06/16 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-6.23%9.01%-21.42%195.31
2Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-2.28%8.50%-18.37%137.13
3Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20059.37%7.54%-6.49%474.00
4Amplitude Capital International Limited: Klassik Strategy *QEP*09/200919.54%7.43%-6.24%991.41
5Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201212.73%6.39%-1.70%57.00
6EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20144.74%5.73%-11.69%148.40
7Fort LP: FORT Global Contrarian *QEP*10/20026.62%5.42%-6.06%1,870.78
8Quantitative Investment Management, LLC: Global Program *QEP*10/200314.13%5.15%-1.26%2,205.00
9The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/2008-4.30%5.10%-8.94%106.00
10M6 Capital Management, LLC: Standard Program *QEP*07/20057.31%5.10%-7.42%118.26
11The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.71%4.89%-2.41%51.00
12Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.29%4.57%0.00%199.17
13Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20058.51%4.07%-10.20%442.64
14Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20148.16%3.98%-0.93%77.00
15Millburn Corporation: Diversified Program02/19778.66%3.87%-3.80%2,745.00
16Millburn Corporation: Millburn Multi-Markets Program10/20049.31%3.67%-3.57%538.00
17DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-1.47%3.27%-17.25%595.00
18KeyQuant SAS: Key Trends Program *FRN*01/20102.00%3.19%-15.75%390.00
19Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20106.19%3.18%-3.12%111.00
20Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/200310.16%2.55%-1.83%182.00
21Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199911.27%2.39%-21.20%164.00
22Welton Investment Partners LLC: Welton Global *QEP*06/20049.63%1.64%-7.73%522.00
23Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20121.02%1.64%-2.16%58.32
24QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-3.98%1.25%-14.41%2,920.00
25Campbell & Company, LP: Campbell Managed Futures04/1983-2.43%1.13%-13.27%3,056.00
26NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.01%0.40%-1.11%63.00
27Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19975.33%0.33%-4.70%232.00
28Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-0.22%-0.47%-5.17%153.40
29EMC Capital Advisors LLC: Classic Program *QEP*01/1985-11.38%-0.59%-16.74%56.10
30Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.43%-0.61%-1.70%315.00
31Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/2004-19.02%-1.12%-20.97%638.00
32Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-4.16%-1.32%-9.07%4,064.00
33Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-8.75%-1.70%-8.75%81.00
34Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-1.89%-2.37%-11.59%50.18
35Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-2.06%-2.98%-6.03%171.00
36Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-1.67%-3.53%-4.55%1,207.87
37ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-9.76%-3.69%-13.78%2,740.00
38Millburn Corporation: Commodity Program03/2005-10.27%-3.96%-10.48%202.00
39Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19952.36%-4.16%-7.51%3,910.00
40Eckhardt Trading Company: Standard Program *QEP*08/1991-5.43%-4.49%-14.62%151.00