Inception - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20083.12%0.78%-5.46%59.00
2Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20144.76%2.23%-6.03%82.00
3Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20129.22%4.50%-7.18%56.00
4Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201120.77%-0.72%-7.71%450.00
5The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20065.14%3.67%-9.33%51.00
6Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201039.11%0.40%-10.69%108.00
7The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.56%4.83%-10.76%106.00
8Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20088.58%-0.95%-11.62%321.00
9Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200913.54%2.59%-11.63%193.00
10Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.09%-2.43%-13.09%440.41
11Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20101.61%-3.97%-13.58%167.00
12Revolution Capital Management, LLC: Alpha Program *QEP*06/20078.63%-0.59%-13.77%476.00
13Willowbridge Associates Inc.: wPraxis Futures Enhanced05/200818.03%-2.53%-14.89%1,211.93
14Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/199512.27%-1.00%-15.15%3,982.00
15Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20097.24%-5.83%-15.56%98.17
16Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20135.56%-5.76%-15.61%78.00
17Quantitative Investment Management, LLC: Global Program *QEP*10/200310.07%5.30%-16.63%2,087.00
18M6 Capital Management, LLC: Standard Program *QEP*07/20054.90%1.54%-17.27%127.55
19Fort LP: FORT Global Contrarian *QEP*10/200210.75%3.36%-17.42%1,769.45
20Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200311.49%0.67%-18.07%171.00
21Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20057.49%3.36%-18.26%452.00
22QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20107.23%0.90%-18.56%2,670.00
23Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20044.82%-0.15%-19.22%98.00
24KeyQuant SAS: Key Trends Program *FRN*01/201011.51%-1.85%-19.29%370.00
25Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.02%2.01%-21.48%963.51
26Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/20111.19%-4.20%-21.85%68.82
27Aspect Capital Limited: Aspect Diversified Program *QEP*12/19987.69%-0.98%-22.21%3,991.00
28Millburn Corporation: Millburn Multi-Markets Program10/20047.44%3.00%-23.80%492.00
29Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/199911.26%-10.97%-24.60%849.00
30Millburn Corporation: Diversified Program02/197714.86%3.24%-25.65%2,230.00
31Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-0.05%-1.51%-25.81%120.40
32Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/20016.43%-6.18%-26.33%145.10
33Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20056.09%2.46%-26.52%431.16
34Eckhardt Trading Company: Standard Program *QEP*08/199112.53%-6.33%-27.11%146.60
35Acorn Global Investments Inc: Acorn Diversified Program *QEP*07/20056.78%-13.42%-27.61%72.00
36Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/20047.78%-3.50%-27.89%625.00
37Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19907.64%4.37%-28.41%143.23
38Alder Capital DAC: Global 20 Program02/20015.29%-2.84%-28.49%290.00
39Keck Capital Management, LLC: Keck Program *QEP*12/200313.42%-16.11%-29.25%54.22
40Rabar Market Research, Inc.: Diversified Program *QEP*01/198910.11%-2.61%-29.82%54.36