06/14 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20081.09%0.40%-1.63%63.00
2Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.64%-0.61%-3.43%315.00
3Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20146.51%3.98%-6.03%77.00
4Fort LP: FORT Global Contrarian *QEP*10/20023.73%5.42%-6.09%1,870.78
5Millburn Corporation: Diversified Program02/19779.90%3.87%-6.81%2,745.00
6Millburn Corporation: Millburn Multi-Markets Program10/200410.34%3.67%-6.87%538.00
7Quantitative Investment Management, LLC: Global Program *QEP*10/200311.51%5.15%-6.92%2,205.00
8Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.23%6.39%-7.18%57.00
9Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20123.74%1.64%-7.22%58.32
10Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.04%-0.47%-7.45%153.40
11Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201111.69%-5.76%-7.59%429.00
12Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/200910.39%-7.17%-8.27%131.40
13Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20035.17%2.55%-8.98%182.00
14The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.81%5.10%-9.16%106.00
15The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.01%4.89%-9.33%51.00
16Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-2.00%-1.70%-10.27%81.00
17Revolution Capital Management, LLC: Alpha Program *QEP*06/20073.58%-8.11%-10.55%461.00
18Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201010.83%3.18%-10.69%111.00
19Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20082.20%-3.53%-11.22%1,207.87
20Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20096.46%4.57%-11.63%199.17
21EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/201410.24%5.73%-11.69%148.40
22Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19954.64%-4.16%-11.70%3,910.00
23ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/20113.28%-4.94%-11.91%753.00
24Millburn Corporation: Commodity Program03/200510.79%-3.96%-11.93%202.00
25Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20104.37%-2.98%-12.77%171.00
26Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.00%-4.93%-12.93%428.63
27Welton Investment Partners LLC: Welton Global *QEP*06/20049.25%1.64%-14.58%522.00
28Eckhardt Trading Company: Standard Program *QEP*08/19911.69%-4.49%-14.62%151.00
29Aspect Capital Limited: Aspect Diversified Program *QEP*12/19989.16%-1.32%-14.88%4,064.00
30Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19977.11%0.33%-14.96%232.00
31Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20132.10%-6.53%-15.61%80.00
32M6 Capital Management, LLC: Standard Program *QEP*07/20050.08%5.10%-15.74%118.26
33Abraham Trading Company: Abraham Diversified Program01/19881.43%-7.02%-16.08%176.05
34DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198416.90%3.27%-17.25%595.00
35KeyQuant SAS: Key Trends Program *FRN*01/201014.78%3.19%-17.95%390.00
36Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20053.11%7.54%-18.26%474.00
37Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/20010.66%-8.95%-18.68%125.10
38QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20104.18%1.25%-18.73%2,920.00
39Conquest Capital Group LLC: Managed Futures Select Program *QEP*06/20046.03%-6.68%-19.80%233.00
40Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-1.53%-2.37%-20.79%50.18