10/15 - 09/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-5.57%-3.41%-12.52%50.00
2Acorn Global Investments Inc: Acorn Diversified Program *QEP*07/2005-16.44%-28.00%-39.81%49.00
3Mark J. Walsh & Company: Standard Program09/1985-8.93%-13.48%-17.82%48.10
4EMC Capital Advisors LLC: EMC Classic Program *QEP*01/1985-13.49%-9.64%-31.73%46.00
5Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-4.72%-3.25%-11.59%45.30
6Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20135.96%-2.44%-6.62%45.00
7The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/2006-4.44%-0.75%-9.20%42.00
8Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/2011-5.59%-2.56%-18.37%38.11
9Hawksbill Capital Management: Global Diversified Program *QEP*11/1988-14.04%-26.07%-32.04%36.80
10Eckhardt Trading Company: Standard Plus Program *QEP*10/1991-1.44%-1.69%-16.42%36.50
11NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20058.16%3.54%-13.08%35.55
12Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/20116.74%2.35%-2.39%32.00
13Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20115.30%33.25%-25.60%29.35
14WaveFront Global Asset Management Corp: IMFC Global Investment Program *QEP*02/2007-16.65%-11.24%-32.56%28.52
15Red Rock Capital, LLC: Commodity Long-Short Program09/2013-5.06%-13.01%-19.85%24.00
16Covenant Capital Management LLC: CCM Original Program *QEP*09/1999-3.66%-3.25%-7.18%24.00
17NuWave Investment Management Corp: Matrix Portfolio *QEP*09/2015-0.77%-4.77%-13.84%23.49
18GNE Management LLC: S&P Futures & Options Strategies12/201320.11%12.38%-3.24%22.50
19Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/1989-5.35%-8.22%-17.69%21.80
20Buttonwood, LLC: Energy Diversified 107/20143.85%3.35%-2.70%20.30
21Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/2008-0.60%2.83%-7.30%19.25
22Paskewitz Asset Management, LLC: Multi-Strategy Futures Program *QEP*05/2010-3.03%-4.76%-8.30%18.00
23Rosetta Capital Management LLC: Rosetta Trading Program *QEP*04/2000-3.67%5.42%-12.10%18.00
24Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/2008-2.86%-6.70%-15.49%17.80
25Demeter Capital Management: Livestock & Grain Trading Program03/20109.37%18.86%-4.47%17.00
26Clarke Capital Management, Inc.: Jupiter Program05/2005-19.10%-19.43%-35.61%15.00
27Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20065.44%-1.09%-5.81%14.00
28Archetype Risk Advisors, Inc.: ARA Archon *QEP*02/20151.10%2.58%-9.64%13.71
29Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20101.97%1.60%-3.09%13.50
30Rotella Capital Management Inc.: Orion Program *QEP*07/2006-6.80%-17.57%-21.97%13.33
31AIS Capital Management LP: MAAP (3x-6x) Composite *QEP*07/1992-13.14%-3.69%-31.69%13.28
32Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201374.23%47.73%-5.73%13.19
33Pinstripe Trading, LLC: Standard Trading Program08/20099.14%9.30%-3.10%12.80
34Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/200210.21%10.15%-5.28%12.80
35County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20134.27%-3.10%-7.57%12.50
36Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/2013-1.17%-1.87%-6.18%12.00
37Buckingham Global Advisors LLC: WEP Managed Trading Program03/201522.80%18.04%-6.28%11.72
38Dynamica Global Investments LLC: Dynamica Energy Trading Strategy09/201512.31%-3.39%-11.61%11.56
39Diamond Capital Management LLC: Diamond Enhanced S&P Program10/20098.09%9.73%-10.48%10.38
40AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/1992-8.90%-2.16%-22.14%9.93