08/15 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Quantitative Investment Management, LLC: Global Program *QEP*10/200316.75%5.47%-2.98%2,177.00
2Amplitude Capital International Limited: Klassik Strategy *QEP*09/200910.80%5.05%-13.65%979.40
3Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20109.55%4.25%-7.22%126.00
4Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20139.12%3.42%-5.31%51.00
5Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19937.84%2.60%-9.15%68.15
6Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20147.73%4.98%-4.73%61.00
7M6 Capital Management, LLC: Standard Program *QEP*07/20057.69%11.42%-8.22%133.63
8Millburn Corporation: Millburn Multi-Markets Program10/20047.03%-0.06%-5.00%591.00
9Millburn Corporation: Diversified Program02/19776.57%0.28%-4.61%2,900.00
10Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20096.37%-3.76%-9.23%97.00
11Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.28%8.53%-7.13%60.00
12Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/20113.58%-6.00%-7.78%436.00
13Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20053.32%1.55%-11.27%437.89
14Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.58%0.21%-1.70%316.00
15Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20092.57%5.63%-11.63%191.33
16Bluegrass Capital Management LLC: Cross Market Bias Model *QEP*07/20142.14%0.02%-0.93%225.00
17Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20032.09%2.92%-8.98%194.00
18Millburn Corporation: Commodity Program03/20052.02%-5.96%-13.76%177.00
19EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20141.96%4.73%-11.69%150.20
20Welton Investment Partners LLC: Welton Global *QEP*06/20041.95%-2.63%-8.64%466.00
21Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20121.92%1.96%-2.16%57.91
22Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20131.52%-4.70%-15.61%84.00
23Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20101.31%0.29%-3.09%145.00
24Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20091.27%-8.41%-10.07%128.34
25Revolution Capital Management, LLC: Alpha Program *QEP*06/20071.25%-9.51%-13.67%428.00
26The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20080.95%2.40%-9.16%142.00
27Fort LP: FORT Global Contrarian *QEP*10/20020.46%2.94%-6.06%1,906.16
28NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/2008-0.24%0.83%-1.63%64.00
29Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-0.56%3.74%-11.52%441.00
30Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/1997-0.68%-1.37%-5.93%10,900.00
31Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-1.25%-5.42%-13.86%194.48
32Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-1.27%-1.59%-8.09%177.00
33Eckhardt Trading Company: Standard Program *QEP*08/1991-2.75%-2.78%-14.62%152.50
34Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-3.32%-3.39%-17.04%3,934.00
35Alder Capital DAC: Global 20 Program02/2001-3.55%7.69%-17.08%339.00
36Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/2004-3.66%-6.59%-20.46%244.00
37ROW Asset Management, LLC: ROW Diversified Program *QEP*11/2011-3.71%-5.85%-14.69%779.00
38Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-3.79%-1.98%-7.44%133.00
39Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-3.82%-5.95%-10.21%1,139.07
40DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-3.93%-2.52%-17.58%559.00