08/15 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Bluegrass Capital Management LLC: Cross Market Bias Model *QEP*07/20142.14%0.02%-0.93%225.00
2NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/2008-0.24%0.83%-1.63%64.00
3Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.58%0.21%-1.70%316.00
4Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20121.92%1.96%-2.16%57.91
5Quantitative Investment Management, LLC: Global Program *QEP*10/200316.75%5.47%-2.98%2,177.00
6Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20101.31%0.29%-3.09%145.00
7Millburn Corporation: Diversified Program02/19776.57%0.28%-4.61%2,900.00
8Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20147.73%4.98%-4.73%61.00
9Millburn Corporation: Millburn Multi-Markets Program10/20047.03%-0.06%-5.00%591.00
10Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20139.12%3.42%-5.31%51.00
11Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/1997-0.68%-1.37%-5.93%10,900.00
12Fort LP: FORT Global Contrarian *QEP*10/20020.46%2.94%-6.06%1,906.16
13Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.28%8.53%-7.13%60.00
14Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20109.55%4.25%-7.22%126.00
15Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-3.79%-1.98%-7.44%133.00
16Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/20113.58%-6.00%-7.78%436.00
17Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-1.27%-1.59%-8.09%177.00
18M6 Capital Management, LLC: Standard Program *QEP*07/20057.69%11.42%-8.22%133.63
19Welton Investment Partners LLC: Welton Global *QEP*06/20041.95%-2.63%-8.64%466.00
20Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20032.09%2.92%-8.98%194.00
21Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19937.84%2.60%-9.15%68.15
22The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20080.95%2.40%-9.16%142.00
23Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20096.37%-3.76%-9.23%97.00
24Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20091.27%-8.41%-10.07%128.34
25Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-3.82%-5.95%-10.21%1,139.07
26Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/20053.32%1.55%-11.27%437.89
27Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-0.56%3.74%-11.52%441.00
28Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20092.57%5.63%-11.63%191.33
29EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20141.96%4.73%-11.69%150.20
30Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-5.49%-5.70%-12.18%400.01
31Amplitude Capital International Limited: Klassik Strategy *QEP*09/200910.80%5.05%-13.65%979.40
32Revolution Capital Management, LLC: Alpha Program *QEP*06/20071.25%-9.51%-13.67%428.00
33Millburn Corporation: Commodity Program03/20052.02%-5.96%-13.76%177.00
34Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-1.25%-5.42%-13.86%194.48
35Eckhardt Trading Company: Standard Program *QEP*08/1991-2.75%-2.78%-14.62%152.50
36ROW Asset Management, LLC: ROW Diversified Program *QEP*11/2011-3.71%-5.85%-14.69%779.00
37Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20131.52%-4.70%-15.61%84.00
38Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-4.40%-2.74%-15.74%125.20
39Abraham Trading Company: Abraham Diversified Program01/1988-4.93%-5.87%-16.23%163.99
40Campbell & Company, LP: Campbell Managed Futures04/1983-5.45%-1.57%-16.85%2,913.00