08/16 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.38%5.63%0.00%191.33
2Bluegrass Capital Management LLC: Cross Market Bias Model *QEP*07/20140.78%0.02%-0.53%225.00
3Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20145.07%4.98%-0.93%61.00
4NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.65%0.83%-1.11%64.00
5Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20135.76%3.42%-1.12%51.00
6Quantitative Investment Management, LLC: Global Program *QEP*10/200313.37%5.47%-1.26%2,177.00
7Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20102.91%0.29%-1.59%145.00
8Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201211.53%8.53%-1.70%60.00
9Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.92%0.21%-1.70%316.00
10Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20037.06%2.92%-1.83%194.00
11Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20120.39%1.96%-2.16%57.91
12Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20109.09%4.25%-3.12%126.00
13Millburn Corporation: Diversified Program02/1977-2.44%0.28%-4.61%2,900.00
14Millburn Corporation: Millburn Multi-Markets Program10/2004-2.44%-0.06%-5.00%591.00
15Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20070.47%-5.70%-5.70%400.01
16Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/1997-5.67%-1.37%-5.78%10,900.00
17Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-3.71%-1.59%-6.03%177.00
18Fort LP: FORT Global Contrarian *QEP*10/2002-1.94%2.94%-6.06%1,906.16
19Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-2.37%-5.95%-6.07%1,139.07
20Amplitude Capital International Limited: Klassik Strategy *QEP*09/20093.25%5.05%-6.24%979.40
21Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-0.56%3.74%-6.49%441.00
22Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-6.61%-1.98%-6.61%133.00
23The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-4.72%2.40%-6.96%142.00
24M6 Capital Management, LLC: Standard Program *QEP*07/200510.21%11.42%-7.42%133.63
25Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/2011-0.32%-6.00%-7.78%436.00
26Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-4.10%-2.74%-8.21%125.20
27Welton Investment Partners LLC: Welton Global *QEP*06/2004-7.79%-2.63%-8.64%466.00
28Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/1993-3.81%2.60%-9.15%68.15
29Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/2009-4.43%-3.76%-9.23%97.00
30Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/2009-4.85%-8.41%-10.07%128.34
31Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-4.61%1.55%-10.20%437.89
32Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-10.86%-3.39%-11.38%3,934.00
33Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-3.18%-5.42%-11.42%194.48
34EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-6.26%4.73%-11.69%150.20
35Millburn Corporation: Commodity Program03/2005-12.34%-5.96%-12.34%177.00
36Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/2004-11.42%-6.59%-12.68%244.00
37Revolution Capital Management, LLC: Alpha Program *QEP*06/2007-7.03%-9.51%-13.67%428.00
38ROW Asset Management, LLC: ROW Diversified Program *QEP*11/2011-12.49%-5.85%-14.43%779.00
39Campbell & Company, LP: Campbell Managed Futures04/1983-12.32%-1.57%-14.54%2,913.00
40Eckhardt Trading Company: Standard Program *QEP*08/1991-11.28%-2.78%-14.60%152.50