04/14 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/200118.21%-3.42%-22.55%2,520.00
2Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/199317.33%0.15%-15.87%66.96
3DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198417.24%4.34%-17.25%603.00
4KeyQuant SAS: Key Trends Program *FRN*01/201017.01%-1.85%-17.95%370.00
5Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201116.21%-0.72%-7.59%450.00
6Millburn Corporation: Commodity Program03/200513.85%0.74%-8.29%218.00
7Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/199913.77%-5.63%-22.99%182.00
8Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/200412.87%0.45%-14.58%491.00
9Millburn Corporation: Millburn Multi-Markets Program10/200412.33%3.00%-6.87%492.00
10Millburn Corporation: Diversified Program02/197711.99%3.24%-6.81%2,230.00
11Aspect Capital Limited: Aspect Diversified Program *QEP*12/199810.76%-0.98%-14.47%3,991.00
12Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201010.68%0.40%-10.69%108.00
13Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/200910.01%-5.83%-6.52%98.17
14Amplitude Capital International Limited: Klassik Strategy *QEP*09/20099.62%2.01%-21.48%963.51
15Quantitative Investment Management, LLC: Global Program *QEP*10/20039.57%5.30%-11.54%2,087.00
16Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19979.51%0.74%-14.96%233.00
17The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20088.91%4.83%-9.04%106.00
18Keck Capital Management, LLC: Keck Program *QEP*12/20038.25%-16.11%-27.03%54.22
19Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19957.47%-1.00%-11.70%3,982.00
20Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/19996.43%-10.97%-23.54%849.00
21Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20096.35%2.59%-11.63%193.00
22Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20036.03%0.67%-8.98%171.00
23Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/20045.28%-7.15%-19.80%232.00
24Campbell & Company, LP: Campbell Managed Futures04/19835.14%-0.04%-21.24%3,182.00
25Revolution Capital Management, LLC: Alpha Program *QEP*06/20074.98%-0.59%-7.53%476.00
26Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.91%0.52%-7.45%176.60
27Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20144.76%2.23%-6.03%82.00
28QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20104.48%0.90%-18.56%2,670.00
29EMC Capital Advisors LLC: Classic Program *QEP*01/19854.48%-2.71%-26.50%59.30
30Fort LP: FORT Global Contrarian *QEP*10/20024.36%3.36%-6.09%1,769.45
31Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20083.99%-2.53%-11.22%1,211.93
32Estlander & Partners Ltd.: Freedom Program *QEP*08/20103.46%-1.51%-16.68%120.40
33Mark J. Walsh & Company: Standard Program09/19853.19%-13.92%-28.78%50.20
34Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20103.13%-3.97%-12.77%167.00
35The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.05%3.67%-9.33%51.00
36Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19902.85%4.37%-28.41%143.23
37Abraham Trading Company: Abraham Diversified Program01/19882.50%-4.20%-13.54%137.33
38Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.37%3.36%-18.26%452.00
39Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20132.30%-5.76%-15.61%78.00
40Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.25%-2.43%-12.93%440.41