05/15 - 04/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.59%0.95%-1.63%59.00
2Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20083.67%-1.30%-1.70%318.00
3Quantitative Investment Management, LLC: Global Program *QEP*10/200318.43%5.20%-2.98%2,186.00
4Millburn Corporation: Millburn Multi-Markets Program10/200410.15%4.33%-3.84%503.00
5Millburn Corporation: Diversified Program02/19779.48%4.50%-3.94%2,064.00
6Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20145.70%4.88%-6.03%98.00
7Fort LP: FORT Global Contrarian *QEP*10/20021.32%4.45%-6.06%1,804.96
8Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-1.19%0.36%-6.61%170.36
9Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20125.20%5.34%-7.18%54.00
10Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20109.41%2.89%-7.22%110.00
11Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201110.00%-2.96%-7.59%451.00
12Revolution Capital Management, LLC: Alpha Program *QEP*06/20074.55%-5.13%-7.65%454.00
13Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-3.73%-3.43%-8.09%169.00
14M6 Capital Management, LLC: Standard Program *QEP*07/20053.00%2.85%-8.22%116.43
15Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20090.95%-7.59%-8.27%118.98
16Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19950.16%-3.10%-8.89%3,972.00
17Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20033.81%0.98%-8.98%187.00
18The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20082.50%5.49%-9.16%106.00
19Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19933.30%-0.66%-9.21%66.27
20Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20093.08%-6.59%-9.23%185.00
21The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20060.37%4.25%-9.33%51.00
22Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20042.64%1.63%-9.86%496.00
23Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-1.76%-1.31%-9.91%98.00
24Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-1.92%-2.69%-10.21%1,204.18
25ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/2011-3.09%-2.50%-10.94%353.00
26Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20093.42%3.41%-11.63%195.53
27EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/2014-0.51%3.61%-11.69%144.70
28Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-4.13%-3.33%-12.68%435.41
29Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19970.34%1.05%-12.85%233.86
30Eckhardt Trading Company: Standard Program *QEP*08/1991-4.91%-4.59%-14.53%150.60
31Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-0.47%-1.45%-14.88%3,994.00
32Degraves Capital Management: Degraves Global Diversified Program *QEP*01/2013-1.69%-5.73%-15.61%78.00
33Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-5.21%-1.84%-15.74%121.90
34Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-2.37%5.12%-15.82%437.00
35Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-5.16%-6.07%-16.21%144.40
36KeyQuant SAS: Key Trends Program *FRN*01/2010-0.62%0.54%-16.31%380.00
37Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-7.22%-2.11%-16.93%52.00
38DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/19843.59%4.04%-17.25%603.00
39Campbell & Company, LP: Campbell Managed Futures04/1983-7.52%1.48%-17.94%3,142.00
40Alder Capital DAC: Global 20 Program02/2001-7.98%-4.01%-18.50%290.00