12/16 - 11/17
ProgramInceptionSnapshotARORYTDWDDAUM ($M)
1Winton Capital Management Ltd: Futures Program ("WFP") *CLSD*10/19975.20%3.64%-2.48%10,500.00
2Aspect Capital Limited: Aspect Diversified Program *QEP*12/19984.51%4.66%-6.21%4,262.00
3ISAM Systematic Management: ISAM Systematic Trend USD CLASS A *FRN* *PROP*06/2001-2.19%-0.66%-9.16%3,480.00
4Millburn Ridgefield Corporation: Diversified Program *QEP*02/19776.54%5.34%-4.61%3,300.00
5Quantitative Investment Management, LLC: Global Program *QEP*10/200310.03%6.26%-2.93%2,667.00
6Quest Partners LLC: AlphaQuest Original Program (AQO) *QEP*05/1999-8.02%-11.99%-17.78%1,228.27
7Amplitude Capital International Ltd: Klassik Strategy *QEP*09/20097.02%3.55%-4.36%1,120.22
8ROW Asset Management, LLC: ROW Diversified Program *QEP*11/2011-0.68%-1.16%-7.93%868.00
9DUNN Capital Management, Inc.: World Monetary and Agriculture (WMA) Program *QEP*11/198417.20%14.71%-7.89%674.00
10Millburn Ridgefield Corporation: Millburn Multi-Markets Program *QEP*10/20046.52%5.22%-5.00%575.00
11Amplitude Capital International Ltd: Dynamic Strategy *QEP* *CLSD*06/200512.21%8.84%-2.58%474.29
12Revolution Capital Management, LLC: Alpha Program *QEP*06/2007-1.79%-5.92%-13.67%461.00
13Quantica Capital AG: Quantica Managed Futures Program *FRN*01/200512.64%9.89%-4.59%454.00
14Blue Diamond Asset Management AG: Blue Diamond Non-Directional Strategy10/2011-8.15%-7.13%-8.89%439.00
15Trigon Investment Advisors, LLC: Trigon Discretionary Macro Program *QEP*08/2007-4.56%-5.83%-7.29%403.53
16KeyQuant SAS: Key Trends Program *FRN*01/2010-0.76%-5.66%-15.88%345.00
17Alder Capital DAC: Global 20 Program02/20015.64%6.38%-5.15%333.72
18Greenwave Capital Management, LLC: Greenwave Flagship Plus *QEP*06/20080.43%0.22%-1.69%311.00
19Drury Capital, Inc.: Diversified Trend-Following Program *QEP*05/19975.41%4.51%-11.42%237.00
20Aventis Asset Management, LLC: Aventis Diversified Commodity Strategy *QEP*09/2006-0.48%-3.57%-3.81%229.00
21EMC Capital Advisors LLC: EMC Alpha Plus Program *QEP*05/201412.90%11.39%-4.27%218.10
22Abraham Trading Company: Abraham Diversified Program01/1988-9.07%-9.28%-9.28%212.66
23Altis Partners (Jersey) Limited: Global Futures Portfolio *QEP* (Composite)08/200110.15%16.71%-5.62%207.73
24Global Sigma Group, LLC: Global Sigma Plus Program *QEP*11/20098.41%7.80%-0.33%196.86
25Mulvaney Capital Management Ltd: Global Diversified Program *QEP*05/1999-10.69%-5.94%-17.40%183.00
26Metolius Capital LLC: Metolius Diversified Systematic Global Macro *QEP*06/2010-0.56%-2.02%-3.97%177.00
27Chesapeake Capital Corporation: Diversified Program *QEP*02/19880.44%1.42%-4.92%161.22
28Eckhardt Trading Company: Standard Program *QEP*08/19913.00%-0.66%-6.42%155.60
29Millburn Ridgefield Corporation: Commodity Program *QEP*03/2005-1.76%2.34%-9.72%155.00
30Eclipse Capital Management, Inc.: Global Monetary Program *QEP*08/199016.82%13.88%-7.28%144.80
31M6 Capital Management, LLC: Standard Program *QEP*07/20058.02%11.60%-4.05%131.99
32Estlander & Partners Ltd.: Alpha Trend Program *QEP*01/2001-8.97%-10.22%-12.26%119.30
33Estlander & Partners Ltd.: Freedom Program *QEP*08/20102.17%-0.27%-5.16%117.20
34Katonah Capital Partners Management LLC: KCP Strategy *QEP*07/20166.54%6.43%-1.00%115.00
35Revolution Capital Management, LLC: Mosaic Institutional Program *QEP*09/20095.18%1.47%-6.61%103.00
36Quest Partners LLC: AlphaQuest Short Bias Program (AQSB) *QEP*05/2013-22.83%-22.14%-22.83%98.27
37Degraves Capital Management: Degraves Global Diversified Program *QEP*01/2013-7.93%-6.21%-9.83%95.00
38Goldman Management, Inc.: Goldman Management Stock Index Futures *QEP*01/201217.18%15.45%-0.04%79.00
39NickJen Capital Management & Consultants: Natural Resource Discretionary Program - NDR1 *QEP*04/2008-0.25%0.87%-1.11%67.00
40Portfolio Concept GmbH: PC Global Systematic *QEP*01/2007-0.58%-0.50%-2.80%56.60