09/16 - 08/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20133.71%1.87%-2.49%50.00
2Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-7.98%-3.56%-8.56%50.00
3Mark J. Walsh & Company: Standard Program09/1985-5.44%-11.20%-14.61%49.50
4Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/2011-5.14%-0.32%-9.00%48.78
5The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20061.87%1.24%-4.25%48.00
6Rabar Market Research, Inc.: Diversified Program *QEP*01/19890.13%0.52%-5.45%47.59
7Deep Field Capital AG: SINGULARITY Program *QEP*07/2010-9.25%-2.28%-11.14%41.10
8Hawksbill Capital Management: Global Diversified Program *QEP*11/1988-14.08%-20.65%-25.45%39.50
9NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20056.96%9.14%-6.91%37.47
10Eckhardt Trading Company: Standard Plus Program *QEP*10/1991-1.57%-1.62%-6.95%36.60
11NuWave Investment Management Corp: NuWave Short-Term Futures Portfolio *QEP*07/20162.03%0.38%-2.65%36.59
12Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/2014-6.34%-5.78%-7.64%36.50
13Soaring Pelican, LLC: S&P Diversified Program01/2011-4.55%-2.33%-5.73%33.90
14Portfolio Concept GmbH: PC Global Systematic *QEP*01/20072.33%1.07%-1.27%33.30
15Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/20110.75%2.13%-2.39%32.00
16WaveFront Global Asset Management Corp: IMFC Global Investment Program *QEP*02/2007-20.43%-8.16%-23.15%29.46
17Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201125.20%32.70%-9.83%28.20
18Red Rock Capital, LLC: Commodity Long-Short Program09/2013-6.54%-7.32%-14.89%27.00
19Covenant Capital Management LLC: CCM Original Program *QEP*09/19990.79%-0.67%-2.10%27.00
20Eamon Capital LLC: The Zephyr Program *QEP*01/201628.71%15.93%-3.64%25.80
21Red Rock Capital, LLC: Systematic Global Macro Program09/2003-11.28%-6.65%-12.67%24.94
22NuWave Investment Management Corp: Matrix Portfolio *QEP*09/2015-6.18%-1.48%-8.32%24.30
23Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-3.07%5.79%-8.98%24.00
24Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/19898.44%-5.90%-13.06%22.57
25Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/20118.18%4.83%-3.63%22.00
26GNE Management LLC: S&P Futures & Options Strategies12/201321.78%12.54%-3.24%20.50
27Buttonwood, LLC: Energy Diversified 107/20145.40%1.09%-2.70%20.30
28Quality Capital Management Ltd: Global Diversified Programme *QEP*12/1995-9.55%-5.08%-13.23%19.27
29Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20082.86%2.16%-5.02%19.25
30Rosetta Capital Management LLC: Rosetta Trading Program *QEP*04/2000-1.90%2.74%-4.65%19.00
31Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/20142.23%6.26%-5.53%18.54
32Valia Capital Management LLC: Global Tactical Program05/2014-1.82%-0.30%-3.81%17.70
33Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/2008-14.66%-9.04%-14.66%17.68
34Sandpiper Asset Managment: SAM Liquid Program *QEP*08/2012-8.42%-11.83%-12.59%17.00
35Clarke Capital Management, Inc.: Jupiter Program05/2005-23.49%-13.67%-24.74%16.10
36Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20126.92%6.19%-0.41%14.50
37Demeter Capital Management: Livestock & Grain Trading Program03/201015.01%15.28%-4.47%14.25
38Hamer Trading, Inc.: Diversified Systematic Program *PROP*09/19997.03%2.01%-5.17%14.04
39Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20101.89%0.59%-1.59%14.00
40Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20064.16%3.56%-1.39%14.00