July 12 Month Return
8/15/2017
CTA Ranking Reports
July 2017 Performance CTAs Ranked by 12 Month Return Performance Results reported or amended subsequent to Tuesday August 15, 2017 are not reflected in this Report Click on column headings to sort | Note that Annual Compound ROR and Worst Drawdown are from Inception
Rank
Manager
Investment Monthly Restrictions Return
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Minimum Investment
Annual Worst Compound Drawdown ROR
1
Alpha Z Advisors LLC MAP
QEPs Only
5.27%
38.16%
62.01%
$12.073
$250,000
59.51% 24.12%
2
Eamon Capital Zephyr Prg
QEPs Only
3.35%
16.26%
34.23%
$15.434
$300,000
33.73%
3.64%
3
Buckingham Global Adv. Emini
1.54%
13.96%
25.29%
$9.736
$100,000
20.71%
6.28%
4
LJM Partners Aggressive
1.24%
10.89%
24.06%
$47.000
$500,000
19.82% 63.65%
5
GNE Mgt S&P Futures & Options
0.70%
9.90%
23.66%
$18.200
$200,000
21.65%
6
Mad Group Investments LLC Intermediate Growth
2.93%
10.67%
21.43%
$0.089
$50,000
13.94% 18.72%
7
White River Dynamic S&P Options
1.96%
9.53%
20.54%
$30.051
$50,000
12.78% 10.81%
8
LJM Partners Mod. Aggressive
0.92%
10.01%
20.15%
$337.000
$500,000
17.55% 43.22%
9
Bluenose Capital Mgt BNC EI
1.14%
7.93%
18.83%
$1.856
$15,000
6.04% 22.91%
10
White River SI Option Writing
2.57%
10.31%
17.87%
$34.354
$20,000
12.31% 18.73%
11
Bluenose Capital Mgt BNC BI
1.24%
9.06%
16.17%
$2.610
$30,000
11.02% 16.81%
12
Tianyou Asset Mgt Tianyou Fund LP
13
Bluenose Capital Mgt BNC CL
14
Crescendo Neutron Decay
15
Demeter Cap. Livestock & Grain
16
Quantitative Invest Mgt Global
17 18 19
QuantScape US Eq Indx
20
Crescent Bay Balanced Volatility
21
Covenant Capital Mgt Tactical Growth
22
Goldman Mgt Stock Index
QEPs Only
23
Red Oak Advisors, Inc. Fund. Prg
QEPs Only
24
Opus Futures, LLC Advanced Ag
25
HB Capital Mgt Diversified
26
Pinstripe Trading Standard
27
M6 Capital Mgt, LLC Standard
28
HiProb Capital Mgt HiProbI
29
QEPs Only
16.34%
4.61%
8.87%
1.15%
10.97%
14.69%
$87.663
$2,000,000
30.34% 16.66%
1.08%
5.59%
13.75%
7.15%
$0.489
$15,000
4.55% 29.32%
0.14%
3.44%
13.64%
2.29%
$1.470
$50,000
6.35% 10.24%
QEPs Only
2.51%
13.86%
13.45%
$13.750
$50,000
10.97% 20.92%
QEPs Only
0.13%
5.47%
13.37%
$2,086.000 $20,000,000
9.86% 16.63%
Eclipse Cap Mgt Alpha Asia
6.74%
0.86%
13.22%
50.039
25,000
11.47%
8.64%
Carbide Capital Inc Absolute Return
1.03%
7.59%
13.16%
$27.000
$200,000
12.21%
3.76%
0.55%
5.16%
12.96%
$9.966
$500,000
14.95%
9.37%
0.21%
6.09%
12.90%
$1.073
$50,000
3.64%
12.89%
12.89%
$3.700
$100,000
1.71%
8.84%
11.88%
3.20%
5.75%
11.72%
4.86%
28.63%
11.66%
3.18%
10.00%
10.73%
0.00%
4.07%
10.24%
5.12%
11.41%
10.19%
0.35%
5.77%
Intex, Inc Covered Options PF
0.62%
30
Intex, Inc Covered Options
31
Global Sigma Group Plus Prg
32
Goldenwise Quant MS (P&C)
33
QEPs Only
0.17%
7.28%
20.21%
4.41% 39.34% 23.10%
1.10%
9.35%
7.19%
$60.000
$350,000
$25.850
$5,000,000
12.97% 37.32%
$27.342
$100,000
9.38% 50.62%
3.18%
$5.940
$100,000
3.94% 23.71%
$7.872
$125,000
8.31% 11.31%
2.55%
$133.631
$300,000
9.81%
$21.250
$500,000
25.73%
6.70%
5.64%
9.68%
$2.959
$25,000
12.61%
3.99%
0.62%
5.64%
9.66%
$2.959
$25,000
10.95%
3.99%
QEPs Only
0.44%
5.63%
9.38%
$191.329
$1,000,000
13.34% 11.63%
QEPs Only
0.42%
4.11%
8.94%
$126.000
$200,000
37.76% 10.69%
Crescent Bay Premium SI
1.07%
10.71%
8.70%
$0.013
$10,000
5.16% 26.46%
34
Diamond Capital Enhanced S&P
1.81%
7.39%
8.60%
$10.219
$150,000
13.50% 10.81%
35
Salona Capital, LLC All Commodity Prg
0.24%
6.25%
8.58%
0.24%
$6.870
$100,000
8.58%
2.15%
36
Salona Capital, LLC Standard Stock Index
0.08%
6.18%
8.04%
0.08%
$2.568
$25,000
8.11%
2.12%
37
White River Diversified Option Writer
0.96%
2.81%
8.02%
65.21%
$1.221
$20,000
1.01% 67.88%
38
Tlaloc Capital Grains Program
0.17%
4.81%
7.76%
6.35%
$3.985
$500,000
39
Roe Capital Mgt, Inc. U.V.E.R.
