08/12 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-0.24%-3.27%-15.53%50.00
2The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.51%5.72%-9.33%48.00
3Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/2011-0.22%-2.51%-21.98%47.77
4Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-2.05%-1.71%-20.79%47.71
5Deep Field Capital AG: SINGULARITY Program *QEP*07/2010-1.08%-3.40%-37.49%41.50
6NuWave Investment Management Corp: Combined Futures Portfolio *QEP*02/2005-0.11%2.53%-22.86%36.20
7Eckhardt Trading Company: Standard Plus Program *QEP*10/19910.68%-2.60%-16.81%36.20
8Portfolio Concept GmbH: PC Global Systematic *QEP*01/20073.05%1.25%-5.97%33.30
9Integrated Managed Futures Corp.: IMFC Global Investment Program *QEP*02/2007-1.34%-9.56%-32.56%31.94
10Red Rock Capital, LLC: Systematic Global Macro Program09/20034.79%-3.67%-10.96%31.78
11Covenant Capital Management LLC: CCM Original Program *QEP*09/19990.85%0.29%-21.38%28.00
12Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201112.16%28.63%-27.50%27.34
13Red Oak Commodity Advisors, Inc.: Fundamental Trading Program *QEP*12/19892.75%-3.06%-28.64%24.85
14Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-2.34%4.31%-15.29%24.00
15Brandywine Asset Management, Inc.: Brandywine Symphony Program *QEP*07/2011-0.14%2.47%-25.58%23.00
16Rosetta Capital Management LLC: Rosetta Trading Program *QEP*04/2000-2.88%2.50%-21.85%19.00
17Paskewitz Asset Management, LLC: Multi-Strategy Futures Program *QEP*05/2010-5.16%-4.07%-25.60%18.00
18Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20084.50%-5.50%-12.24%17.86
19Sandpiper Asset Managment: SAM Liquid Program *QEP*08/20127.58%-11.91%-14.72%17.00
20Clarke Capital Management, Inc.: Jupiter Program05/2005-4.45%-11.23%-36.50%16.50
21Bluegrass Capital Management LLC: S&P 500 Equity Program *QEP*01/20125.32%4.37%-5.96%14.50
22Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20062.70%4.29%-12.93%14.00
23Demeter Capital Management: Livestock & Grain Trading Program03/20106.08%13.86%-10.39%13.75
24AIS Capital Management LP: MAAP (3x-6x) Composite *QEP*07/1992-27.63%-3.60%-85.05%13.47
25Hamer Trading, Inc.: Diversified Systematic Program *PROP*09/19992.30%-2.31%-18.33%13.28
26Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20029.53%8.31%-7.07%12.10
27Emil Van Essen, LLC: EvE Systematic Global Opportunities Program09/20072.44%-5.17%-18.09%11.00
28AIS Capital Management LP: MAAP (2X-4X) Program *QEP*10/1992-18.98%-2.11%-70.65%10.20
29Bocken Trading, LLC: Bocken Trading LLC06/2011-0.97%-0.68%-25.57%9.28
30Amapa Capital Advisors LLC: Amapa Investment Program02/20071.74%0.64%-16.19%8.40
31Southwest Managed Investments, LLC: Global Diversified Program01/2002-0.74%-14.37%-29.94%8.28
32Ditsch Trading, LLC: Agricultural Trading Program01/2011-4.11%6.01%-45.84%8.28
33Sinopac Asset Management (Asia) Limited: SinoPac Multi Strategy Quant Master Strategy *FRN* *QEP*10/2009-0.87%2.17%-14.88%7.96
34Pinstripe Trading, LLC: Standard Trading Program08/20099.25%4.08%-6.87%7.90
35Schindler Capital Management, LLC: Dairy Advantage Program08/20056.26%-3.96%-22.82%7.80
36Rotella Capital Management Inc.: Orion Program *QEP*07/2006-2.96%-16.34%-21.67%7.44
37Covenant Capital Management LLC: CCM Aggressive Program *QEP*02/2004-0.51%-1.39%-25.91%6.00
38HB Capital Management, Inc.: Diversified Program03/20082.78%9.99%-23.71%5.94
39Ring Capital Management, LLC: S&P E-Mini Select Program01/201212.52%15.43%-26.73%5.77
40James H. Jones Capital Management LLC: Diversified Program09/2001-8.99%-1.60%-45.11%5.67