04/14 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20081.38%0.78%-1.63%59.00
2Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.08%-0.95%-3.43%321.00
3Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20144.76%2.23%-6.03%82.00
4Fort LP: FORT Global Contrarian *QEP*10/20024.36%3.36%-6.09%1,769.45
5Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/200910.01%-5.83%-6.52%98.17
6Millburn Corporation: Diversified Program02/197711.99%3.24%-6.81%2,230.00
7Millburn Corporation: Millburn Multi-Markets Program10/200412.33%3.00%-6.87%492.00
8Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.91%0.52%-7.45%176.60
9Revolution Capital Management, LLC: Alpha Program *QEP*06/20074.98%-0.59%-7.53%476.00
10Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201116.21%-0.72%-7.59%450.00
11Millburn Corporation: Commodity Program03/200513.85%0.74%-8.29%218.00
12Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-1.82%-0.15%-8.85%98.00
13Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20036.03%0.67%-8.98%171.00
14The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20088.91%4.83%-9.04%106.00
15The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.05%3.67%-9.33%51.00
16Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201010.68%0.40%-10.69%108.00
17Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20083.99%-2.53%-11.22%1,211.93
18Quantitative Investment Management, LLC: Global Program *QEP*10/20039.57%5.30%-11.54%2,087.00
19Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20096.35%2.59%-11.63%193.00
20Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19957.47%-1.00%-11.70%3,982.00
21Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20103.13%-3.97%-12.77%167.00
22Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.25%-2.43%-12.93%440.41
23Abraham Trading Company: Abraham Diversified Program01/19882.50%-4.20%-13.54%137.33
24Aspect Capital Limited: Aspect Diversified Program *QEP*12/199810.76%-0.98%-14.47%3,991.00
25Eckhardt Trading Company: Standard Program *QEP*08/19911.86%-6.33%-14.53%146.60
26Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/200412.87%0.45%-14.58%491.00
27Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19979.51%0.74%-14.96%233.00
28Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20132.30%-5.76%-15.61%78.00
29M6 Capital Management, LLC: Standard Program *QEP*07/2005-0.20%1.54%-15.74%127.55
30Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/199317.33%0.15%-15.87%66.96
31Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/20012.12%-6.18%-16.21%145.10
32Estlander & Partners Ltd.: Freedom Program *QEP*08/20103.46%-1.51%-16.68%120.40
33DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198417.24%4.34%-17.25%603.00
34Alder Capital DAC: Global 20 Program02/20011.04%-2.84%-17.51%290.00
35KeyQuant SAS: Key Trends Program *FRN*01/201017.01%-1.85%-17.95%370.00
36Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.37%3.36%-18.26%452.00
37QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20104.48%0.90%-18.56%2,670.00
38Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/20045.28%-7.15%-19.80%232.00
39Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-1.06%-2.61%-20.79%54.36
40Campbell & Company, LP: Campbell Managed Futures04/19835.14%-0.04%-21.24%3,182.00