03/16 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.33%1.78%0.00%193.06
2NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/2008-0.18%0.52%-1.11%59.00
3Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201217.16%4.54%-1.70%56.00
4Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/2008-0.03%-1.69%-1.70%321.00
5Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20038.03%-0.83%-1.83%168.00
6Revolution Capital Management, LLC: Alpha Program *QEP*06/20078.21%2.73%-2.48%493.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/200311.71%4.26%-2.98%2,079.00
8Millburn Corporation: Millburn Multi-Markets Program10/20046.49%2.10%-3.57%398.00
9Millburn Corporation: Diversified Program02/19775.91%2.33%-3.80%2,000.00
10Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201117.19%0.03%-4.52%452.00
11Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/2006-3.63%1.04%-5.62%340.00
12Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/2009-0.59%-4.98%-5.67%90.41
13Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-1.92%3.10%-5.91%201.46
14FORT LP: FORT Global Contrarian *QEP*10/20020.18%3.80%-6.06%1,714.74
15Amplitude Capital International Limited: Klassik Strategy *QEP*09/200914.63%-0.20%-6.24%930.67
16Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.07%3.26%-6.49%435.00
17Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-7.17%-3.01%-7.17%167.00
18Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-3.09%-1.92%-7.47%1,257.18
19M6 Capital Management, LLC: Standard Program *QEP*07/2005-5.07%0.66%-7.63%126.67
20Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-2.64%-2.21%-7.72%441.42
21The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/2006-4.84%1.85%-7.78%70.00
22Millburn Corporation: Commodity Program03/2005-7.59%0.77%-8.29%225.00
23Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19931.30%-0.16%-8.39%67.12
24Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20040.60%1.97%-8.53%472.00
25Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-8.04%0.74%-8.71%98.00
26Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/1995-0.66%2.08%-8.89%4,099.00
27The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-2.18%3.72%-9.04%122.00
28Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20099.39%0.04%-9.23%199.00
29Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20057.01%-0.87%-10.20%418.22
30ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/2011-7.57%-0.78%-10.94%779.00
31Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-4.37%-0.27%-11.59%57.45
32Abraham Trading Company: Abraham Diversified Program01/1988-10.38%-2.75%-11.84%197.01
33Mark J. Walsh & Company: Standard Program09/1985-10.44%-7.84%-12.24%54.10
34Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-2.76%5.27%-12.85%244.00
35Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-12.18%1.67%-13.63%4,093.00
36Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-14.07%-3.78%-14.21%157.60
37Rotella Capital Management Inc.: Orion Program *QEP*07/2006-9.81%-10.56%-14.67%50.56
38Campbell & Company, LP: Campbell Managed Futures04/1983-12.02%1.51%-15.62%3,287.00
39Degraves Capital Management: Degraves Global Diversified Program *QEP*01/2013-12.08%-8.17%-15.63%80.00
40Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-11.71%-2.47%-15.74%123.40