Inception - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20083.12%0.52%-5.46%59.00
2Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20129.38%4.54%-7.18%56.00
3Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201121.29%0.03%-7.71%452.00
4The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20065.01%1.85%-9.33%70.00
5The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.50%3.72%-10.76%122.00
6ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/20116.33%-0.78%-10.94%779.00
7Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20088.58%-1.69%-11.62%321.00
8Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200913.58%1.78%-11.63%193.06
9Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.13%-2.21%-13.09%441.42
10Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20101.78%-3.01%-13.58%167.00
11Revolution Capital Management, LLC: Alpha Program *QEP*06/20079.07%2.73%-13.77%493.00
12Willowbridge Associates Inc.: wPraxis Futures Enhanced05/200818.30%-1.92%-14.89%1,257.18
13Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/199512.47%2.08%-15.15%4,099.00
14Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20097.43%-4.98%-15.56%90.41
15Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20135.02%-8.17%-15.63%80.00
16Rotella Capital Management Inc.: Orion Program *QEP*07/20062.64%-10.56%-16.48%50.56
17Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/200610.16%1.04%-16.54%340.00
18Quantitative Investment Management, LLC: Global Program *QEP*10/200310.06%4.26%-16.63%2,079.00
19M6 Capital Management, LLC: Standard Program *QEP*07/20054.86%0.66%-17.27%126.67
20FORT LP: FORT Global Contrarian *QEP*10/200210.84%3.80%-17.42%1,714.74
21Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200311.44%-0.83%-18.07%168.00
22Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20057.54%3.26%-18.26%435.00
23QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20107.85%4.33%-18.56%2,720.00
24Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20044.92%0.74%-19.22%98.00
25KeyQuant SAS: Key Trends Program *FRN*01/201012.54%3.89%-19.29%385.00
26Amplitude Capital International Limited: Klassik Strategy *QEP*09/20094.77%-0.20%-21.48%930.67
27Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/20111.69%-1.61%-21.59%73.04
28Aspect Capital Limited: Aspect Diversified Program *QEP*12/19987.88%1.67%-22.21%4,093.00
29Millburn Corporation: Millburn Multi-Markets Program10/20047.42%2.10%-23.80%398.00
30Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/199911.37%-10.24%-24.60%779.00
31Millburn Corporation: Diversified Program02/197714.87%2.33%-25.65%2,000.00
32Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-0.20%-2.47%-25.81%123.40
33Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/20016.63%-3.78%-26.33%157.60
34Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20055.83%-0.87%-26.52%418.22
35Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/20047.95%-2.18%-26.91%580.00
36Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19907.74%6.47%-28.41%146.26
37Quest Partners LLC: AlphaQuest Short Bias Program (AQSB) *QEP*05/2013-2.05%-9.66%-28.50%104.15
38Keck Capital Management, LLC: Keck Program *QEP*12/200314.22%-8.86%-29.25%58.73
39Rabar Market Research, Inc.: Diversified Program *QEP*01/198910.24%-0.27%-29.82%57.45
40Millburn Corporation: Commodity Program03/20056.86%0.77%-31.01%225.00