08/14 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20083.54%-1.06%-2.36%0.03
2Portfolio Concept GmbH: PC Global Systematic *QEP*01/20070.85%1.25%-2.45%33.30
3Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20124.34%-1.17%-2.93%0.03
4Warrington Asset Management, LLC: Tactical Program05/20126.87%5.67%-4.12%0.00
5Pinstripe Trading, LLC: Standard Trading Program08/20099.25%4.08%-5.13%7.90
6Amapa Capital Advisors LLC: Amapa Investment Program02/20078.00%0.64%-5.28%8.40
7Schindler Capital Management, LLC: Dairy Advantage Program08/20055.57%-3.96%-5.36%7.80
8Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20006.50%3.44%-5.73%3.32
9Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20122.97%4.37%-5.96%14.50
10Crescendo Capital Management: Neutron Decay Client Strategy07/20127.23%2.94%-6.00%1.50
11Auctos Capital Management LLC: Global Diversified Program *QEP*11/20071.98%2.32%-6.31%0.00
12Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/199715.77%3.92%-6.42%5.00
13The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/200413.45%9.89%-6.45%2.00
14Rivercast Capital LLC: Rivercast Program *QEP*10/20120.79%1.82%-6.99%0.00
15Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20026.54%8.31%-7.07%12.10
16County Cork LLC: The County Cork Ag Long Short Program *QEP*02/20136.81%0.29%-7.57%12.00
17Spring Valley Asset Management: SVAM Tactical Trend Portfolio *QEP*05/20141.19%-6.20%-7.64%36.50
18Ancile Capital Management, LLC: Global Markets Program04/200517.93%1.57%-7.86%3.50
19Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20114.14%0.52%-8.02%3.77
20GNE Management LLC: S&P Futures & Options Strategies12/201320.96%9.90%-8.87%18.20
21Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20064.81%4.29%-9.32%14.00
22The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.18%5.72%-9.33%48.00
23Mobius Asset Management, Inc.: Energy Trading Program01/2005-3.31%-2.02%-9.60%1.00
24Quest Partners LLC: Quest Fixed Income Hedge Program (QFIT) *QEP*11/20130.15%-2.04%-9.68%12.00
25Demeter Capital Management: Livestock & Grain Trading Program03/20103.25%13.86%-10.39%13.75
26Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/20133.31%2.43%-10.56%9.10
27Value & Growth CTA, LLC: Value & Growth Program06/20140.23%7.85%-10.72%0.05
28Red Rock Capital, LLC: Systematic Global Macro Program09/20036.39%-3.67%-10.96%31.78
29Quantmetrics Capital Management, LLP: QM Premier (12V) Strategy *QEP*04/2003-3.15%-1.04%-11.31%0.00
30Paskewitz Asset Management, LLC: Multi-Strategy Futures Program *QEP*05/2010-0.19%-4.07%-11.43%18.00
31Emil Van Essen, LLC: Long-Short Commodity Program - Accelerated *QEP*05/20148.97%4.80%-11.75%0.20
32Bluenose Capital Management, LLC: BNC BI Program10/20086.29%9.06%-12.08%2.61
33Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20082.05%-5.50%-12.24%17.86
34Trigon Investment Advisors, LLC: Trigon Macro Program *QEP*01/20012.97%-1.92%-12.27%0.00
35Emil Van Essen, LLC: Long-Short Commodity Program *QEP*06/20135.69%6.34%-12.45%1.00
36Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-1.55%-3.27%-12.52%50.00
37NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/20058.39%2.53%-13.08%36.20
38Camkay Capital Management, LLC: Stock Indices Short-Term03/20124.26%7.39%-13.54%3.08
39Urban Tree Capital, LLC: UTC Client Plus Program03/20133.20%4.65%-13.72%0.47
40Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20071.42%3.22%-13.93%0.00