04/16 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Quantitative Investment Management, LLC: Global Program *QEP*10/200316.28%5.30%-1.26%2,087.00
2The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-4.15%4.83%-9.04%106.00
3Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201212.50%4.50%-1.70%56.00
4Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-17.68%4.45%-21.42%186.37
5Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-12.98%4.37%-18.72%143.23
6DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-3.66%4.34%-17.25%603.00
7The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/2006-0.92%3.67%-5.66%51.00
8Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20055.11%3.36%-6.49%452.00
9Fort LP: FORT Global Contrarian *QEP*10/20023.25%3.36%-6.06%1,769.45
10Millburn Corporation: Diversified Program02/19776.87%3.24%-3.80%2,230.00
11Millburn Corporation: Millburn Multi-Markets Program10/20047.50%3.00%-3.57%492.00
12Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.07%2.59%0.00%193.00
13Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20056.07%2.46%-10.20%431.16
14Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20143.34%2.23%-2.82%82.00
15Amplitude Capital International Limited: Klassik Strategy *QEP*09/200915.93%2.01%-6.24%963.51
16M6 Capital Management, LLC: Standard Program *QEP*07/20052.78%1.54%-7.42%127.55
17QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-10.84%0.90%-14.22%2,670.00
18NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.49%0.78%-1.11%59.00
19Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-4.06%0.74%-10.15%233.00
20Millburn Corporation: Commodity Program03/2005-6.20%0.74%-6.89%218.00
21Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200310.77%0.67%-1.83%171.00
22Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-0.17%0.52%-4.73%176.60
23Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20044.69%0.45%-7.73%491.00
24Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201010.23%0.40%-3.12%108.00
25Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19934.18%0.15%-8.39%66.96
26Campbell & Company, LP: Campbell Managed Futures04/1983-10.17%-0.04%-13.27%3,182.00
27Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-8.48%-0.15%-8.48%98.00
28Revolution Capital Management, LLC: Alpha Program *QEP*06/20073.97%-0.59%-3.23%476.00
29Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/20118.96%-0.72%-4.52%450.00
30Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.33%-0.95%-1.70%321.00
31Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-10.27%-0.98%-10.27%3,991.00
32Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/1995-1.81%-1.00%-7.14%3,982.00
33Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-7.62%-1.51%-12.69%120.40
34Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20094.91%-1.85%-9.23%195.00
35KeyQuant SAS: Key Trends Program *FRN*01/2010-5.95%-1.85%-15.75%370.00
36Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-1.32%-2.43%-6.31%440.41
37Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-2.13%-2.53%-5.97%1,211.93
38Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-4.09%-2.61%-11.59%54.36
39EMC Capital Advisors LLC: Classic Program *QEP*01/1985-21.01%-2.71%-21.01%59.30
40Alder Capital DAC: Global 20 Program02/2001-10.42%-2.84%-14.91%290.00