06/16 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.29%4.57%0.00%199.17
2Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20148.16%3.98%-0.93%77.00
3NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.01%0.40%-1.11%63.00
4Quantitative Investment Management, LLC: Global Program *QEP*10/200314.13%5.15%-1.26%2,205.00
5Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201212.73%6.39%-1.70%57.00
6Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.43%-0.61%-1.70%315.00
7Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200310.16%2.55%-1.83%182.00
8Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20121.02%1.64%-2.16%58.32
9The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.71%4.89%-2.41%51.00
10Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20106.19%3.18%-3.12%111.00
11Millburn Corporation: Millburn Multi-Markets Program10/20049.31%3.67%-3.57%538.00
12Millburn Corporation: Diversified Program02/19778.66%3.87%-3.80%2,745.00
13Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-1.67%-3.53%-4.55%1,207.87
14Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19975.33%0.33%-4.70%232.00
15Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-0.22%-0.47%-5.17%153.40
16Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-2.06%-2.98%-6.03%171.00
17Fort LP: FORT Global Contrarian *QEP*10/20026.62%5.42%-6.06%1,870.78
18Amplitude Capital International Limited: Klassik Strategy *QEP*09/200919.54%7.43%-6.24%991.41
19Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-3.92%-4.93%-6.31%428.63
20Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20059.37%7.54%-6.49%474.00
21M6 Capital Management, LLC: Standard Program *QEP*07/20057.31%5.10%-7.42%118.26
22Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19952.36%-4.16%-7.51%3,910.00
23Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/2011-2.31%-5.76%-7.55%429.00
24Welton Investment Partners LLC: Welton Global *QEP*06/20049.63%1.64%-7.73%522.00
25Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/2009-1.88%-7.17%-8.27%131.40
26Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-8.75%-1.70%-8.75%81.00
27The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-4.30%5.10%-8.94%106.00
28Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-4.16%-1.32%-9.07%4,064.00
29Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/2009-0.35%-4.71%-9.23%96.00
30Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20058.51%4.07%-10.20%442.64
31Millburn Corporation: Commodity Program03/2005-10.27%-3.96%-10.48%202.00
32Revolution Capital Management, LLC: Alpha Program *QEP*06/2007-3.37%-8.11%-10.55%461.00
33Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-1.89%-2.37%-11.59%50.18
34ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/2011-6.02%-4.94%-11.65%753.00
35EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20144.74%5.73%-11.69%148.40
36Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/2004-9.41%-6.68%-11.96%233.00
37Campbell & Company, LP: Campbell Managed Futures04/1983-2.43%1.13%-13.27%3,056.00
38ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-9.76%-3.69%-13.78%2,740.00
39Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/2011-9.84%-4.76%-13.93%58.99
40Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-10.04%-8.95%-14.05%125.10