03/16 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/2012-0.82%-0.01%-2.16%47.10
2Red Rock Capital, LLC: Commodity Long-Short Program09/2013-8.91%-6.35%-11.79%43.43
3Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/20131.41%-1.00%-3.47%40.00
4Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/20141.91%0.01%-5.33%40.00
5Auctos Capital Management LLC: Global Diversified Program *QEP*11/2007-4.68%1.71%-6.28%37.00
6Covenant Capital Management LLC: CCM Original Program *QEP*09/19990.62%-0.40%-1.54%37.00
7Integrated Managed Futures Corp.: IMFC Global Investment Program *QEP*02/2007-26.50%-3.32%-26.50%35.76
8NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/2005-4.62%0.58%-13.08%35.60
9Red Rock Capital, LLC: Systematic Global Macro Program09/2003-4.56%-1.55%-9.01%34.58
10Deep Field Capital AG: SINGULARITY Program *QEP*07/2010-37.44%-4.46%-37.44%32.01
11Paskewitz Asset Management, LLC: Multi-Strategy Futures Program *QEP*05/20103.08%-2.75%-4.00%30.00
12NuWave Investment Management Corp: Matrix Portfolio *QEP*09/2015-9.65%-0.15%-12.51%29.70
13Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/198910.23%5.06%-14.35%28.10
14Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-13.31%0.15%-13.62%28.00
15Clarke Capital Management, Inc.: Jupiter Program05/2005-26.02%-7.43%-26.02%23.80
16Quality Capital Management Ltd: Global Diversified Programme *QEP*12/1995-5.82%3.29%-10.69%23.60
17Sandpiper Asset Managment: SAM Liquid Program *QEP*08/2012-8.41%-6.65%-9.69%23.00
18Abingdon Global, LLC: Global Macro Strategy04/2016-5.09%-1.64%-5.34%22.90
19Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/2011-13.62%3.10%-25.60%22.37
20Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/201116.64%5.32%-6.57%22.10
21EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-1.39%4.79%-11.69%21.70
22Buttonwood, LLC: Energy Diversified 107/20144.02%-2.70%-2.70%19.90
23Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/2008-6.56%-0.75%-10.15%18.00
24Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/2014-0.62%0.64%-5.53%17.27
25Portfolio Concept GmbH: PC Global Systematic *QEP*01/2007-0.48%-0.13%-2.45%16.80
26AIS Capital Management LP: MAAP 3x-6x Composite *QEP*07/19925.17%11.01%-16.90%16.30
27Dynamica Global Investments LLC: Dynamica Energy Trading Strategy09/2015-5.57%-1.37%-7.72%16.14
28Bocken Trading, LLC: Bocken Trading LLC06/2011-9.69%-1.39%-20.79%15.92
29Covenant Capital Management LLC: CCM Aggressive Program *QEP*02/2004-0.38%-0.51%-1.85%15.00
30Hamer Trading, Inc.: Diversified Systematic Program *PROP*09/19997.14%-1.31%-7.60%13.63
31Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/2008-5.88%-0.11%-7.30%13.25
32AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/19923.23%7.42%-11.86%12.22
33Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200216.88%4.54%-1.60%11.50
34Clarke Capital Management, Inc.: Worldwide Program01/1996-21.01%-0.80%-23.32%9.60
35Southwest Managed Investments, LLC: Global Diversified Program01/2002-15.83%-12.36%-17.03%8.82
36Dreiss Research Corporation: Global Diversified Program *QEP*05/19911.31%-5.89%-15.73%8.27
37Clarke Capital Management, Inc.: Millennium Program01/1998-19.28%-8.90%-20.71%8.10
38Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/2011-0.48%0.75%-6.28%8.00
39Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201372.98%2.91%-1.94%7.88
40Ditsch Trading, LLC: Discretionary Trading Program01/2011-4.63%1.11%-19.63%7.79