Inception - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Bluegrass Capital Management LLC: Cross Market Bias Model *QEP*07/20144.74%0.02%-0.93%225.00
2NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20083.01%0.83%-5.46%64.00
3Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20145.12%4.98%-6.03%61.00
4Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20101.94%0.29%-7.18%145.00
5Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20129.38%8.53%-7.18%60.00
6Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201118.36%-6.00%-7.78%436.00
7Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20123.49%1.96%-8.98%57.91
8Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20136.08%3.42%-9.59%51.00
9Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201037.79%4.25%-10.69%126.00
10The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.00%2.40%-10.76%142.00
11Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20088.40%0.21%-11.62%316.00
12Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200913.35%5.63%-11.63%191.33
13EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20149.44%4.73%-11.69%150.20
14Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20071.67%-5.70%-13.09%400.01
15Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20101.88%-1.59%-13.58%177.00
16Revolution Capital Management, LLC: Alpha Program *QEP*06/20077.34%-9.51%-13.77%428.00
17ROW Asset Management, LLC: ROW Diversified Program *QEP*11/20114.89%-5.85%-14.69%779.00
18Willowbridge Associates Inc.: wPraxis Futures Enhanced05/200816.87%-5.95%-14.89%1,139.07
19Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20096.60%-8.41%-15.56%128.34
20Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20135.40%-4.70%-15.61%84.00
21Quantitative Investment Management, LLC: Global Program *QEP*10/20039.83%5.47%-16.63%2,177.00
22M6 Capital Management, LLC: Standard Program *QEP*07/20055.57%11.42%-17.27%133.63
23Fort LP: FORT Global Contrarian *QEP*10/200210.46%2.94%-17.42%1,906.16
24Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200311.37%2.92%-18.07%194.00
25Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20057.32%3.74%-18.26%441.00
26KeyQuant SAS: Key Trends Program *FRN*01/20109.91%-8.80%-20.93%350.00
27Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.19%5.05%-21.48%979.40
28Aspect Capital Limited: Aspect Diversified Program *QEP*12/19987.41%-3.39%-22.21%3,934.00
29Millburn Corporation: Millburn Multi-Markets Program10/20046.99%-0.06%-23.80%591.00
30Millburn Corporation: Diversified Program02/197714.65%0.28%-25.65%2,900.00
31Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/199711.50%-1.37%-25.73%10,900.00
32Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-0.23%-2.74%-25.81%125.20
33QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20105.31%-9.26%-26.10%2,660.00
34Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/20016.11%-8.86%-26.33%125.40
35Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20055.84%1.55%-26.52%437.89
36Eckhardt Trading Company: Standard Program *QEP*08/199112.52%-2.78%-27.11%152.50
37Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/199910.68%-16.17%-28.01%1,127.10
38Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19907.56%4.82%-28.41%133.21
39Alder Capital DAC: Global 20 Program02/20015.84%7.69%-28.49%339.00
40Millburn Corporation: Commodity Program03/20056.03%-5.96%-31.01%177.00