Inception - 10/14
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Diversified Capital Management: Alpha Return01/20140.89%0.89%-0.44%0.23
2Bluegrass Capital Management: Cross Market Bias Model *PROP* *QEP*01/20134.88%1.69%-1.25%30.00
3Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/200917.48%9.29%-1.55%210.75
4Leupold Capital Management, LLC: Short Term Systematic *QEP*01/20142.19%2.19%-1.80%1.00
5Quant Trading, LLC: FX Index Arb - Currency Trading Program *FXE* *PROP* *QEP*09/20125.54%4.13%-1.85%0.03
6Blake Capital Management, Inc.: SRD Currencies03/2013-1.01%-0.31%-1.97%0.20
7Intercontinental Managed Futures, LLC.: ICMF Global Futures Momentum Program11/20120.08%0.00%-2.18%0.70
8NovoDyn Advisors LLC: NDC Mean Reversion FT - A (Extended Markets) *QEP*12/2013-2.51%-2.80%-2.80%1.60
9Blake Capital Management, Inc.: SRD Energies08/2011-0.91%-1.24%-2.96%0.10
10NovoDyn Advisors LLC: NDC Mean Reversion FT - A *QEP*03/20133.52%-3.04%-3.04%3.30
11Stenger Capital Management, LLC: Diversified Trading Program04/20107.34%-1.55%-3.61%60.71
12Bay Hill Capital Advisors: Bay Hill Commodity Alpha *PROP*07/20127.02%2.37%-3.77%40.00
131900 Investments Asset Management: Dynamic Oil Strategy01/20142.92%2.92%-3.90%5.00
14Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/201410.21%10.21%-4.04%7.53
15Midwest Trading Partners, LLC: Micro Arbitrage Program (MAP) *QEP*01/20052.94%-0.43%-4.06%6.96
16SHARPE+SIGNA LLC: SHARPE+SIGNA Managed Currency Series *QEP*06/201025.02%0.35%-4.12%145.00
17Manning & Napier: MN Xenon U.S. Fixed Income (2x) Program *QEP*07/2014-2.36%-2.36%-4.15%686.40
18Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*05/2013-0.92%1.15%-4.29%14.00
19Old Park Capital Ltd.: Maestro *QEP* *FRN*09/20109.71%13.34%-4.29%274.00
20Schindler Capital Management, LLC: Grain Advantage Program06/20132.86%3.33%-4.63%0.05
21Witter & Lester, Inc.: Diversified Trading Program *QEP*04/201310.75%-0.57%-4.70%1.36
22Degraves Capital Management: Degraves Global Diversified Program *QEP*01/201311.19%8.96%-4.77%20.00
23Blake Capital Management, Inc.: SRD Short Equities01/2011-1.34%-0.57%-5.03%0.10
24Value & Growth CTA, LLC: Value & Growth Program06/2014-4.87%-4.87%-5.11%0.04
25Cypress Partners: Cypress Partners Commodity Trading Program *QEP*02/2013-1.01%-0.93%-5.56%55.00
26Advanced Arbitrage Concepts: Advanced Arbitrage Concepts Account 105/201312.31%19.61%-5.61%1.31
27Bluegrass Capital Management: Bluegrass Equity Model *QEP*01/20127.18%10.46%-5.72%2.70
28Red Rock Capital, LLC: Commodity Long-Short09/201336.80%35.13%-5.92%15.02
29Robot Futures, LLC: Climatic Prophets *QEP*04/201431.23%31.23%-6.00%1.60
30Tiber Capital LLP: Tiber Strategic *PROP*06/20123.10%3.33%-6.09%5.00
31Quant Trading, LLC: FX Quant 11 *FXE* *QEP*11/20083.62%3.30%-6.34%0.03
32Vallen Advisors, LLC: Vallen Advisors Short Term Systematic *QEP*03/200912.17%-2.07%-6.45%54.00
33NickJen Capital Management & Consultants: Natural Resource Discretionary Fund - NDR1 *QEP*04/20084.85%0.88%-6.72%8.00
34The Cambridge Strategy Asset Management Ltd.: Asian Markets Currency Alpha (Program)*FX* *QEP*02/20066.01%4.14%-6.96%58.00
35Madison Park Capital Partners, LLC: Madison Park Capital Sentiment Strategy08/201112.69%1.40%-6.96%55.25
36Alpha Centauri Capital Management LLC: Alpha Centauri Tactical Opportunities01/20116.20%7.96%-6.97%0.84
37SA2 Advisors LLP: SA2 Bellwether Plus *FRN* *QEP*06/20127.45%-4.16%-7.04%0.00
38SAGAT Capital Ltd: SAGAT Capital Diversified Systematic Program *QEP*05/20118.61%8.02%-7.07%3.49
39Coloma Capital Futures, LLC: Coloma Capital Futures *QEP*08/20101.29%-0.35%-7.18%5.00
40Brock Thompson Trading: BTT Technical Trend Program *QEP* *PROP*06/20091.88%1.23%-7.30%0.50