18%3.62%-35.32%183.83
39Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20002.55%3.44%-13.66%3.32
40Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20077.08%3.22%-13.93%0.00