04/14 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Quantitative Investment Management, LLC: Global Program *QEP*10/20039.57%5.30%-11.54%2,087.00
2The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20088.91%4.83%-9.04%106.00
3Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.13%4.50%-7.18%56.00
4Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-2.56%4.45%-35.32%186.37
5Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19902.85%4.37%-28.41%143.23
6DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198417.24%4.34%-17.25%603.00
7The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20063.05%3.67%-9.33%51.00
8Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.37%3.36%-18.26%452.00
9Fort LP: FORT Global Contrarian *QEP*10/20024.36%3.36%-6.09%1,769.45
10Millburn Corporation: Diversified Program02/197711.99%3.24%-6.81%2,230.00
11Millburn Corporation: Millburn Multi-Markets Program10/200412.33%3.00%-6.87%492.00
12Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20096.35%2.59%-11.63%193.00
13Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-3.59%2.46%-26.52%431.16
14Emil Van Essen, LLC: Multi-Strategy Program *QEP*05/20144.76%2.23%-6.03%82.00
15Amplitude Capital International Limited: Klassik Strategy *QEP*09/20099.62%2.01%-21.48%963.51
16M6 Capital Management, LLC: Standard Program *QEP*07/2005-0.20%1.54%-15.74%127.55
17QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20104.48%0.90%-18.56%2,670.00
18NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20081.38%0.78%-1.63%59.00
19Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19979.51%0.74%-14.96%233.00
20Millburn Corporation: Commodity Program03/200513.85%0.74%-8.29%218.00
21Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20036.03%0.67%-8.98%171.00
22Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.91%0.52%-7.45%176.60
23Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/200412.87%0.45%-14.58%491.00
24Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201010.68%0.40%-10.69%108.00
25Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/199317.33%0.15%-15.87%66.96
26Campbell & Company, LP: Campbell Managed Futures04/19835.14%-0.04%-21.24%3,182.00
27Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/2004-1.82%-0.15%-8.85%98.00
28Revolution Capital Management, LLC: Alpha Program *QEP*06/20074.98%-0.59%-7.53%476.00
29Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201116.21%-0.72%-7.59%450.00
30Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20082.08%-0.95%-3.43%321.00
31Aspect Capital Limited: Aspect Diversified Program *QEP*12/199810.76%-0.98%-14.47%3,991.00
32Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19957.47%-1.00%-11.70%3,982.00
33Estlander & Partners Ltd.: Freedom Program *QEP*08/20103.46%-1.51%-16.68%120.40
34Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/2009-2.33%-1.85%-22.26%195.00
35KeyQuant SAS: Key Trends Program *FRN*01/201017.01%-1.85%-17.95%370.00
36Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.25%-2.43%-12.93%440.41
37Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20083.99%-2.53%-11.22%1,211.93
38Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-1.06%-2.61%-20.79%54.36
39EMC Capital Advisors LLC: Classic Program *QEP*01/19854.48%-2.71%-26.50%59.30
40Alder Capital DAC: Global 20 Program02/20011.04%-2.84%-17.51%290.00