12/14 - 11/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20080.92%0.87%-1.63%67.00
2Portfolio Concept GmbH: PC Global Systematic *QEP*01/20070.59%-0.50%-2.80%56.60
3Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.77%0.22%-3.43%311.00
4Quantitative Investment Management, LLC: Global Program *QEP*10/200312.92%6.26%-4.07%2,667.00
5Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19972.20%3.64%-6.69%10,500.00
6Millburn Ridgefield Corporation: Diversified Program *QEP*02/19777.02%5.34%-6.81%3,300.00
7Millburn Ridgefield Corporation: Millburn Multi-Markets Program *QEP*10/20047.61%5.22%-6.87%575.00
8Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.97%15.45%-7.18%79.00
9M6 Capital Management, LLC: Standard Program *QEP*07/20053.72%11.60%-8.22%131.99
10Chesapeake Capital Corporation: Diversified Program *QEP*02/19880.87%1.42%-8.28%161.22
11Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/20118.69%-7.13%-8.89%439.00
12Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20095.78%7.80%-11.63%196.86
13EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20145.74%11.39%-11.69%218.10
14Aventis Asset Management, LLC: Aventis Diversified Commodity Strategy *QEP*09/2006-2.26%-3.57%-11.83%229.00
15Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-0.39%-2.02%-12.77%177.00
16Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-2.15%-5.83%-12.93%403.53
17Revolution Capital Management, LLC: Alpha Program *QEP*06/20071.43%-5.92%-13.67%461.00
18Millburn Ridgefield Corporation: Commodity Program *QEP*03/20057.14%2.34%-13.75%155.00
19Eckhardt Trading Company: Standard Program *QEP*08/1991-0.84%-0.66%-14.62%155.60
20ROW Asset Management, LLC: ROW Diversified Program *QEP*11/2011-0.09%-1.16%-14.69%868.00
21Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-0.72%4.51%-14.96%237.00
22Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20091.56%1.47%-15.49%103.00
23Degraves Capital Management: Degraves Global Diversified Program *QEP*01/20131.03%-6.21%-15.61%95.00
24Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-0.55%-0.27%-16.68%117.20
25Aspect Capital Limited: Aspect Diversified Program *QEP*12/19982.99%4.66%-17.63%4,262.00
26DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/19848.88%14.71%-17.98%674.00
27Abraham Trading Company: Abraham Diversified Program01/1988-4.90%-9.28%-18.12%212.66
28Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20050.64%9.89%-18.26%454.00
29Alder Capital DAC: Global 20 Program02/20011.47%6.38%-18.50%333.72
30Amplitude Capital International Ltd: Klassik Strategy *QEP*09/20093.02%3.55%-21.48%1,120.22
31Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-2.88%-10.22%-21.64%119.30
32KeyQuant SAS: Key Trends Program *FRN*01/20101.18%-5.66%-22.87%345.00
33ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/20014.14%-0.66%-26.01%3,480.00
34Amplitude Capital International Ltd: Dynamic Strategy *QEP* *CLSD*06/2005-1.42%8.84%-26.52%474.29
35Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-0.02%-5.94%-27.19%183.00
36Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-2.84%13.88%-28.41%144.80
37Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/19990.92%-11.99%-29.39%1,228.27
38Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-4.54%16.71%-35.32%207.73
39Quest Partners LLC: AlphaQuest Short Bias Program (AQSB) *QEP*05/2013-4.69%-22.14%-38.38%98.27