5.44%
7.61%
7.61%
$4.318
$50,000
19.24%
1.05%
40
NuWave Investment Mgt ShortTerm Futures Portfolio
1.51%
2.95%
7.34%
0.15%
$37.530
$5,000,000
7.27%
1.64%
41
Urban Tree Capital UTC Plus
$0.474
$100,000
3.43% 13.72%
42
Paskewitz Contrarian S&P
0.13%
$194.000
$1,000,000
11.37% 18.07%
43
2BLUE CAPITAL Tactical ES (C)
$3.500
$100,000
29.95%
44
Salona Capital, LLC All Commodity Prg 2
$0.346
$25,000
6.86%
1.96%
QEPs Only
QEPs Only
4.83%
4.65%
7.31%
QEPs Only 0.13%
2.94%
7.08%
1.29%
6.77%
6.77%
0.05%
5.06%
6.43%
0.05%
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=4&for=2017-08-15&type=%20&desc=1
5.57% 17.28%
7.82% 14.46%
1/5
8/15/2017 Rank
CTA Ranking Reports Manager
Investment Monthly Restrictions Return
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Minimum Investment
Annual Worst Compound Drawdown ROR
45
Trigon Invst Advisors FX Program
QEPs Only
4.43%
3.41%
6.22%
3.07%
$3.315
$5,000,000
4.04% 19.94%
46
Cafe Trading Advisors Coffee Program
QEPs Only 10.53%
6.12%
6.12%
3.24%
$0.017
$15,000
19.51% 12.46%
47
Pearl Capital Advisors Pearl Hedged VIX
QEPs Only 0.96%
2.22%
6.06%
2.13%
$19.100
$500,000
8.44%
3.71%
48
Trading Study SPK Options
0.21%
1.58%
5.58%
0.21%
$0.405
$15,000
2.19%
8.37%
49
QQFund.com LLC Invst Prg 1
11.33%
50.32%
5.57%
$4.161
$100,000
29.99% 35.81%
50
Camkay Capital SI STerm
0.34%
7.39%
5.55%
9.95% 20.79%
51
Bluegrass Capital Mgt S&P 500 Equity Prg
0.20%
4.37%
5.52%
52
M&R Capital LLC Discretionary
1.49%
1.55%
5.19%
53
Evergreen Commodity A. Discretionary Energy
3.22%
0.23%
54
Double Helix Cap. Double Helix
0.24%
4.70%
55
Advanced Arbitrage # Two
8.42%
56
Gregory P. Asset Mgt Low Volatility Income
0.32%
57
O'Brien Investment Group Discretionary Global Macro
QEPs Only
58
Greenwave Capital Flagship Plus 2X
59
Coloma Capital Hedged Volatility
60
Mad Group Investments LLC Standard Growth
61
Coloma Capital Futures Sep A/C
62
Wharton Capital Mgt Ag Futures
63
Trigon Invst Advisors Global Macro
QEPs Only
64 65 66
Four Seasons Hawkeye Spread
67
Pak Capital LLC Currency Prg
68
$3.082
$100,000
$14.500
$1,000,000
8.01%
$2.888
$100,000
27.67% 23.38%
4.97%
3.37%
$21.856
$100,000
20.00%
4.86%
4.04%
$14.903
$25,000
8.23%
4.33%
10.98%
$0.104
$100,000
9.66% 19.16%
3.99%
4.07%
13.77%
$0.195
$100,000
5.73% 27.23%
0.47%
0.33%
4.05%
1.88%
$11.000
$2,000,000
6.04%
3.97%
QEPs Only
0.69%
0.69%
3.90%
$316.000
$300,000
4.13%
3.53%
QEPs Only
0.40%
0.36%
3.31%
5.99%
$9.750
$250,000
6.17%
9.75%
3.04%
88.53%
$0.000
$25,000
QEPs Only
0.00% QEPs Only
1.72%
4.56%
5.57%
3.37%
6.91% 13.48%
12.05% 88.87%
0.60%
0.29%
2.91%
0.61%
$14.500
$1,000,000
0.84%
3.09%
2.66%
1.33%
$15.004
$100,000
11.95% 11.99%
1.96%
7.15%
0.58%
1.92%
2.23%
8.62%
$0.000
$5,000,000
2.62% 13.17%
Vilk Commodity Services Base Metals RV
QEPs Only 1.35%
3.05%
$0.001
$2,000,000
3.66%
Greenwave Capital Flagship Plus
QEPs Only
$316.000
$1,000,000
8.40% 11.62%
$101.000
$500,000
8.03% 12.47%
$2.200
$1,000,000
5.73% 10.62%
$979.400 $20,000,000
4.96% 21.47%
1.84%
2.21%
0.30%
0.21%
1.92%
0.10%
2.68%
1.59%
1.22%
1.58%
1.58%
Amplitude Capital Klassik $B
QEPs Only 2.02%
3.06%
1.50%
2.22%
69
Brandywine Asset Mgt Symphony
QEPs Only
0.96%
2.47%
1.02%
14.49%
$23.000
$5,000,000
1.38% 25.58%
70
Parkestone Capital Mgt Collision Methodology
3.82%
7.65%
1.01%
19.09%
$1.040
$90,000
3.23% 27.67%
71
Orion Capital Advisors, Inc. Beta Opportunity (Client)
QEPs Only
0.28%
0.89%
0.89%
$0.332
$100,000
3.61%
0.10%
