12/14 - 11/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Michael J. Frischmeyer, CTA: Michael J. Frischmeyer, CTA *CLSD*01/198110.97%34.85%-12.50%3.34
2Opus Futures, LLC : Opus Futures, LLC Advanced Ag Trading Program03/201114.40%32.99%-25.60%30.76
3White Indian Trading Company Limited: Alternative Hedge *PROP*04/201218.46%26.77%-5.43%0.50
4Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/2001-4.54%16.71%-35.32%207.73
5Synergie Capital Management LLC: Synergie Focused Stratgey01/201522.71%16.56%-12.82%0.00
6Ravinia Investment Management LLC: Volatility Alpha Program *Prop* *Pro Forma*08/201410.92%15.96%-10.44%0.00
7Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/20126.97%15.45%-7.18%79.00
8Goldman Management, Inc.: Goldman Management Stock Index Futures *PROP* *QEP*02/20026.72%15.14%-7.07%13.60
9DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/19848.88%14.71%-17.98%674.00
10Diamond Capital Management LLC: Diamond Enhanced S&P Program10/20097.26%14.45%-10.48%11.04
11Turk Capital LLC: Turk Capital U.S. Equity Long Short Strategy *QEP*04/2014-2.03%14.05%-21.22%35.40
12Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/1990-2.84%13.88%-28.41%144.80
13Demeter Capital Management: Livestock & Grain Trading Program03/20102.65%13.65%-10.39%17.70
14Bluenose Capital Management, LLC: BNC BI Program10/20088.64%12.80%-8.19%2.92
15Bluenose Capital Management, LLC: BNC EI Program07/20103.89%11.99%-18.07%1.92
16Westphal Trading: Diversified Trend-Following *PROP*05/20102.41%11.76%-21.64%0.31
17M6 Capital Management, LLC: Standard Program *QEP*07/20053.72%11.60%-8.22%131.99
18EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/20145.74%11.39%-11.69%218.10
19Pinstripe Trading, LLC: Standard Trading Program08/200913.54%11.17%-3.10%18.30
20M&R Capital, LLC: Discretionary Futures Trading Program05/201417.75%11.12%-23.38%3.23
21Clarke Capital Management, Inc.: FXF-Plus Program05/20043.76%10.00%-18.10%5.00
22Quantica Capital AG: Quantica Managed Futures Program *FRN*01/20050.64%9.89%-18.26%454.00
23Gamma Q, LLC: Commodity Program Managed Account *QEP*04/20113.99%9.46%-7.85%0.00
24Blackwater Capital Management LLC: Blackwater Global Program *QEP*07/2005-1.37%8.93%-14.05%24.00
25Amplitude Capital International Ltd: Dynamic Strategy *QEP* *CLSD*06/2005-1.42%8.84%-26.52%474.29
26Warrington Asset Management, LLC: Tactical Program05/20127.82%7.83%-1.28%0.00
27Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20095.78%7.80%-11.63%196.86
28Typhon Capital Management, LLC: Proteus Dynamic Volatility Program *QEP*10/2011-0.58%6.96%-11.36%0.00
29Alder Capital DAC: Global 20 Program02/20011.47%6.38%-18.50%333.72
30Quantitative Investment Management, LLC: Global Program *QEP*10/200312.92%6.26%-4.07%2,667.00
31HB Capital Management, Inc.: Diversified Program03/20081.06%6.24%-16.20%5.96
32White Indian Trading Company Limited: STAIRS Program10/20081.89%5.90%-17.54%0.81
33Millburn Ridgefield Corporation: Diversified Program *QEP*02/19777.02%5.34%-6.81%3,300.00
34Millburn Ridgefield Corporation: Millburn Multi-Markets Program *QEP*10/20047.61%5.22%-6.87%575.00
35Aspect Capital Limited: Aspect Diversified Program *QEP*12/19982.99%4.66%-17.63%4,262.00
36Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/1997-0.72%4.51%-14.96%237.00
37Ditsch Trading, LLC: Agricultural Trading Program *QEP*01/20110.66%4.41%-19.63%8.04
38Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19972.20%3.64%-6.69%10,500.00
39Amplitude Capital International Ltd: Klassik Strategy *QEP*09/20093.02%3.55%-21.48%1,120.22
40Typhon Capital Management, LLC: Plutus Grain Strategy *QEP*04/20082.15%3.38%-7.30%0.00