12/12 - 11/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/19812.83%34.85%-26.38%3.34
2Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201112.86%32.99%-27.50%30.76
3White Indian Trading Company Limited: Alternative Hedge *PROP*04/201212.16%26.77%-14.02%0.50
4Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-2.17%16.71%-35.32%207.73
5Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201210.95%15.45%-7.18%79.00
6Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200210.60%15.14%-7.07%13.60
7DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198417.59%14.71%-17.98%674.00
8Diamond Capital Management LLC: Diamond Enhanced S&P Program10/200912.29%14.45%-10.48%11.04
9Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19904.04%13.88%-28.41%144.80
10Demeter Capital Management: Livestock & Grain Trading Program03/20107.48%13.65%-10.39%17.70
11Bluenose Capital Management, LLC: BNC BI Program10/20084.84%12.80%-16.81%2.92
12Bluenose Capital Management, LLC: BNC EI Program07/20101.17%11.99%-22.48%1.92
13Westphal Trading: Diversified Trend-Following *PROP*05/20103.77%11.76%-23.49%0.31
14M6 Capital Management, LLC: Standard Program *QEP*07/20051.18%11.60%-16.42%131.99
15Pinstripe Trading, LLC: Standard Trading Program08/20099.48%11.17%-6.87%18.30
16Clarke Capital Management, Inc.: FXF-Plus Program05/20045.16%10.00%-20.34%5.00
17Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20054.75%9.89%-18.26%454.00
18Gamma Q, LLC: Commodity Program Managed Account *QEP*04/20117.60%9.46%-15.78%0.00
19Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-0.12%8.93%-15.29%24.00
20Amplitude Capital International Ltd: Dynamic Strategy *QEP* *CLSD*06/20051.42%8.84%-26.52%474.29
21Warrington Asset Management, LLC: Tactical Program05/20129.38%7.83%-4.12%0.00
22Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.08%7.80%-11.63%196.86
23Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/20112.07%6.96%-11.36%0.00
24Alder Capital DAC: Global 20 Program02/20014.03%6.38%-22.51%333.72
25Quantitative Investment Management, LLC: Global Program *QEP*10/20035.87%6.26%-13.69%2,667.00
26HB Capital Management, Inc.: Diversified Program03/20081.81%6.24%-23.71%5.96
27White Indian Trading Company Limited: STAIRS Program10/2008-2.23%5.90%-34.15%0.81
28Millburn Ridgefield Corporation: Diversified Program *QEP*02/19776.80%5.34%-13.26%3,300.00
29Millburn Ridgefield Corporation: Millburn Multi-Markets Program *QEP*10/20046.92%5.22%-13.05%575.00
30Aspect Capital Limited: Aspect Diversified Program *QEP*12/19985.43%4.66%-17.63%4,262.00
31Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19976.11%4.51%-15.35%237.00
32Ditsch Trading, LLC: Agricultural Trading Program *QEP*01/20112.54%4.41%-19.63%8.04
33Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19976.02%3.64%-7.89%10,500.00
34Amplitude Capital International Ltd: Klassik Strategy *QEP*09/20095.41%3.55%-21.48%1,120.22
35Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20081.61%3.38%-7.78%0.00
36Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201115.02%2.51%-2.39%0.00
37Millburn Ridgefield Corporation: Commodity Program *QEP*03/20057.91%2.34%-13.75%155.00
38Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/20112.01%2.22%-21.98%39.09
39Rivercast Capital LLC: Rivercast Program *QEP*10/20122.78%2.22%-6.99%6.10
40Amapa Capital Advisors LLC: Amapa Investment Program *QEP*02/20073.04%2.07%-12.99%8.58