05/16 - 04/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.89%3.41%0.00%195.53
2NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.59%0.95%-1.11%59.00
3Quantitative Investment Management, LLC: Global Program *QEP*10/200316.00%5.20%-1.26%2,186.00
4Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20147.58%4.88%-1.38%98.00
5Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201213.18%5.34%-1.70%54.00
6Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.77%-1.30%-1.70%318.00
7Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20039.02%0.98%-1.83%187.00
8Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20108.19%2.89%-3.12%110.00
9Millburn Corporation: Millburn Multi-Markets Program10/200411.25%4.33%-3.57%503.00
10Millburn Corporation: Diversified Program02/197710.56%4.50%-3.80%2,064.00
11Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19974.54%1.05%-4.34%233.86
12The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20060.97%4.25%-4.40%51.00
13Chesapeake Capital Corporation: Diversified Program *QEP*02/19881.47%0.36%-4.73%170.36
14Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/20115.13%-2.96%-4.80%451.00
15Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-1.11%-2.69%-4.82%1,204.18
16Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-4.88%-3.43%-6.03%169.00
17Fort LP: FORT Global Contrarian *QEP*10/20027.06%4.45%-6.06%1,804.96
18Amplitude Capital International Limited: Klassik Strategy *QEP*09/200917.91%4.16%-6.24%980.59
19Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-0.93%-3.33%-6.31%435.41
20Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20056.16%5.12%-6.49%437.00
21Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19950.16%-3.10%-6.87%3,972.00
22M6 Capital Management, LLC: Standard Program *QEP*07/20054.45%2.85%-7.42%116.43
23Revolution Capital Management, LLC: Alpha Program *QEP*06/2007-0.65%-5.13%-7.65%454.00
24Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20046.39%1.63%-7.73%496.00
25Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/2009-2.13%-7.59%-8.27%118.98
26Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/1993-2.23%-0.66%-8.39%66.27
27Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-8.05%-1.31%-8.39%98.00
28Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-5.97%-1.45%-9.07%3,994.00
29The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-4.17%5.49%-9.16%106.00
30Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/2009-0.24%-6.59%-9.23%185.00
31Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20056.31%2.70%-10.20%431.11
32ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/2011-8.18%-2.50%-10.67%353.00
33Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-6.39%-1.84%-11.23%121.90
34Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-4.71%-2.11%-11.59%52.00
35Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-11.54%-6.07%-11.64%144.40
36EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20141.51%3.61%-11.69%144.70
37Campbell & Company, LP: Campbell Managed Futures04/1983-3.45%1.48%-13.27%3,142.00
38Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/2011-12.12%-4.26%-13.47%65.79
39ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-12.10%-3.51%-13.61%2,600.00
40Eckhardt Trading Company: Standard Program *QEP*08/1991-7.47%-4.59%-14.53%150.60