03/16 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-22.94%7.59%-28.37%192.00
2Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-11.86%6.47%-19.30%146.26
3DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-6.68%5.33%-17.25%614.00
4Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-2.76%5.27%-12.85%244.00
5Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201217.16%4.54%-1.70%56.00
6QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-12.92%4.33%-16.53%2,720.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/200311.71%4.26%-2.98%2,079.00
8KeyQuant SAS: Key Trends Program *FRN*01/2010-6.48%3.89%-16.31%385.00
9EMC Capital Advisors LLC: Classic Program *QEP*01/1985-21.57%3.81%-25.08%65.60
10FORT LP: FORT Global Contrarian *QEP*10/20020.18%3.80%-6.06%1,714.74
11The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-2.18%3.72%-9.04%122.00
12Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.07%3.26%-6.49%435.00
13Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-1.92%3.10%-5.91%201.46
14Revolution Capital Management, LLC: Alpha Program *QEP*06/20078.21%2.73%-2.48%493.00
15Millburn Corporation: Diversified Program02/19775.91%2.33%-3.80%2,000.00
16Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-14.37%2.32%-22.99%197.00
17Millburn Corporation: Millburn Multi-Markets Program10/20046.49%2.10%-3.57%398.00
18Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/1995-0.66%2.08%-8.89%4,099.00
19Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20040.60%1.97%-8.53%472.00
20The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/2006-4.84%1.85%-7.78%70.00
21Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.33%1.78%0.00%193.06
22Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-12.18%1.67%-13.63%4,093.00
23Campbell & Company, LP: Campbell Managed Futures04/1983-12.02%1.51%-15.62%3,287.00
24Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/2006-3.63%1.04%-5.62%340.00
25Millburn Corporation: Commodity Program03/2005-7.59%0.77%-8.29%225.00
26Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-8.04%0.74%-8.71%98.00
27M6 Capital Management, LLC: Standard Program *QEP*07/2005-5.07%0.66%-7.63%126.67
28NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/2008-0.18%0.52%-1.11%59.00
29Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20099.39%0.04%-9.23%199.00
30Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201117.19%0.03%-4.52%452.00
31Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19931.30%-0.16%-8.39%67.12
32Amplitude Capital International Limited: Klassik Strategy *QEP*09/200914.63%-0.20%-6.24%930.67
33ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-19.99%-0.24%-20.91%2,150.00
34Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-4.37%-0.27%-11.59%57.45
35ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/2011-7.57%-0.78%-10.94%779.00
36Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20038.03%-0.83%-1.83%168.00
37Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20057.01%-0.87%-10.20%418.22
38Kelly Angle Inc.: Genesis Program *QEP*04/2000-41.81%-1.55%-44.53%62.60
39Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/2011-16.02%-1.61%-17.96%73.04
40Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/2008-0.03%-1.69%-1.70%321.00