06/12 - 05/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/201116.47%-5.76%-7.71%429.00
2Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201012.39%3.18%-10.69%111.00
3DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198410.16%3.27%-22.36%595.00
4Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20129.92%6.39%-7.18%57.00
5Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/19999.62%2.39%-34.27%164.00
6Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.60%4.57%-11.63%199.17
7QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20108.33%1.25%-18.73%2,920.00
8KeyQuant SAS: Key Trends Program *FRN*01/20107.62%3.19%-18.53%390.00
9Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20096.42%-7.17%-8.27%131.40
10Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.90%7.43%-21.48%991.41
11Millburn Corporation: Diversified Program02/19775.64%3.87%-13.26%2,745.00
12Millburn Corporation: Millburn Multi-Markets Program10/20045.42%3.67%-13.80%538.00
13Welton Investment Partners LLC: Welton Global *QEP*06/20044.98%1.64%-19.09%522.00
14The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20084.91%5.10%-10.76%106.00
15Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20034.74%2.55%-15.85%182.00
16Quantitative Investment Management, LLC: Global Program *QEP*10/20034.63%5.15%-16.63%2,205.00
17Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/19994.54%-13.72%-25.91%1,109.85
18Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.14%-0.47%-13.64%153.40
19Millburn Corporation: Commodity Program03/20054.10%-3.96%-19.45%202.00
20ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/20013.94%-3.69%-26.77%2,740.00
21Fort LP: FORT Global Contrarian *QEP*10/20023.83%5.42%-8.67%1,870.78
22ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/20113.58%-4.94%-11.91%753.00
23Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20053.58%7.54%-18.26%474.00
24Revolution Capital Management, LLC: Alpha Program *QEP*06/20073.03%-8.11%-10.55%461.00
25Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20083.02%-3.53%-14.89%1,207.87
26The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20062.39%4.89%-9.33%51.00
27Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19972.31%0.33%-15.35%232.00
28NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20082.21%0.40%-5.46%63.00
29Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.04%-4.93%-12.93%428.63
30Campbell & Company, LP: Campbell Managed Futures04/19831.77%1.13%-21.24%3,056.00
31Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19901.66%8.50%-28.41%137.13
32M6 Capital Management, LLC: Standard Program *QEP*07/20051.63%5.10%-17.27%118.26
33Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19951.32%-4.16%-13.27%3,910.00
34Aspect Capital Limited: Aspect Diversified Program *QEP*12/19981.22%-1.32%-21.53%4,064.00
35Rhicon Currency Management (Pte) Ltd.: Rhicon Strategic Managed Account Program (2X) *FRN*01/20041.04%-1.12%-27.89%638.00
36Keck Capital Management, LLC: Keck Program *QEP*12/20030.93%-20.71%-31.03%50.87
37Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20100.83%-2.98%-12.77%171.00
38Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20080.78%-0.61%-4.29%315.00
39Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20040.69%-1.70%-13.36%81.00
40Eckhardt Trading Company: Standard Program *QEP*08/19910.25%-4.49%-15.03%151.00