03/12 - 02/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.11%-1.69%-4.29%321.00
2NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20082.24%0.52%-5.46%59.00
3Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20128.73%4.54%-7.18%56.00
4Revolution Capital Management, LLC: Alpha Program *QEP*06/20078.17%2.73%-7.53%493.00
5Three Rock Capital Management: Three Rock Capital Management Global Macro Program *QEP*01/20097.50%-4.98%-7.54%90.41
6Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201118.86%0.03%-7.71%452.00
7FORT LP: FORT Global Contrarian *QEP*10/20023.40%3.80%-8.67%1,714.74
8The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20061.70%1.85%-9.33%70.00
9The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20085.89%3.72%-10.76%122.00
10ROW Asset Management, LLC: ROW Diversified Strategy *QEP*11/20114.82%-0.78%-10.94%779.00
11Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200910.06%1.78%-11.63%193.06
12Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/20100.23%-3.01%-11.90%167.00
13Abraham Trading Company: Abraham Diversified Program01/19881.70%-2.75%-12.22%197.01
14Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.36%-2.21%-12.93%441.42
15Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20041.58%0.74%-13.08%98.00
16Millburn Corporation: Diversified Program02/19775.51%2.33%-13.26%2,000.00
17Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19954.04%2.08%-13.27%4,099.00
18Millburn Corporation: Millburn Multi-Markets Program10/20045.20%2.10%-13.80%398.00
19Rotella Capital Management Inc.: Orion Program *QEP*07/20061.94%-10.56%-14.67%50.56
20Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.90%3.10%-14.72%201.46
21Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20085.21%-1.92%-14.89%1,257.18
22Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19973.79%5.27%-15.35%244.00
23Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20034.32%-0.83%-15.85%168.00
24Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-0.95%-3.78%-16.28%157.60
25Quantmetrics Capital Management, LLP: QM Multi Strategy Portfolio *QEP*05/20064.17%1.04%-16.54%340.00
26Quantitative Investment Management, LLC: Global Program *QEP*10/20037.36%4.26%-16.63%2,079.00
27Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-1.39%-2.47%-16.68%123.40
28M6 Capital Management, LLC: Standard Program *QEP*07/20050.99%0.66%-17.27%126.67
29Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.10%3.26%-18.26%435.00
30QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20106.96%4.33%-18.56%2,720.00
31Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20045.20%1.97%-19.09%472.00
32KeyQuant SAS: Key Trends Program *FRN*01/20106.48%3.89%-19.29%385.00
33Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-1.69%-0.27%-20.79%57.45
34Millburn Corporation: Commodity Program03/20054.98%0.77%-20.83%225.00
35Campbell & Company, LP: Campbell Managed Futures04/19832.36%1.51%-21.24%3,287.00
36Amplitude Capital International Limited: Klassik Strategy *QEP*09/20095.35%-0.20%-21.48%930.67
37Quest Partners LLC: Quest Tracker Index Program (QTI) *QEP*08/20111.29%-1.61%-21.59%73.04
38Aspect Capital Limited: Aspect Diversified Program *QEP*12/19981.65%1.67%-22.21%4,093.00
39DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198412.19%5.33%-22.36%614.00
40Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/19995.53%-10.24%-22.91%779.00