03/12 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20083.79%1.33%-2.03%0.03
2Typhon Capital Management, LLC: Vulcan Metals Strategy *QEP*11/201118.95%-0.23%-2.81%0.00
3Witter & Lester, Inc.: Redstone Program *QEP*09/19941.62%0.48%-2.91%2.11
4Portfolio Concept GmbH: PC Global Systematic *QEP*01/20074.20%-0.13%-5.97%16.80
5Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20028.50%4.54%-7.07%11.50
6Auctos Capital Management LLC: Global Diversified Program *QEP*11/20071.81%1.71%-7.45%37.00
7Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20081.03%-0.11%-7.78%13.25
8Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19974.53%1.12%-7.89%0.00
9Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities *QEP*01/20112.41%-1.73%-8.02%3.68
10Red Rock Capital, LLC: Systematic Global Macro Program09/20035.20%-1.55%-9.01%34.58
11Pinstripe Trading, LLC: Standard Trading Program08/20099.13%-0.40%-9.70%5.40
12Rotella Capital Management Inc.: Eta Carinae Program *QEP*12/20088.24%-0.75%-10.15%18.00
13Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/20111.89%0.75%-11.36%8.00
14Trigon Investment Advisors, LLC: Trigon Macro Program *QEP*01/20011.69%-1.35%-12.27%2.94
15Trigon Investment Advisors, LLC: Trigon FX Program *QEP*08/20002.15%0.09%-13.66%3.32
16Quantmetrics Capital Management, LLP: QM Premier (12V) Strategy *QEP*04/2003-2.74%-0.32%-13.73%0.00
17Ancile Capital Management, LLC: Global Markets Program04/200513.25%1.65%-13.86%3.50
18Quantmetrics Capital Management, LLP: QM Directional (10V) Strategy *QEP*01/20078.75%2.65%-13.93%0.00
19White Indian Trading Company Limited: Alternative Hedge *PROP*04/201212.76%4.85%-14.02%0.38
20Tlaloc Capital, LLC: Grains Program *QEP*04/20101.93%1.10%-14.46%3.80
21Eckhardt Trading Company: Standard Program *QEP*08/19911.67%-4.47%-15.03%0.00
22Byron Capital Partners Ltd.: SAFI2 *QEP* *FRN*09/19977.96%-0.53%-16.28%5.00
23Mehnert Capital Management, LLC: Diversified Trading Program *QEP*03/2012-0.34%-8.70%-16.75%0.86
24Eckhardt Trading Company: Standard Plus Program *QEP*10/19911.88%-5.01%-16.81%0.00
25Bluenose Capital Management, LLC: BNC BI Program10/20084.77%2.27%-16.81%2.82
26The Cambridge Strategy Asset Management Ltd.: Extended Markets Currency Alpha (Program) *FX* *QEP*04/20043.22%2.79%-16.90%2.00
27Mehnert Capital Management, LLC: Diversified Trading Program *PROP* *QEP*02/20127.30%-7.35%-17.00%4.03
28County Cork LLC: The County Cork RLA I Program *QEP*12/20089.48%-1.12%-17.13%3.00
29Mobius Asset Management, Inc.: Energy Trading Program01/2005-3.73%-0.70%-17.33%1.25
30White Indian Trading Company Limited: SCS Client02/20113.67%0.46%-19.44%0.25
31Auspice Capital Advisors, Ltd.: Auspice Diversified Program *QEP*02/2006-0.97%-1.84%-19.48%0.00
32Camkay Capital Management, LLC: Stock Indices Short-Term03/20129.85%2.73%-20.79%4.10
33Covenant Capital Management LLC: CCM Original Program *QEP*09/19990.70%-0.40%-21.00%37.00
34Melissinos Trading, LLC: Eupatrid Commodity Program*QEP*01/20114.80%0.08%-21.08%3.00
35Hamer Trading, Inc.: Diversified Systematic Program *PROP*09/19991.47%-1.31%-22.39%13.63
36Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-4.89%0.15%-22.46%28.00
37Bluenose Capital Management, LLC: BNC EI Program07/20101.22%2.34%-22.48%2.07
38Crescent Bay Capital Management, Inc.: Premium Stock Index Program10/20051.17%3.21%-22.49%0.07
39Alder Capital Limited: Global 20 Program02/20011.59%1.20%-22.51%0.00
40Schindler Capital Management, LLC: Dairy Advantage Program08/20058.28%-1.76%-22.85%6.79