08/15 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-2.74%-3.27%-12.52%50.00
2The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20060.28%5.72%-9.33%48.00
3Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/2011-5.91%-2.51%-18.37%47.77
4Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-5.69%-1.71%-14.11%47.71
5Deep Field Capital AG: SINGULARITY Program *QEP*07/2010-15.59%-3.40%-37.49%41.50
6Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/20140.47%-6.20%-7.64%36.50
7NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/200510.86%2.53%-13.08%36.20
8Eckhardt Trading Company: Standard Plus Program *QEP*10/1991-2.91%-2.60%-16.42%36.20
9Portfolio Concept GmbH: PC Global Systematic *QEP*01/20070.58%1.25%-2.45%33.30
10Red Rock Capital, LLC: Commodity Long-Short Program09/2013-3.10%-13.64%-19.85%33.03
11Integrated Managed Futures Corp.: IMFC Global Investment Program *QEP*02/2007-15.28%-9.56%-32.56%31.94
12Red Rock Capital, LLC: Systematic Global Macro Program09/2003-1.60%-3.67%-10.96%31.78
13Covenant Capital Management LLC: CCM Original Program *QEP*09/1999-2.69%0.29%-7.56%28.00
14Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20115.08%28.63%-25.60%27.34
15Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/1989-3.77%-3.06%-19.45%24.85
16NuWave Investment Management Corp: Matrix Portfolio *QEP*09/20154.12%-2.51%-12.51%24.05
17Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-2.11%4.31%-13.62%24.00
18Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/20111.06%2.47%-11.41%23.00
19Rosetta Capital Management LLC: Rosetta Trading Program *QEP*04/2000-7.20%2.50%-16.10%19.00
20Valia Capital Management LLC: Global Tactical Program05/20144.57%-1.01%-3.81%18.68
21Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/2014-8.48%6.25%-21.17%18.54
22GNE Management LLC: S&P Futures & Options Strategies12/201318.28%9.90%-8.87%18.20
23Paskewitz Asset Management, LLC: Multi-Strategy Futures Program *QEP*05/2010-5.10%-4.07%-11.43%18.00
24Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20086.36%-5.50%-12.24%17.86
25Sandpiper Asset Managment: SAM Liquid Program *QEP*08/2012-1.79%-11.91%-14.24%17.00
26Clarke Capital Management, Inc.: Jupiter Program05/2005-16.18%-11.23%-32.79%16.50
27Archetype Risk Advisors, Inc.: ARA Archon *QEP*02/20152.63%2.14%-9.64%14.62
28Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20122.76%4.37%-4.77%14.50
29Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20066.08%4.29%-7.12%14.00
30Dynamica Global Investments LLC: Dynamica Energy Trading Strategy09/201513.19%-3.02%-9.98%13.96
31Demeter Capital Management: Livestock & Grain Trading Program03/20104.83%13.86%-7.04%13.75
32AIS Capital Management LP: MAAP (3x-6x) Composite *QEP*07/1992-11.74%-3.60%-32.16%13.47
33Hamer Trading, Inc.: Diversified Systematic Program *PROP*09/19996.05%-2.31%-7.60%13.28
34Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20026.07%8.31%-6.96%12.10
35Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201356.83%38.16%-24.12%12.07
36Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/2013-2.05%-2.04%-7.69%12.00
37County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20136.78%0.29%-7.57%12.00
38Emil Van Essen, LLC: EvE Systematic Global Opportunities Program09/2007-3.29%-5.17%-18.09%11.00
39AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/1992-7.97%-2.11%-22.58%10.20
40Buckingham Global Advisors LLC: WEP Managed Trading Program03/201518.64%13.95%-6.28%9.74