04/12 - 03/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Quantitative Investment Management, LLC: Global Program *QEP*10/20037.32%5.30%-16.63%2,087.00
2The Cambridge Strategy Asset Management Ltd.: Emerging Markets Currency Alpha (Program)*FX* *QEP*02/20086.39%4.83%-10.76%106.00
3Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20128.27%4.50%-7.18%56.00
4Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-5.90%4.45%-35.32%186.37
5Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/19901.80%4.37%-28.41%143.23
6DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198412.65%4.34%-22.36%603.00
7The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20062.43%3.67%-9.33%51.00
8Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20052.18%3.36%-18.26%452.00
9Fort LP: FORT Global Contrarian *QEP*10/20023.52%3.36%-8.67%1,769.45
10Millburn Corporation: Diversified Program02/19776.31%3.24%-13.26%2,230.00
11Millburn Corporation: Millburn Multi-Markets Program10/20045.95%3.00%-13.80%492.00
12Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20099.85%2.59%-11.63%193.00
13Amplitude Capital International Limited: Dynamic Strategy *QEP* *CLSD*06/2005-1.06%2.46%-26.52%431.16
14Amplitude Capital International Limited: Klassik Strategy *QEP*09/20096.18%2.01%-21.48%963.51
15M6 Capital Management, LLC: Standard Program *QEP*07/20051.47%1.54%-17.27%127.55
16QMS Capital Management LP: QMS Diversified Global Macro Program *QEP*06/20105.96%0.90%-18.56%2,670.00
17NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/20082.54%0.78%-5.46%59.00
18Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19972.30%0.74%-15.35%233.00
19Millburn Corporation: Commodity Program03/20054.74%0.74%-20.83%218.00
20Paskewitz Asset Management, LLC: Contrarian S&P 500 Stock Index Program *QEP*12/20034.05%0.67%-15.85%171.00
21Chesapeake Capital Corporation: Diversified Program *QEP*02/19884.14%0.52%-14.72%176.60
22Welton Investment Partners LLC: Global Directional Portfolio *QEP*06/20045.19%0.45%-19.09%491.00
23Goldenwise Capital Management Inc.: Goldenwise Quantitative Multi-Strategy *QEP*01/201013.01%0.40%-10.69%108.00
24Tactical Investment Management Corp.: Institutional Commodity Program *QEP*04/19938.78%0.15%-24.89%66.96
25Campbell & Company, LP: Campbell Managed Futures04/19832.58%-0.04%-21.24%3,182.00
26Systematic Alpha Management LLC: Systematic Alpha Futures Program *QEP*06/20042.35%-0.15%-13.08%98.00
27Revolution Capital Management, LLC: Alpha Program *QEP*06/20076.59%-0.59%-7.53%476.00
28Blue Diamond Asset Management AG Switzerland: Blue Diamond Non-Directional Strategy10/201117.53%-0.72%-7.71%450.00
29Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20081.21%-0.95%-4.29%321.00
30Aspect Capital Limited: Aspect Diversified Program *QEP*12/19981.65%-0.98%-21.53%3,991.00
31Transtrend B.V.: Diversified Trend Program - Enhanced Risk USD01/19953.59%-1.00%-13.27%3,982.00
32Estlander & Partners Ltd.: Freedom Program *QEP*08/2010-0.39%-1.51%-16.68%120.40
33Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/2009-2.55%-1.85%-27.62%195.00
34KeyQuant SAS: Key Trends Program *FRN*01/20105.99%-1.85%-18.53%370.00
35Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/20072.07%-2.43%-12.93%440.41
36Willowbridge Associates Inc.: wPraxis Futures Enhanced05/20084.84%-2.53%-14.89%1,211.93
37Rabar Market Research, Inc.: Diversified Program *QEP*01/1989-1.17%-2.61%-20.79%54.36
38EMC Capital Advisors LLC: Classic Program *QEP*01/1985-0.11%-2.71%-27.21%59.30
39Alder Capital DAC: Global 20 Program02/20012.46%-2.84%-22.51%290.00
40ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/20014.31%-3.42%-26.77%2,520.00