12/15 - 11/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201210.67%15.45%-5.34%79.00
2Quantitative Investment Management, LLC: Global Program *QEP*10/200310.45%6.26%-2.98%2,667.00
3Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.65%7.80%-0.33%196.86
4Millburn Ridgefield Corporation: Millburn Multi-Markets Program *QEP*10/20049.14%5.22%-5.00%575.00
5Amplitude Capital International Ltd: Klassik Strategy *QEP*09/20098.94%3.55%-11.26%1,120.22
6Millburn Ridgefield Corporation: Diversified Program *QEP*02/19778.57%5.34%-4.61%3,300.00
7Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20097.44%1.47%-9.23%103.00
8Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20056.99%9.89%-6.49%454.00
9Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/20115.48%-7.13%-8.89%439.00
10EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20144.83%11.39%-11.69%218.10
11M6 Capital Management, LLC: Standard Program *QEP*07/20054.67%11.60%-8.22%131.99
12Amplitude Capital International Ltd: Dynamic Strategy *QEP* *CLSD*06/20053.81%8.84%-11.27%474.29
13Millburn Ridgefield Corporation: Commodity Program *QEP*03/20053.58%2.34%-13.75%155.00
14DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/19841.95%14.71%-17.98%674.00
15Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.57%0.22%-1.70%311.00
16Aventis Asset Management, LLC: Aventis Diversified Commodity Strategy *QEP*09/20061.56%-3.57%-10.87%229.00
17Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19971.36%3.64%-5.93%10,500.00
18Revolution Capital Management, LLC: Alpha Program *QEP*06/20071.31%-5.92%-13.67%461.00
19NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.53%0.87%-1.11%67.00
20Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-0.53%4.51%-13.86%237.00
21Portfolio Concept GmbH: PC Global Systematic *QEP*01/2007-0.64%-0.50%-2.80%56.60
22ROW Asset Management, LLC: ROW Diversified Program *QEP*11/2011-1.02%-1.16%-14.69%868.00
23Eckhardt Trading Company: Standard Program *QEP*08/1991-1.27%-0.66%-14.62%155.60
24Degraves Capital Management: Degraves Global Diversified Program *QEP*01/2013-1.53%-6.21%-15.61%95.00
25Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-1.55%1.42%-6.75%161.22
26Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-1.55%-2.02%-8.09%177.00
27Alder Capital DAC: Global 20 Program02/2001-1.97%6.38%-15.93%333.72
28Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-2.49%13.88%-19.30%144.80
29Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-3.13%-0.27%-15.74%117.20
30Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-3.24%4.66%-17.63%4,262.00
31Abraham Trading Company: Abraham Diversified Program01/1988-4.67%-9.28%-17.76%212.66
32Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-4.91%-5.94%-27.19%183.00
33Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-5.44%-5.83%-11.97%403.53
34ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-5.53%-0.66%-26.01%3,480.00
35KeyQuant SAS: Key Trends Program *FRN*01/2010-5.57%-5.66%-21.33%345.00
36Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/1999-5.63%-11.99%-29.39%1,228.27
37Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-7.01%-10.22%-21.64%119.30
38Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-10.48%16.71%-31.33%207.73
39Quest Partners LLC: AlphaQuest Short Bias Program (AQSB) *QEP*05/2013-11.12%-22.14%-38.38%98.27