06/12 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1White Indian Trading Company Limited: Alternative Hedge *PROP*04/201214.50%14.22%-14.02%0.38
2Ring Capital Management, LLC: S&P E-Mini Select Program01/201211.75%11.92%-26.73%4.77
3The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.47%10.86%-13.30%2.00
4Camkay Capital Management, LLC: Stock Indices Short-Term03/201212.94%9.26%-20.79%3.14
5Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20051.37%9.07%-22.49%0.03
6Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-5.39%9.01%-35.32%195.31
7Brandywine Asset Management, Inc.: Brandywine Symphony Preferred Program *QEP*07/2011-3.47%8.96%-70.03%4.60
8Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19901.66%8.50%-28.41%137.13
9Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20053.58%7.54%-18.26%474.00
10Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.90%7.43%-21.48%991.41
11Crescent Bay Capital Management, Inc.: Balanced Volatility Program08/2007-0.23%7.42%-38.65%1.10
12Omni Trading, LLC: S&P 500 Option Overwriting Program01/200414.15%7.06%-35.50%6.15
13Demeter Capital Management: Livestock & Grain Trading Program03/20108.37%7.06%-10.39%12.95
14NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/2005-0.77%6.40%-28.10%36.50
15Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20129.92%6.39%-7.18%57.00
16Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20029.48%6.24%-7.07%11.70
17Zoi Capital, LLC: Telio Program Proprietary Accounts *PROP*07/20071.48%5.82%-28.33%1.12
18Fort LP: FORT Global Contrarian *QEP*10/20023.83%5.42%-8.67%1,870.78
19Quantitative Investment Management, LLC: Global Program *QEP*10/20034.63%5.15%-16.63%2,205.00
20The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20084.91%5.10%-10.76%106.00
21M6 Capital Management, LLC: Standard Program *QEP*07/20051.63%5.10%-17.27%118.26
22The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20062.39%4.89%-9.33%51.00
23Westphal Trading: Diversified Trend-Following *PROP*05/20101.64%4.83%-24.56%0.28
24Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20060.57%4.80%-19.34%14.00
25Claughton Capital, LLC: ARP Institutional Program *QEP*10/20051.01%4.79%-25.54%0.00
26Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.60%4.57%-11.63%199.17
27Crescendo Capital Management: Neutron Decay Client Strategy07/20126.77%4.47%-10.24%1.50
28Warrington Asset Management, LLC: Tactical Program05/20128.98%4.44%-4.12%0.00
29White Indian Trading Company Limited: SCS *PROP*08/20103.70%4.17%-22.47%0.00
30Pinstripe Trading, LLC: Standard Trading Program08/200911.39%4.08%-6.87%7.40
31Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-1.34%4.07%-26.52%442.64
32Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201120.74%3.96%-27.50%22.62
33Auctos Capital Management LLC: Global Diversified Program *QEP*11/20072.62%3.90%-6.68%0.00
34Millburn Corporation: Diversified Program02/19775.64%3.87%-13.26%2,745.00
35Millburn Corporation: Millburn Multi-Markets Program10/20045.42%3.67%-13.80%538.00
36Ancile Capital Management, LLC: Global Markets Program04/200516.45%3.60%-13.86%3.50
37Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-3.92%3.55%-21.10%26.00
38Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/20063.78%3.51%-16.54%0.00
39Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20087.39%3.36%-10.15%0.00
40Tlaloc Capital, LLC: Grains Program *QEP*04/20102.14%3.35%-14.46%3.90