06/12 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201117.44%1.60%-2.81%32.00
2Warrington Asset Management, LLC: Tactical Program05/20128.98%4.44%-4.12%0.00
3Typhon Capital Management, LLC: Chiron Currency Program *QEP*02/2008-0.30%-2.41%-5.49%2.00
4Portfolio Concept GmbH: PC Global Systematic *QEP*01/20074.74%2.36%-5.97%20.20
5Auctos Capital Management LLC: Global Diversified Program *QEP*11/20072.62%3.90%-6.68%0.00
6Pinstripe Trading, LLC: Standard Trading Program08/200911.39%4.08%-6.87%7.40
7Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20029.48%6.24%-7.07%11.70
8Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20100.52%-0.71%-7.09%14.00
9Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20082.41%3.01%-7.78%17.25
10Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19974.54%0.61%-7.89%0.00
11Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20112.81%0.01%-8.02%3.75
12Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20087.39%3.36%-10.15%0.00
13Crescendo Capital Management: Neutron Decay Client Strategy07/20126.77%4.47%-10.24%1.50
14Red Rock Capital, LLC: Systematic Global Macro Program09/20034.89%-2.76%-10.31%31.39
15Demeter Capital Management: Livestock & Grain Trading Program03/20108.37%7.06%-10.39%12.95
16Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/20112.79%1.95%-11.36%7.90
17Trigon Investment Advisors, LLC: Trigon Macro Program *QEP*01/20011.07%-3.08%-12.27%2.88
18Turning Wheel Capital Inc.: Pure Alpha Program *QEP*01/20121.15%-2.27%-12.33%27.00
19The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20045.47%10.86%-13.30%2.00
20Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20000.38%-2.10%-13.66%3.32
21Ancile Capital Management, LLC: Global Markets Program04/200516.45%3.60%-13.86%3.50
22White Indian Trading Company Limited: Alternative Hedge *PROP*04/201214.50%14.22%-14.02%0.38
23Tlaloc Capital, LLC: Grains Program *QEP*04/20102.14%3.35%-14.46%3.90
24Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/19977.07%1.45%-16.28%5.00
25Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/20063.78%3.51%-16.54%0.00
26Mehnert Capital Management, LLC: Diversified Trading Program *QEP*03/20121.08%-6.51%-16.75%0.88
27Eckhardt Trading Company: Standard Plus Program *QEP*10/19910.45%-4.74%-16.81%35.80
28Mehnert Capital Management, LLC: Diversified Trading Program *PROP* *QEP*02/20128.67%-6.25%-17.00%3.65
29County Cork LLC: The County Cork RLA I Program *QEP*12/20089.76%-0.97%-17.13%3.00
30Emil Van Essen, LLC: EvE Systematic Global Opportunities Program09/20072.28%-6.88%-18.09%10.00
31Conover Investments LLC: Oil Futures Program10/20071.00%-2.28%-18.49%0.20
32Emil Van Essen, LLC: Emil van Essen Spread Trading Program *QEP*12/20060.57%4.80%-19.34%14.00
33Auspice Capital Advisors, Ltd.: Auspice Diversified Program *QEP*02/2006-2.57%-8.54%-19.48%0.00
34Hamer Trading, Inc.: Diversified Systematic Program *PROP*09/19992.46%0.05%-19.64%13.74
35Clarke Capital Management, Inc.: FXF-Plus Program05/20040.24%-2.86%-20.34%4.50
36Rotella Capital Management Inc.: Orion Program *QEP*07/2006-1.78%-15.91%-20.69%20.21
37Camkay Capital Management, LLC: Stock Indices Short-Term03/201212.94%9.26%-20.79%3.14
38Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-3.92%3.55%-21.10%26.00
39Covenant Capital Management LLC: CCM Original Program *QEP*09/19991.35%-0.89%-21.38%27.00
40Rosetta Capital Management LLC: Rosetta Trading Program *QEP*04/20000.20%2.77%-21.85%19.00