72
Bluegrass Capital Mgt Cross Market Bias Model
QEPs Only
0.08%
0.02%
0.77%
$225.000
$3,000,000
4.74%
0.93%
73
LEH Advisor LLC Break Out Point
0.17%
0.48%
0.58%
39.90%
$0.647
$300,000
8.80% 40.75%
74
Claughton Capital Institutional
1.19%
8.40%
0.55%
10.85%
$18.300
$1,000,000
5.39% 25.55%
75
Four Seasons Lone Star
0.60%
0.84%
0.50%
2.83%
$23.500
$200,000
76
Trigon Invst Advisors Disc. Macro
QEPs Only 0.86%
5.70%
0.47%
11.42%
$400.013
$5,000,000
1.67% 13.08%
77
Ancile Capital Mgt Global Mkts
0.88%
0.94%
0.45%
2.55%
$3.500
$1,000,000
11.13% 16.18%
78
Jaguar Inv. Ultro Capital Strat
QEPs Only 0.44%
0.25%
0.02%
1.11%
$83.890
$1,000,000
6.20%
2.01%
79
Jaguar Inv. Aegir Strategy
QEPs Only 1.50%
2.66%
0.31%
2.66%
$30.480
$1,000,000
16.70%
6.32%
80
OptHedge Advisors Flagship Trading
QEPs Only 0.70%
0.73%
0.35%
12.07%
$1.345
$250,000
11.28% 13.65%
81
Ditsch Trading LLC Discretionary
0.70%
6.01%
0.38%
30.59%
$8.281
$100,000
8.44% 45.84%
82
Gregory P. Asset Mgt SS&O
$7.965
$50,000
14.43% 25.35%
83
Amplitude Capital Adagio $A
84
Valia Capital Management Global Tactical Program
85
Luke Asset Mgt (LAMP) Pinnacle Trend
86
Fort LP Contrarian Program
87 88 89
Rosetta Capital Mgt Trading Prg
90
HPX Financial Old School
91
EMC Capital Advisors, LLC Alpha
92
NuWave Investment Mgt Combined (2x)
93
Altis Prts (Jersey) Ltd PureTrend Portfolio
QEPs Only
94
Drury Capital Diversified TFollowing
95
Archetype Risk Advisors Archon
96 97
QEPs Only
0.38%
4.08%
4.46%
7.45%
0.22%
4.20%
1.05%
6.04%
QEPs Only 0.45%
3.51%
1.22%
3.69%
0.85%
1.02%
1.43%
0.25%
1.62%
1.31%
2.96%
Schindler Capital Mgt Dairy Adv.
0.74%
3.96%
2.18%
4.66%
Tomas Capital GCAF | USD
6.47%
8.13%
2.31%
35.93%
0.73%
2.50%
2.49%
19.81%
0.09%
0.12%
2.72%
5.41%
2.40%
6.49%
2.79%
2.79%
3.49%
2.52%
2.85%
11.31%
$35.200
$5,000,000
7.93% 31.24%
4.15%
3.19%
2.95%
11.77%
$4.000 $20,000,000
0.87% 15.73%
QEPs Only
1.42%
5.43%
3.19%
13.15%
$194.000 $10,000,000
9.41% 32.51%
QEPs Only
0.34%
2.14%
3.55%
7.72%
$14.620
$1,000,000
3.53%
Metolius Capital LLC Diversified Prg
QEPs Only
1.39%
1.57%
3.67%
10.55%
$177.000
$4,000,000
2.19% 13.60%
Tactical Investment Inst. Cmdy
QEPs Only
2.69%
2.60%
3.81%
3.81%
$68.154 $10,000,000
16.23% 41.52%
QEPs Only
QEPs Only
QEPs Only
$77.600 $20,000,000
1.46%
10.35%
$18.130
3.13% 20.99%
1.64%
4.53%
$4.562
$100,000
1.18% 11.72%
1.92%
2.34% $1,906.163
$5,000,000
10.46% 17.42%
$7.795
$200,000
36.73% 41.49%
$1.165
$1,500,000
4.50% 41.93%
$19.000
$250,000
28.18% 39.67%
$39.670
$200,000
50.07% 19.89%
$126.584
$5,000,000
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=4&for=2017-08-15&type=%20&desc=1
$200,000
5.75%
8.16%
9.44%
9.64%
2/5
8/15/2017 Rank
CTA Ranking Reports Manager
98
Carbide Capital Inc Hedge
99
Blue Bar Trading Mgt Blue Bar Ag
100
Tyche Capital Advisors LLC TCA Institutional Prg
101
Alder Capital Alder Capital 20
102
AG Capital Global Macro
103
Amplitude Capital Dynamic $B
104
Fort LP Global Diversified
105 106
Investment Monthly Restrictions Return
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Minimum Investment
Annual Worst Compound Drawdown ROR
0.46%
2.64%
3.86%
3.86%
$5.250
$1,000,000
5.67%
27.89%
3.99%
6.47%
$1.171
$50,000
1.77%
3.36%
4.03%
7.99%
$4.252
$250,000
7.10%
7.73%
4.22%
8.53%
$339.000
$1,000,000
5.74% 28.63%
6.97%
5.92%
4.28%
5.66%
$1.159
$100,000
22.66% 25.27%
QEPs Only
0.16%
1.55%
4.60%
12.89%
$437.890 $20,000,000
5.84% 26.52%
QEPs Only
0.18%
1.53%
