Inception - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Quantitative Investment Management, LLC: Global Program *QEP*10/200310.07%5.30%-16.63%2,087.00
2The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.56%4.83%-10.76%106.00
3Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20129.22%4.50%-7.18%56.00
4Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/20016.87%4.45%-49.84%186.37
5Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19907.64%4.37%-28.41%143.23
6DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198413.79%4.34%-60.22%603.00
7The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20065.14%3.67%-9.33%51.00
8Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20057.49%3.36%-18.26%452.00
9Fort LP: FORT Global Contrarian *QEP*10/200210.75%3.36%-17.42%1,769.45
10Millburn Corporation: Diversified Program02/197714.86%3.24%-25.65%2,230.00
11Millburn Corporation: Millburn Multi-Markets Program10/20047.44%3.00%-23.80%492.00
12Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200913.54%2.59%-11.63%193.00
13Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20056.09%2.46%-26.52%431.16
14Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20144.76%2.23%-6.03%82.00
15Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.02%2.01%-21.48%963.51
16M6 Capital Management, LLC: Standard Program *QEP*07/20054.90%1.54%-17.27%127.55
17QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20107.23%0.90%-18.56%2,670.00
18NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20083.12%0.78%-5.46%59.00
19Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19979.92%0.74%-32.52%233.00
20Millburn Corporation: Commodity Program03/20056.81%0.74%-31.01%218.00
21Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200311.49%0.67%-18.07%171.00
22Chesapeake Capital Corporation: Diversified Program *QEP*02/198811.29%0.52%-31.58%176.60
23Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20047.31%0.45%-33.18%491.00
24Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201039.11%0.40%-10.69%108.00
25Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/199316.35%0.15%-41.52%66.96
26Campbell & Company, LP: Campbell Managed Futures04/19839.84%-0.04%-41.92%3,182.00
27Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20044.82%-0.15%-19.22%98.00
28Revolution Capital Management, LLC: Alpha Program *QEP*06/20078.63%-0.59%-13.77%476.00
29Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201120.77%-0.72%-7.71%450.00
30Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20088.58%-0.95%-11.62%321.00
31Aspect Capital Limited: Aspect Diversified Program *QEP*12/19987.69%-0.98%-22.21%3,991.00
32Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/199512.27%-1.00%-15.15%3,982.00
33Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-0.05%-1.51%-25.81%120.40
34Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/2009-2.08%-1.85%-32.06%195.00
35KeyQuant SAS: Key Trends Program *FRN*01/201011.51%-1.85%-19.29%370.00
36Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.09%-2.43%-13.09%440.41
37Willowbridge Associates Inc.: wPraxis Futures Enhanced05/200818.03%-2.53%-14.89%1,211.93
38Rabar Market Research, Inc.: Diversified Program *QEP*01/198910.11%-2.61%-29.82%54.36
39EMC Capital Advisors LLC: Classic Program *QEP*01/198518.00%-2.71%-45.13%59.30
40Alder Capital DAC: Global 20 Program02/20015.29%-2.84%-28.49%290.00