08/14 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-1.55%-3.27%-12.52%50.00
2The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.18%5.72%-9.33%48.00
3Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/20111.09%-2.51%-21.98%47.77
4Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-1.70%-1.71%-20.79%47.71
5Deep Field Capital AG: SINGULARITY Program *QEP*07/2010-0.08%-3.40%-37.49%41.50
6Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/20141.19%-6.20%-7.64%36.50
7NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20058.39%2.53%-13.08%36.20
8Eckhardt Trading Company: Standard Plus Program *QEP*10/19914.43%-2.60%-16.42%36.20
9Portfolio Concept GmbH: PC Global Systematic *QEP*01/20070.85%1.25%-2.45%33.30
10Red Rock Capital, LLC: Commodity Long-Short Program09/20139.05%-13.64%-19.85%33.03
11Integrated Managed Futures Corp.: IMFC Global Investment Program *QEP*02/2007-1.60%-9.56%-32.56%31.94
12Red Rock Capital, LLC: Systematic Global Macro Program09/20036.39%-3.67%-10.96%31.78
13Covenant Capital Management LLC: CCM Original Program *QEP*09/19991.92%0.29%-21.38%28.00
14Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/20119.11%28.63%-25.60%27.34
15Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/19893.36%-3.06%-28.64%24.85
16Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-1.70%4.31%-15.00%24.00
17Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/2011-3.63%2.47%-25.58%23.00
18Rosetta Capital Management LLC: Rosetta Trading Program *QEP*04/2000-4.69%2.50%-21.85%19.00
19Valia Capital Management LLC: Global Tactical Program05/2014-2.64%-1.01%-18.69%18.68
20Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/2014-0.34%6.25%-21.22%18.54
21GNE Management LLC: S&P Futures & Options Strategies12/201320.96%9.90%-8.87%18.20
22Paskewitz Asset Management, LLC: Multi-Strategy Futures Program *QEP*05/2010-0.19%-4.07%-11.43%18.00
23Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20082.05%-5.50%-12.24%17.86
24Sandpiper Asset Managment: SAM Liquid Program *QEP*08/201210.37%-11.91%-14.24%17.00
25Clarke Capital Management, Inc.: Jupiter Program05/20051.19%-11.23%-36.50%16.50
26Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20122.97%4.37%-5.96%14.50
27Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20064.81%4.29%-9.32%14.00
28Demeter Capital Management: Livestock & Grain Trading Program03/20103.25%13.86%-10.39%13.75
29AIS Capital Management LP: MAAP (3x-6x) Composite *QEP*07/1992-30.95%-3.60%-70.22%13.47
30Hamer Trading, Inc.: Diversified Systematic Program *PROP*09/19997.09%-2.31%-17.42%13.28
31Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20026.54%8.31%-7.07%12.10
32Alpha Z Advisors, LLC: Alpha Z Futures CTA *QEP*07/201376.59%38.16%-24.12%12.07
33Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/20130.15%-2.04%-9.68%12.00
34County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20136.81%0.29%-7.57%12.00
35Emil Van Essen, LLC: EvE Systematic Global Opportunities Program09/2007-0.03%-5.17%-18.09%11.00
36AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/1992-21.54%-2.11%-54.71%10.20
37Bocken Trading, LLC: Bocken Trading LLC06/2011-5.11%-0.68%-25.57%9.28
38Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 206/20137.23%8.23%-14.76%9.10
39Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20133.31%2.43%-10.56%9.10
40Amapa Capital Advisors LLC: Amapa Investment Program02/20078.00%0.64%-5.28%8.40