4.69%
4.69%
$598.654 $10,000,000
14.87% 26.56%
Three Rock Capital Global Macro
QEPs Only
1.10%
8.36%
4.83%
9.06%
$128.000
$1,000,000
6.60% 15.56%
AIS Capital Mgt MAAP (2X 4X)
QEPs Only
6.64%
2.27%
5.64%
76.54%
$23.669
$3,000,000
4.42% 78.00%
107
Thayer Brook Partners Global Diversfied
QEPs Only
1.21%
1.65%
5.84%
19.17%
$30.000
$100,000
2.39% 20.14%
108
Mobius Asset Mgt Energy Trading
0.20%
2.02%
6.05%
23.29%
$1.000
$250,000
2.04% 23.29%
109
Spring Valley Asset Mgt SVAM Tactical Trend
QEPs Only 0.07%
6.20%
6.17%
7.64%
$36.500
$1,000,000
2.45%
110
EMC Capital Advisors, LLC Alpha Plus
QEPs Only
2.74%
4.73%
6.31%
6.31%
$150.227
$5,000,000
9.46% 11.81%
111
Transtrend B.V. DTP SR EUR
112
Chesapeake Capital Diversified
113 114 115
Anderson Creek Trading Standard Diversified
116
Soaring Pelican Diversified S&P
117
Campbell & Co Absolute Return Portfolio
118
Mobius Asset Mgt XCeed
119
DUNN Capital WMA Institutional
120
Adamah Capital Diversified
QEPs Only
121
Red Rock Cap. Sys. Global Macro
122
Melissinos Trading Eupatrid
123
Fort LP Global Trend
QEPs Only
124
Dynamica Global Investments Energy Trading
QEPs Only
125
Transtrend B.V. DTP ER JPY
126
Fort LP Global Futures
127
Transtrend B.V. DTP ER USD
128
Transtrend B.V. DTP ER EUR
129
Quality Capital Mgt AFP
130
Trading Study AST MIX Fut & Opts
131
Eclipse Cap Mgt Global Monetary
QEPs Only
132
Auspice Capital Advisors Cmdy Index
133 134
QEPs Only
4.20%
3.86%
43.19% 42.26% 0.40%
7.99%
7.64%
0.67%
4.63%
6.58%
6.58%
€640.000 €25,000,000
4.96% 10.59%
0.56%
1.96%
6.58%
8.27%
$133.000
$5,000,000
9.28% 31.58%
Bamboo Trading Disc. Macro
QEPs Only 2.69%
Adamah Capital Investable MF Index
QEPs Only
1.63%
6.61%
6.75%
$1.000
$500,000
31.48% 37.72%
0.60%
1.70%
6.76%
9.42%
$0.400
$50,000
0.17% 11.03%
7.36%
9.10%
7.83%
22.72%
$0.222
$250,000
3.83% 28.01%
1.13%
3.54%
7.86%
7.86%
$33.809
$100,000
8.04% 10.43%
1.20%
0.19%
7.99%
8.38%
$224.000
$500,000
5.89% 22.92%
0.80%
5.60%
8.05%
10.65%
$2.400
$150,000
4.51% 13.90%
QEPs Only 1.20%
0.91%
8.17%
8.17%
1.20%
1.23%
8.41%
34.66%
$0.200
$250,000
5.64% 36.94%
3.57%
3.67%
8.85%
10.96%
$31.779
$500,000
8.70% 17.75%
QEP's Only 1.05%
6.04%
9.01%
23.05%
$3.000
$500,000
3.09% 23.05%
0.93%
2.76%
9.16%
9.23%
0.80%
3.02%
9.26%
9.26%
0.01%
6.20%
9.29%
9.29%
1.79%
0.85%
0.94% 0.75%
7.36% 10.29%
10.29%
€308.000 €25,000,000
8.31% 14.97%
1.58%
4.03% 10.32%
29.87%
$3.355 $10,000,000
1.57% 30.96%
1.49%
2.92% 10.40%
44.41%
$0.120
$30,000
2.18% 44.41%
4.21%
4.80% 10.85%
23.03%
$133.212
$5,000,000
7.56% 28.41%
QEPs Only 2.06%
11.84% 10.90%
36.08%
C$69.514 C$1,000,000
2.13% 36.08%
Bocken Trading LLC Discretionary
1.44%
0.68% 11.47%
23.44%
$9.282
$100,000
5.48% 25.55%
Chesapeake Capital Diversified Plus
0.77%
3.26% 11.65%
15.65%
$15.922
$5,000,000
8.36% 48.26%
135
Auspice Capital Advisors Diversified
QEPs Only 1.61%
10.47% 11.77%
20.88%
$13.424
$2,000,000
0.91% 26.05%
136
Sandpiper Global Macro
QEPs Only
0.36%
11.85% 12.26%
13.55%
$17.000
$1,000,000
7.57% 14.72%
137
Degraves Capital Global Div.
QEPs Only
0.48%
4.70% 12.44%
12.44%
$84.000
$1,000,000
5.41% 15.61%
138
Red Rock Cap. Commodity LongShort
7.67%
13.64% 12.99%
19.84%
$33.030
$500,000
12.41% 19.84%
139
Southwest Man. Inv. Global Div.
5.93%
14.37% 13.02%
18.93%
$8.282
$200,000
5.48% 32.79%
140
Quality Capital Mgt GDP
1.25%
6.15% 13.06%
41.61%
141
Abraham Investment Mgt Formula 72 H
2.91%
5.45% 14.29%
37.90%
142
Abraham Trading Company Div.
