08/14 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198413.59%-2.52%-17.58%559.00
2KeyQuant SAS: Key Trends Program *FRN*01/201012.73%-8.80%-20.93%350.00
3Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199912.01%-7.53%-22.99%149.00
4Quantitative Investment Management, LLC: Global Program *QEP*10/200311.95%5.47%-6.92%2,177.00
5Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201011.89%4.25%-10.69%126.00
6Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201111.77%-6.00%-7.78%436.00
7Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/199311.29%2.60%-15.87%68.15
8ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/200111.08%-7.63%-25.92%2,830.00
9Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/200910.19%-8.41%-10.07%128.34
10Amplitude Capital International Limited: Klassik Strategy *QEP*09/20099.68%5.05%-21.48%979.40
11Millburn Corporation: Commodity Program03/20059.02%-5.95%-13.75%177.00
12Alder Capital DAC: Global 20 Program02/20018.99%7.69%-18.50%339.00
13EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20148.56%4.73%-11.69%150.20
14Millburn Corporation: Millburn Multi-Markets Program10/20048.55%-0.06%-6.87%591.00
15Millburn Corporation: Diversified Program02/19778.21%0.28%-6.81%2,905.00
16Welton Investment Partners LLC: Welton Global *QEP*06/20047.93%-2.63%-14.58%466.00
17Aspect Capital Limited: Aspect Diversified Program *QEP*12/19987.80%-3.39%-17.04%3,934.00
18Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20137.69%3.42%-9.59%51.00
19The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.24%2.40%-9.16%142.00
20Mark J. Walsh & Company: Standard Program09/19856.90%-7.89%-29.06%51.30
21Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.87%8.53%-7.18%60.00
22Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20096.71%5.63%-11.63%191.33
23Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20145.76%4.98%-6.03%61.00
24Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20035.54%2.92%-8.98%194.00
25Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19975.45%-5.42%-14.96%194.48
26Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/19995.29%-16.17%-28.01%1,127.10
27Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/20044.79%-6.59%-20.46%244.00
28Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19974.68%-1.37%-6.69%10,900.00
29Bluegrass Capital Management LLC: Cross Market Bias Model *QEP*07/20144.44%0.02%-0.93%225.00
30Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20104.40%-1.59%-12.77%177.00
31Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20084.21%-5.95%-11.22%1,139.07
32Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20133.90%-4.70%-15.61%84.00
33Eckhardt Trading Company: Standard Program *QEP*08/19913.59%-2.78%-14.62%152.50
34QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20103.43%-9.26%-26.10%2,660.00
35Chesapeake Capital Corporation: Diversified Program *QEP*02/19883.08%-1.98%-8.28%133.00
36Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.88%0.21%-3.43%316.00
37Fort LP: FORT Global Contrarian *QEP*10/20022.84%2.94%-6.09%1,906.16
38ROW Asset Management, LLC: ROW Diversified Program *QEP*11/20112.79%-5.85%-14.69%779.00
39Campbell & Company, LP: Campbell Managed Futures04/19832.78%-1.62%-22.40%2,913.00
40Revolution Capital Management, LLC: Alpha Program *QEP*06/20072.75%-9.51%-13.67%428.00