08/14 - 07/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Bluegrass Capital Management LLC: Cross Market Bias Model *QEP*07/20144.44%0.02%-0.93%225.00
2NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20081.38%0.83%-1.63%64.00
3Coloma Capital Futures, LLC: Coloma Capital Strategy *QEP*08/20102.63%0.29%-3.09%145.00
4Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.88%0.21%-3.43%316.00
5Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20145.76%4.98%-6.03%61.00
6Fort LP: FORT Global Contrarian *QEP*10/20022.84%2.94%-6.09%1,906.16
7Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19974.68%-1.37%-6.69%10,900.00
8Millburn Corporation: Diversified Program02/19778.21%0.28%-6.81%2,905.00
9Millburn Corporation: Millburn Multi-Markets Program10/20048.55%-0.06%-6.87%591.00
10Quantitative Investment Management, LLC: Global Program *QEP*10/200311.95%5.47%-6.92%2,177.00
11Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.87%8.53%-7.18%60.00
12Third Street Ag Investments LLC: Fundamental Discretionary Ag Program *QEP*08/20121.88%1.96%-7.22%57.91
13Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201111.77%-6.00%-7.78%436.00
14Chesapeake Capital Corporation: Diversified Program *QEP*02/19883.08%-1.98%-8.28%133.00
15Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20035.54%2.92%-8.98%194.00
16The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20087.24%2.40%-9.16%142.00
17Emil Van Essen, LLC: Spread Trading Program Ltd *QEP*07/20137.69%3.42%-9.59%51.00
18Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/200910.19%-8.41%-10.07%128.34
19Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201011.89%4.25%-10.69%126.00
20Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20084.21%-5.95%-11.22%1,139.07
21Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20096.71%5.63%-11.63%191.33
22EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20148.56%4.73%-11.69%150.20
23Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20104.40%-1.59%-12.77%177.00
24Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20071.73%-5.70%-12.93%400.01
25Revolution Capital Management, LLC: Alpha Program *QEP*06/20072.75%-9.51%-13.67%428.00
26Millburn Corporation: Commodity Program03/20059.02%-5.95%-13.75%177.00
27Welton Investment Partners LLC: Welton Global *QEP*06/20047.93%-2.63%-14.58%466.00
28Eckhardt Trading Company: Standard Program *QEP*08/19913.59%-2.78%-14.62%152.50
29ROW Asset Management, LLC: ROW Diversified Program *QEP*11/20112.79%-5.85%-14.69%779.00
30Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19975.45%-5.42%-14.96%194.48
31Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20133.90%-4.70%-15.61%84.00
32M6 Capital Management, LLC: Standard Program *QEP*07/20051.39%11.42%-15.74%133.63
33Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/199311.29%2.60%-15.87%68.15
34Abraham Trading Company: Abraham Diversified Program01/1988-0.26%-5.87%-16.60%163.99
35Estlander & Partners Ltd.: Freedom Program *QEP*08/20101.62%-2.74%-16.68%125.20
36Aspect Capital Limited: Aspect Diversified Program *QEP*12/19987.80%-3.39%-17.04%3,934.00
37DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198413.59%-2.52%-17.58%559.00
38Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20051.35%3.74%-18.26%441.00
39Alder Capital DAC: Global 20 Program02/20018.99%7.69%-18.50%339.00
40Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/20010.63%-8.86%-20.42%125.40