04/15 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Quantitative Investment Management, LLC: Global Program *QEP*10/200321.45%5.30%-2.98%2,087.00
2The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20082.73%4.83%-9.04%106.00
3Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20125.18%4.50%-7.18%56.00
4Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-17.81%4.45%-35.32%186.37
5Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-11.86%4.37%-27.44%143.23
6DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/1984-2.01%4.34%-17.25%603.00
7The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20060.29%3.67%-9.33%51.00
8Quantica Capital AG: Quantica Managed Futures Program *FRN*01/2005-4.60%3.36%-18.26%452.00
9Fort LP: FORT Global Contrarian *QEP*10/2002-0.22%3.36%-6.09%1,769.45
10Millburn Corporation: Diversified Program02/19777.18%3.24%-6.81%2,230.00
11Millburn Corporation: Millburn Multi-Markets Program10/20047.71%3.00%-6.87%492.00
12Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20093.44%2.59%-11.63%193.00
13Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-4.81%2.46%-24.23%431.16
14Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20145.23%2.23%-6.03%82.00
15Amplitude Capital International Limited: Klassik Strategy *QEP*09/20091.71%2.01%-21.48%963.51
16M6 Capital Management, LLC: Standard Program *QEP*07/20051.60%1.54%-8.22%127.55
17QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/2010-9.35%0.90%-18.56%2,670.00
18NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.12%0.78%-1.63%59.00
19Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-2.10%0.74%-13.27%233.00
20Millburn Corporation: Commodity Program03/20058.75%0.74%-8.29%218.00
21Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20034.21%0.67%-8.98%171.00
22Chesapeake Capital Corporation: Diversified Program *QEP*02/1988-3.02%0.52%-7.45%176.60
23Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/2004-0.67%0.45%-14.58%491.00
24Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/20108.69%0.40%-7.22%108.00
25Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19931.71%0.15%-12.69%66.96
26Campbell & Company, LP: Campbell Managed Futures04/1983-10.08%-0.04%-21.24%3,182.00
27Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-0.76%-0.15%-8.85%98.00
28Revolution Capital Management, LLC: Alpha Program *QEP*06/20076.13%-0.59%-4.62%476.00
29Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201114.30%-0.72%-7.59%450.00
30Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.64%-0.95%-2.32%321.00
31Aspect Capital Limited: Aspect Diversified Program *QEP*12/1998-5.19%-0.98%-14.47%3,991.00
32Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/1995-0.57%-1.00%-11.70%3,982.00
33Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-6.10%-1.51%-16.68%120.40
34Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20093.84%-1.85%-10.04%195.00
35KeyQuant SAS: Key Trends Program *FRN*01/2010-6.93%-1.85%-17.95%370.00
36Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-4.27%-2.43%-12.93%440.41
37Willowbridge Associates Inc.: wPraxis Futures Enhanced05/2008-3.87%-2.53%-11.22%1,211.93
38Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-8.98%-2.61%-19.25%54.36
39EMC Capital Advisors LLC: Classic Program *QEP*01/1985-9.43%-2.71%-26.50%59.30
40Alder Capital DAC: Global 20 Program02/2001-7.65%-2.84%-17.51%290.00