1.86%
5.87% 14.53%
14.94%
143
Arctic Blue MAP
QEPs Only 0.24%
6.58% 14.76%
15.87%
$0.001
$1,000,000
1.01% 15.87%
144
Dreiss Research Diversified
QEPs Only 1.97%
12.78% 15.61%
21.90%
$2.525
$750,000
15.32% 51.44%
145
KeyQuant SAS Key Trends
QEPs Only
1.79%
8.80% 17.35%
19.51%
$350.000 $10,000,000
9.91% 20.92%
146
DUNN Capital WMA
QEPs Only 2.54%
2.53% 17.59%
17.59%
$961.000 $10,000,000
14.23% 60.26%
147
Clarke Capital Worldwide
0.35%
6.50% 17.82%
41.10%
148
Altis Prts (Jersey) Ltd Global Futures
QEPs Only 2.36%
3.61% 17.91%
48.07%
149
EMC Capital Advisors Classic
QEPs Only
0.76%
4.46% 18.12%
27.83%
150
Auspice Capital Advisors MF Index
QEPs Only 7.36%
20.28% 18.77%
23.33%
C$24.071 C$1,000,000
0.05% 23.33%
151
Mulvaney Capital MF Prg
QEPs Only 5.42%
7.52% 20.27%
22.61%
$149.000 $10,000,000
12.95% 45.04%
152
Clarke Capital Jupiter
0.58%
11.23% 23.89%
33.56%
QEPs Only
QEPs Only
QEPs Only
QEPs Only
$274.000 $25,000,000
$159.035 $10,000,000 $13.964
$500,000
4.41% 10.11%
9.84% 16.75% 13.19%
9.98%
￥690.000 ￥25,000,000
6.04% 15.31%
9.50%
9.50% $1,256.771 $10,000,000
14.87% 26.56%
7.03% 10.27%
10.27% $3,754.000 $25,000,000
11.76% 15.16%
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=4&for=2017-08-15&type=%20&desc=1
$16.665 $25,000,000 $0.150
8.07% 42.33%
$150,000
9.09% 43.63%
$163.990 $10,000,000
11.91% 27.19%
$7.200
$250,000
$183.830 $20,000,000 $53.082
$16.500
$5,000,000
$3,000,000
9.14% 47.80% 6.62% 49.88% 17.72% 45.13%
8.82% 44.78%
3/5
8/15/2017 Rank
CTA Ranking Reports Manager
Investment Monthly Restrictions Return
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions) 38.33%
$0.100
Minimum Investment
153
Adamah Capital Div. Sectors
QEPs Only
2.50%
2.94% 24.18%
154
Quest Partners LLC AQO
QEPs Only 2.37%
16.17% 26.05%
28.03% $1,127.000 $20,000,000
$100,000
155
Altavest Wealth Mgt LLC MultiStrategy Prg
QEPs Only 0.49%
16.23% 27.54%
33.16%
$0.692
156
Clarke Capital Global Basic
157
Clarke Capital Global Magnum
158 159
Annual Worst Compound Drawdown ROR 6.85% 42.61% 8.84% 28.03%
$1,000,000
9.08% 33.45%
2.63%
9.48% 30.29%
59.58%
$1.500
$50,000
13.01% 60.62%
2.19%
16.28% 31.66%
54.31%
$2.800
$100,000
8.51% 54.31%
Clarke Capital Millennium
2.16%
23.25% 32.05%
51.14%
$5.600
$1,000,000
8.77% 60.98%
Bear Commodities Corp Level II
5.28%
6.92% 32.27%
41.44%
$0.661
$50,000
27.76% 53.48%
This Report May be sorted by Monthly Return, YTD Return, Current Drawdown, 12 Month Return, Assets Under Management & Minimum Account Size. Please note that the monthly performance numbers, ROR and Drawdowns are based on end of month values and are not reflective of intramonth volatility. (C) = Client Trading Results | (P) = Proprietary Trading Results | (P&C) = A Combination of Proprietary & Client Results. Monthly Return Indicates the Monthly Return for the Date indicated in the Title of this Report. YTD Return Indicates the YeartoDate Return as of the Date indicated in the title of this report.. 12 Month Return Indicates the last 12 Month Return as of the Date indicated in the Title of this Report. Current Drawdown Represents the extent of the Advisor's current drawdown. Assets under Management The Assets under Managmeent of the Advisor's Program or the Total Assets of the Advisor. Minimum Investment The minimum participation for an individual managed account. Annual Compound Rate of Return from Inception Represents the average return of the CTA over a number of years. It smoothes out returns by assuming constant growth Worst Drawdown from Inception The Worst Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value. RISK DISCLOSURE PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
THIS MATTER MAY BE INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON. THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED. LIMITATIONS OF RANKINGS ARE THAT ONLY THOSE ADVISORS OR POOL OPERATORS THAT SUBMITTED THEIR PERFORMANCE DATA TO AUTUMNGOLD WERE RATED. THE ENTIRE CTA UNIVERSE IS NOT INCLUDED IN THE RANKINGS. THE PERFORMANCE INFORMATION PROVIDED WHEREIN HAS NOT BEEN VERIFIED BY AUTUMNGOLD. THE PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. AUTUMN GOLD CTA INDEXES ARE NONINVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.
