04/15 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Quantitative Investment Management, LLC: Global Program *QEP*10/200321.45%5.30%-2.98%2,087.00
2Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201114.30%-0.72%-7.59%450.00
3Millburn Corporation: Commodity Program03/20058.75%0.74%-8.29%218.00
4Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20108.69%0.40%-7.22%108.00
5Millburn Corporation: Millburn Multi-Markets Program10/20047.71%3.00%-6.87%492.00
6Millburn Corporation: Diversified Program02/19777.18%3.24%-6.81%2,230.00
7Revolution Capital Management, LLC: Alpha Program *QEP*06/20076.13%-0.59%-4.62%476.00
8Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20145.23%2.23%-6.03%82.00
9Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20125.18%4.50%-7.18%56.00
10Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20034.21%0.67%-8.98%171.00
11Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20093.84%-1.85%-10.04%195.00
12Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20093.44%2.59%-11.63%193.00
13The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20082.73%4.83%-9.04%106.00
14Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.64%-0.95%-2.32%321.00
15Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20092.50%-5.83%-6.52%98.17
16Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19931.71%0.15%-12.69%66.96
17Amplitude Capital International Limited: Klassik Strategy *QEP*09/20091.71%2.01%-21.48%963.51
18M6 Capital Management, LLC: Standard Program *QEP*07/20051.60%1.54%-8.22%127.55
19The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20060.29%3.67%-9.33%51.00
20NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.12%0.78%-1.63%59.00
21Fort LP: FORT Global Contrarian *QEP*10/2002-0.22%3.36%-6.09%1,769.45
22Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/1995-0.57%-1.00%-11.70%3,982.00
23Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/2004-0.67%0.45%-14.58%491.00
24Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-0.76%-0.15%-8.85%98.00
25Degraves Capital Management: Degraves Global Diversified Program *QEP*01/2013-0.76%-5.76%-15.61%78.00
26DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-2.01%4.34%-17.25%603.00
27Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-2.10%0.74%-13.27%233.00
28Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-3.02%0.52%-7.45%176.60
29Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-3.87%-2.53%-11.22%1,211.93
30Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-4.27%-2.43%-12.93%440.41
31Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/1999-4.46%-10.97%-23.54%849.00
32Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-4.60%3.36%-18.26%452.00
33Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-4.81%2.46%-24.23%431.16
34Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-5.19%-0.98%-14.47%3,991.00
35Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-5.41%-3.97%-10.52%167.00
36Quest Partners LLC: AlphaQuest Short Bias Program (AQSB) *QEP*05/2013-5.68%-12.68%-30.89%117.93
37Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-6.10%-1.51%-16.68%120.40
38Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-6.33%-6.18%-16.21%145.10
39Eckhardt Trading Company: Standard Program *QEP*08/1991-6.56%-6.33%-14.53%146.60
40KeyQuant SAS: Key Trends Program *FRN*01/2010-6.93%-1.85%-17.95%370.00