Inception - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/20017.11%7.59%-49.84%192.00
2Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19907.74%6.47%-28.41%146.26
3DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198413.86%5.33%-60.22%614.00
4Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/199710.21%5.27%-32.52%244.00
5Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20129.38%4.54%-7.18%56.00
6QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20107.85%4.33%-18.56%2,720.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/200310.06%4.26%-16.63%2,079.00
8KeyQuant SAS: Key Trends Program *FRN*01/201012.54%3.89%-19.29%385.00
9EMC Capital Advisors LLC: Classic Program *QEP*01/198518.29%3.81%-45.13%65.60
10FORT LP: FORT Global Contrarian *QEP*10/200210.84%3.80%-17.42%1,714.74
11The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.50%3.72%-10.76%122.00
12Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20057.54%3.26%-18.26%435.00
13Chesapeake Capital Corporation: Diversified Program *QEP*02/198811.42%3.10%-31.58%201.46
14Revolution Capital Management, LLC: Alpha Program *QEP*06/20079.07%2.73%-13.77%493.00
15Millburn Corporation: Diversified Program02/197714.87%2.33%-25.65%2,000.00
16Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199913.91%2.32%-45.04%197.00
17Millburn Corporation: Millburn Multi-Markets Program10/20047.42%2.10%-23.80%398.00
18Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/199512.47%2.08%-15.15%4,099.00
19Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20047.48%1.97%-33.18%472.00
20The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20065.01%1.85%-9.33%70.00
21Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200913.58%1.78%-11.63%193.06
22Aspect Capital Limited: Aspect Diversified Program *QEP*12/19987.88%1.67%-22.21%4,093.00
23Campbell & Company, LP: Campbell Managed Futures04/19839.91%1.51%-41.92%3,287.00
24Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/200610.16%1.04%-16.54%340.00
25Millburn Corporation: Commodity Program03/20056.86%0.77%-31.01%225.00
26Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20044.92%0.74%-19.22%98.00
27M6 Capital Management, LLC: Standard Program *QEP*07/20054.86%0.66%-17.27%126.67
28NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20083.12%0.52%-5.46%59.00
29Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/2009-1.85%0.04%-32.06%199.00
30Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201121.29%0.03%-7.71%452.00
31Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/199316.40%-0.16%-41.52%67.12
32Amplitude Capital International Limited: Klassik Strategy *QEP*09/20094.77%-0.20%-21.48%930.67
33ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/200111.86%-0.24%-34.79%2,150.00
34Rabar Market Research, Inc.: Diversified Program *QEP*01/198910.24%-0.27%-29.82%57.45
35ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/20116.33%-0.78%-10.94%779.00
36Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200311.44%-0.83%-18.07%168.00
37Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20055.83%-0.87%-26.52%418.22
38Kelly Angle Inc.: Genesis Program *QEP*04/20009.88%-1.55%-48.03%62.60
39Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/20111.69%-1.61%-21.59%73.04
40Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20088.58%-1.69%-11.62%321.00