Foremost Capital Management
28 N. Bennett Street * Geneva, IL 60134 * Direct telephone 6304852100 * Toll Free 8888180880
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=4&for=2017-08-15&type=%20&desc=1
4/5
8/15/2017
CTA Ranking Reports Email [email protected] * Web Address http://www.foremostcm.com
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=4&for=2017-08-15&type=%20&desc=1
5/5
CTA Ranking Reports
July 2017 Performance CTAs Ranked by 12 Month Return Performance Results reported or amended subsequent to Tuesday August 15, 2017 are not reflected in this Report Click on column headings to sort | Note that Annual Compound ROR and Worst Drawdown are from Inception
Rank
Manager
Investment Monthly Restrictions Return
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Minimum Investment
Annual Worst Compound Drawdown ROR
1
Alpha Z Advisors LLC MAP
QEPs Only
5.27%
38.16%
62.01%
$12.073
$250,000
59.51% 24.12%
2
Eamon Capital Zephyr Prg
QEPs Only
3.35%
16.26%
34.23%
$15.434
$300,000
33.73%
3.64%
3
Buckingham Global Adv. Emini
1.54%
13.96%
25.29%
$9.736
$100,000
20.71%
6.28%
4
LJM Partners Aggressive
1.24%
10.89%
24.06%
$47.000
$500,000
19.82% 63.65%
5
GNE Mgt S&P Futures & Options
0.70%
9.90%
23.66%
$18.200
$200,000
21.65%
6
Mad Group Investments LLC Intermediate Growth
2.93%
10.67%
21.43%
$0.089
$50,000
13.94% 18.72%
7
White River Dynamic S&P Options
1.96%
9.53%
20.54%
$30.051
$50,000
12.78% 10.81%
8
LJM Partners Mod. Aggressive
0.92%
10.01%
20.15%
$337.000
$500,000
17.55% 43.22%
9
Bluenose Capital Mgt BNC EI
1.14%
7.93%
18.83%
$1.856
$15,000
6.04% 22.91%
10
White River SI Option Writing
2.57%
10.31%
17.87%
$34.354
$20,000
12.31% 18.73%
11
Bluenose Capital Mgt BNC BI
1.24%
9.06%
16.17%
$2.610
$30,000
11.02% 16.81%
12
Tianyou Asset Mgt Tianyou Fund LP
13
Bluenose Capital Mgt BNC CL
14
Crescendo Neutron Decay
15
Demeter Cap. Livestock & Grain
16
Quantitative Invest Mgt Global
17 18 19
QuantScape US Eq Indx
20
Crescent Bay Balanced Volatility
21
Covenant Capital Mgt Tactical Growth
22
Goldman Mgt Stock Index
QEPs Only
23
Red Oak Advisors, Inc. Fund. Prg
QEPs Only
24
Opus Futures, LLC Advanced Ag
25
HB Capital Mgt Diversified
26
Pinstripe Trading Standard
27
M6 Capital Mgt, LLC Standard
28
HiProb Capital Mgt HiProbI
29
QEPs Only
16.34%
4.61%
8.87%
1.15%
10.97%
14.69%
$87.663
$2,000,000
30.34% 16.66%
1.08%
5.59%
13.75%
7.15%
$0.489
$15,000
4.55% 29.32%
0.14%
3.44%
13.64%
2.29%
$1.470
$50,000
6.35% 10.24%
QEPs Only
2.51%
13.86%
13.45%
$13.750
$50,000
10.97% 20.92%
QEPs Only
0.13%
5.47%
13.37%
$2,086.000 $20,000,000
9.86% 16.63%
Eclipse Cap Mgt Alpha Asia
6.74%
0.86%
13.22%
50.039
25,000
11.47%
8.64%
Carbide Capital Inc Absolute Return
1.03%
7.59%
13.16%
$27.000
$200,000
12.21%
3.76%
0.55%
5.16%
12.96%
$9.966
$500,000
14.95%
9.37%
0.21%
6.09%
12.90%
$1.073
$50,000
3.64%
12.89%
12.89%
$3.700
$100,000
1.71%
8.84%
11.88%
3.20%
5.75%
11.72%
4.86%
28.63%
11.66%
3.18%
10.00%
10.73%
0.00%
4.07%
10.24%
5.12%
11.41%
10.19%
0.35%
5.77%
Intex, Inc Covered Options PF
0.62%
30
Intex, Inc Covered Options
31
Global Sigma Group Plus Prg
32
Goldenwise Quant MS (P&C)
33
QEPs Only
0.17%
7.28%
20.21%
4.41% 39.34% 23.10%
1.10%
9.35%
7.19%
$60.000
$350,000
$25.850
$5,000,000
12.97% 37.32%
$27.342
$100,000
9.38% 50.62%
3.18%
$5.940
$100,000
3.94% 23.71%
$7.872
$125,000
8.31% 11.31%
2.55%
$133.631
$300,000
9.81%
$21.250
$500,000
25.73%
6.70%
5.64%
9.68%
$2.959
$25,000
12.61%
3.99%
0.62%
5.64%
9.66%
$2.959
$25,000
10.95%
3.99%
QEPs Only
0.44%
5.63%
9.38%
$191.329
$1,000,000
13.34% 11.63%
QEPs Only
0.42%
4.11%
8.94%
$126.000
$200,000
37.76% 10.69%
Crescent Bay Premium SI
1.07%
10.71%
8.70%
$0.013
$10,000
5.16% 26.46%
34
Diamond Capital Enhanced S&P
1.81%
7.39%
8.60%
$10.219
$150,000
13.50% 10.81%
35
Salona Capital, LLC All Commodity Prg
0.24%
6.25%
8.58%
0.24%
$6.870
$100,000
8.58%
2.15%
36
Salona Capital, LLC Standard Stock Index
0.08%
6.18%
8.04%
0.08%
$2.568
$25,000
8.11%
2.12%
37
White River Diversified Option Writer
0.96%
2.81%
8.02%
65.21%
$1.221
$20,000
1.01% 67.88%
38
Tlaloc Capital Grains Program
0.17%
4.81%
7.76%
6.35%
$3.985
$500,000
39
Roe Capital Mgt, Inc. U.V.E.R.
