Inception - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20083.02%0.40%-5.46%63.00
2Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20145.07%3.98%-6.03%77.00
3Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20129.28%6.39%-7.18%57.00
4Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201119.00%-5.76%-7.71%429.00
5Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20123.54%1.64%-8.98%58.32
6The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20065.17%4.89%-9.33%51.00
7Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201038.59%3.18%-10.69%111.00
8The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.43%5.10%-10.76%106.00
9Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20088.46%-0.61%-11.62%315.00
10Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200913.51%4.57%-11.63%199.17
11EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/201410.31%5.73%-11.69%148.40
12ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/20115.23%-4.94%-11.91%753.00
13Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20071.78%-4.93%-13.09%428.63
14Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20101.72%-2.98%-13.58%171.00
15Revolution Capital Management, LLC: Alpha Program *QEP*06/20077.63%-8.11%-13.77%461.00
16Willowbridge Associates Inc.: wPraxis Futures Enhanced05/200817.54%-3.53%-14.89%1,207.87
17Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/199512.01%-4.16%-15.15%3,910.00
18Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20096.91%-7.17%-15.56%131.40
19Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20135.15%-6.53%-15.61%80.00
20Quantitative Investment Management, LLC: Global Program *QEP*10/20039.93%5.15%-16.63%2,205.00
21M6 Capital Management, LLC: Standard Program *QEP*07/20055.14%5.10%-17.27%118.26
22Fort LP: FORT Global Contrarian *QEP*10/200210.77%5.42%-17.42%1,870.78
23Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200311.49%2.55%-18.07%182.00
24Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20057.73%7.54%-18.26%474.00
25QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20107.10%1.25%-18.73%2,920.00
26Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20044.63%-1.70%-19.22%81.00
27KeyQuant SAS: Key Trends Program *FRN*01/201011.99%3.19%-19.29%390.00
28Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.61%7.43%-21.48%991.41
29Aspect Capital Limited: Aspect Diversified Program *QEP*12/19987.60%-1.32%-22.21%4,064.00
30Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/20111.06%-4.76%-22.30%58.99
31Millburn Corporation: Millburn Multi-Markets Program10/20047.40%3.67%-23.80%538.00
32Millburn Corporation: Diversified Program02/197714.81%3.87%-25.65%2,745.00
33Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/199910.96%-13.72%-25.91%1,109.85
34Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/20016.17%-8.95%-26.33%125.10
35Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20056.14%4.07%-26.52%442.64
36Eckhardt Trading Company: Standard Program *QEP*08/199112.53%-4.49%-27.11%151.00
37Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/20047.88%-1.12%-27.89%638.00
38Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19907.75%8.50%-28.41%137.13
39Rabar Market Research, Inc.: Diversified Program *QEP*01/198910.06%-2.37%-29.82%50.18
40Millburn Corporation: Commodity Program03/20056.30%-3.96%-31.01%202.00