Inception - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20044.44%-3.27%-19.22%50.00
2The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20065.16%5.72%-9.33%48.00
3Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/20111.42%-2.51%-21.98%47.77
4Rabar Market Research, Inc.: Diversified Program *QEP*01/198910.02%-1.71%-29.82%47.71
5Deep Field Capital AG: SINGULARITY Program *QEP*07/201010.06%-3.40%-37.49%41.50
6NuWave Investment Management Corp: NuWave Short-Term Futures Portfolio *QEP*07/20167.31%2.99%-1.60%37.53
7Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/20142.45%-6.20%-7.64%36.50
8NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20054.70%2.53%-31.39%36.20
9Eckhardt Trading Company: Standard Plus Program *QEP*10/199116.64%-2.60%-40.39%36.20
10Abingdon Global, LLC: Macro Catalyst Driven Strategy04/2016-0.39%3.09%-5.34%35.51
11Portfolio Concept GmbH: PC Global Systematic *QEP*01/200711.80%1.25%-15.05%33.30
12Red Rock Capital, LLC: Commodity Long-Short Program09/201312.41%-13.64%-19.85%33.03
13Integrated Managed Futures Corp.: IMFC Global Investment Program *QEP*02/20075.28%-9.56%-32.56%31.94
14Red Rock Capital, LLC: Systematic Global Macro Program09/20038.72%-3.67%-17.75%31.78
15Systematic Alpha Management LLC: Systematic Alpha Intraday Program *QEP*12/20164.65%4.19%-0.33%30.00
16Covenant Capital Management LLC: CCM Original Program *QEP*09/19999.90%0.29%-28.61%28.00
17Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20119.41%28.63%-50.62%27.34
18Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/198913.04%-3.06%-37.32%24.85
19NuWave Investment Management Corp: Matrix Portfolio *QEP*09/20154.12%-2.51%-12.51%24.05
20Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/20055.94%4.31%-32.60%24.00
21Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/20111.38%2.47%-25.58%23.00
22Rosetta Capital Management LLC: Rosetta Trading Program *QEP*04/200028.17%2.50%-39.67%19.00
23Valia Capital Management LLC: Global Tactical Program05/2014-3.13%-1.01%-20.99%18.68
24Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/20140.18%6.25%-21.22%18.54
25GNE Management LLC: S&P Futures & Options Strategies12/201321.65%9.90%-8.87%18.20
26Paskewitz Asset Management, LLC: Multi-Strategy Futures Program *QEP*05/2010-1.68%-4.07%-28.52%18.00
27Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20086.15%-5.50%-12.24%17.86
28Sandpiper Asset Managment: SAM Liquid Program *QEP*08/20127.58%-11.91%-14.72%17.00
29Clarke Capital Management, Inc.: Jupiter Program05/20058.81%-11.23%-44.78%16.50
30Archetype Risk Advisors, Inc.: ARA Archon *QEP*02/20153.53%2.14%-9.64%14.62
31Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20125.23%4.37%-5.96%14.50
32Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/200615.28%4.29%-36.21%14.00
33Dynamica Global Investments LLC: Dynamica Energy Trading Strategy09/201513.19%-3.02%-9.98%13.96
34Demeter Capital Management: Livestock & Grain Trading Program03/201010.97%13.86%-20.92%13.75
35AIS Capital Management LP: MAAP (3x-6x) Composite *QEP*07/19924.49%-3.60%-92.77%13.47
36Hamer Trading, Inc.: Diversified Systematic Program *PROP*09/19998.71%-2.31%-38.11%13.28
37Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200212.09%8.31%-14.44%12.10
38Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201359.76%38.16%-24.12%12.07
39Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/2013-0.47%-2.04%-9.68%12.00
40County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20135.24%0.29%-11.30%12.00