5.44%
7.61%
7.61%
$4.318
$50,000
19.24%
1.05%
40
NuWave Investment Mgt ShortTerm Futures Portfolio
1.51%
2.95%
7.34%
0.15%
$37.530
$5,000,000
7.27%
1.64%
41
Urban Tree Capital UTC Plus
$0.474
$100,000
3.43% 13.72%
42
Paskewitz Contrarian S&P
0.13%
$194.000
$1,000,000
11.37% 18.07%
43
2BLUE CAPITAL Tactical ES (C)
$3.500
$100,000
29.95%
44
Salona Capital, LLC All Commodity Prg 2
$0.346
$25,000
6.86%
1.96%
QEPs Only
QEPs Only
4.83%
4.65%
7.31%
QEPs Only 0.13%
2.94%
7.08%
1.29%
6.77%
6.77%
0.05%
5.06%
6.43%
0.05%
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=4&for=2017-08-15&type=%20&desc=1
5.57% 17.28%
7.82% 14.46%
1/5
8/15/2017 Rank
CTA Ranking Reports Manager
Investment Monthly Restrictions Return
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Minimum Investment
Annual Worst Compound Drawdown ROR
45
Trigon Invst Advisors FX Program
QEPs Only
4.43%
3.41%
6.22%
3.07%
$3.315
$5,000,000
4.04% 19.94%
46
Cafe Trading Advisors Coffee Program
QEPs Only 10.53%
6.12%
6.12%
3.24%
$0.017
$15,000
19.51% 12.46%
47
Pearl Capital Advisors Pearl Hedged VIX
QEPs Only 0.96%
2.22%
6.06%
2.13%
$19.100
$500,000
8.44%
3.71%
48
Trading Study SPK Options
0.21%
1.58%
5.58%
0.21%
$0.405
$15,000
2.19%
8.37%
49
QQFund.com LLC Invst Prg 1
11.33%
50.32%
5.57%
$4.161
$100,000
29.99% 35.81%
50
Camkay Capital SI STerm
0.34%
7.39%
5.55%
9.95% 20.79%
51
Bluegrass Capital Mgt S&P 500 Equity Prg
0.20%
4.37%
5.52%
52
M&R Capital LLC Discretionary
1.49%
1.55%
5.19%
53
Evergreen Commodity A. Discretionary Energy
3.22%
0.23%
54
Double Helix Cap. Double Helix
0.24%
4.70%
55
Advanced Arbitrage # Two
8.42%
56
Gregory P. Asset Mgt Low Volatility Income
0.32%
57
O'Brien Investment Group Discretionary Global Macro
QEPs Only
58
Greenwave Capital Flagship Plus 2X
59
Coloma Capital Hedged Volatility
60
Mad Group Investments LLC Standard Growth
61
Coloma Capital Futures Sep A/C
62
Wharton Capital Mgt Ag Futures
63
Trigon Invst Advisors Global Macro
QEPs Only
64 65 66
Four Seasons Hawkeye Spread
67
Pak Capital LLC Currency Prg
68
$3.082
$100,000
$14.500
$1,000,000
8.01%
$2.888
$100,000
27.67% 23.38%
4.97%
3.37%
$21.856
$100,000
20.00%
4.86%
4.04%
$14.903
$25,000
8.23%
4.33%
10.98%
$0.104
$100,000
9.66% 19.16%
3.99%
4.07%
13.77%
$0.195
$100,000
5.73% 27.23%
0.47%
0.33%
4.05%
1.88%
$11.000
$2,000,000
6.04%
3.97%
QEPs Only
0.69%
0.69%
3.90%
$316.000
$300,000
4.13%
3.53%
QEPs Only
0.40%
0.36%
3.31%
5.99%
$9.750
$250,000
6.17%
9.75%
3.04%
88.53%
$0.000
$25,000
QEPs Only
0.00% QEPs Only
1.72%
4.56%
5.57%
3.37%
6.91% 13.48%
12.05% 88.87%
0.60%
0.29%
2.91%
0.61%
$14.500
$1,000,000
0.84%
3.09%
2.66%
1.33%
$15.004
$100,000
11.95% 11.99%
1.96%
7.15%
0.58%
1.92%
2.23%
8.62%
$0.000
$5,000,000
2.62% 13.17%
Vilk Commodity Services Base Metals RV
QEPs Only 1.35%
3.05%
$0.001
$2,000,000
3.66%
Greenwave Capital Flagship Plus
QEPs Only
$316.000
$1,000,000
8.40% 11.62%
$101.000
$500,000
8.03% 12.47%
$2.200
$1,000,000
5.73% 10.62%
$979.400 $20,000,000
4.96% 21.47%
1.84%
2.21%
0.30%
0.21%
1.92%
0.10%
2.68%
1.59%
1.22%
1.58%
1.58%
Amplitude Capital Klassik $B
QEPs Only 2.02%
3.06%
1.50%
2.22%
69
Brandywine Asset Mgt Symphony
QEPs Only
0.96%
2.47%
1.02%
14.49%
$23.000
$5,000,000
1.38% 25.58%
70
Parkestone Capital Mgt Collision Methodology
3.82%
7.65%
1.01%
19.09%
$1.040
$90,000
3.23% 27.67%
71
Orion Capital Advisors, Inc. Beta Opportunity (Client)
QEPs Only
0.28%
0.89%
0.89%
$0.332
$100,000
3.61%
0.10%
72
Bluegrass Capital Mgt Cross Market Bias Model
QEPs Only
0.08%
0.02%
0.77%
$225.000
$3,000,000
4.74%
0.93%
73
LEH Advisor LLC Break Out Point
0.17%
0.48%
0.58%
39.90%
$0.647
$300,000
8.80% 40.75%
74
Claughton Capital Institutional
1.19%
8.40%
0.55%
10.85%
$18.300
$1,000,000
5.39% 25.55%
75
Four Seasons Lone Star
0.60%
0.84%
0.50%
2.83%
$23.500
$200,000
76
Trigon Invst Advisors Disc. Macro
QEPs Only 0.86%
5.70%
0.47%
11.42%
$400.013
$5,000,000
1.67% 13.08%
77
Ancile Capital Mgt Global Mkts
0.88%
0.94%
0.45%
2.55%
$3.500
$1,000,000
11.13% 16.18%
78
Jaguar Inv. Ultro Capital Strat
QEPs Only 0.44%
0.25%
0.02%
1.11%
$83.890
$1,000,000
6.20%
2.01%
79
Jaguar Inv. Aegir Strategy
QEPs Only 1.50%
2.66%
0.31%
2.66%
$30.480
$1,000,000
16.70%
6.32%
80
OptHedge Advisors Flagship Trading
QEPs Only 0.70%
0.73%
0.35%
12.07%
$1.345
$250,000
11.28% 13.65%
81
Ditsch Trading LLC Discretionary
0.70%
6.01%
0.38%
30.59%
$8.281
$100,000
8.44% 45.84%
82
Gregory P. Asset Mgt SS&O
$7.965
$50,000
14.43% 25.35%
83
Amplitude Capital Adagio $A
84
Valia Capital Management Global Tactical Program
85
Luke Asset Mgt (LAMP) Pinnacle Trend
86
Fort LP Contrarian Program
87 88 89
Rosetta Capital Mgt Trading Prg
90
HPX Financial Old School
91
EMC Capital Advisors, LLC Alpha
92
NuWave Investment Mgt Combined (2x)
93
Altis Prts (Jersey) Ltd PureTrend Portfolio
QEPs Only
94
Drury Capital Diversified TFollowing
95
Archetype Risk Advisors Archon
96 97
QEPs Only
0.38%
4.08%
4.46%
7.45%
0.22%
4.20%
1.05%
6.04%
QEPs Only 0.45%
3.51%
1.22%
3.69%
0.85%
1.02%
1.43%
0.25%
1.62%
1.31%
2.96%
Schindler Capital Mgt Dairy Adv.
0.74%
3.96%
2.18%
4.66%
Tomas Capital GCAF | USD
6.47%
8.13%
2.31%
35.93%
0.73%
2.50%
2.49%
19.81%
0.09%
0.12%
2.72%
5.41%
2.40%
6.49%
2.79%
2.79%
3.49%
2.52%
2.85%
11.31%
$35.200
$5,000,000
7.93% 31.24%
4.15%
3.19%
2.95%
11.77%
$4.000 $20,000,000
0.87% 15.73%
QEPs Only
1.42%
5.43%
3.19%
13.15%
$194.000 $10,000,000
9.41% 32.51%
QEPs Only
0.34%
2.14%
3.55%
7.72%
$14.620
$1,000,000
3.53%
Metolius Capital LLC Diversified Prg
QEPs Only
1.39%
1.57%
3.67%
10.55%
$177.000
$4,000,000
2.19% 13.60%
Tactical Investment Inst. Cmdy
QEPs Only
2.69%
2.60%
3.81%
3.81%
$68.154 $10,000,000
16.23% 41.52%
QEPs Only
QEPs Only
QEPs Only
$77.600 $20,000,000
1.46%
10.35%
$18.130
3.13% 20.99%
1.64%
4.53%
$4.562
$100,000
1.18% 11.72%
1.92%
2.34% $1,906.163
$5,000,000
10.46% 17.42%
$7.795
$200,000
36.73% 41.49%
$1.165
$1,500,000
4.50% 41.93%
$19.000
$250,000
28.18% 39.67%
$39.670
$200,000
50.07% 19.89%
$126.584
$5,000,000
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=4&for=2017-08-15&type=%20&desc=1
$200,000
5.75%
8.16%
9.44%
9.64%
2/5
8/15/2017 Rank
CTA Ranking Reports Manager
98
Carbide Capital Inc Hedge
99
Blue Bar Trading Mgt Blue Bar Ag
100
Tyche Capital Advisors LLC TCA Institutional Prg
101
Alder Capital Alder Capital 20
102
AG Capital Global Macro
103
Amplitude Capital Dynamic $B
104
Fort LP Global Diversified
105 106
Investment Monthly Restrictions Return
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Minimum Investment
Annual Worst Compound Drawdown ROR
0.46%
2.64%
3.86%
3.86%
$5.250
$1,000,000
5.67%
27.89%
3.99%
6.47%
$1.171
$50,000
1.77%
3.36%
4.03%
7.99%
$4.252
$250,000
7.10%
7.73%
4.22%
8.53%
$339.000
$1,000,000
5.74% 28.63%
6.97%
5.92%
4.28%
5.66%
$1.159
$100,000
22.66% 25.27%
QEPs Only
0.16%
1.55%
4.60%
12.89%
$437.890 $20,000,000
5.84% 26.52%
QEPs Only
0.18%
1.53%
4.69%
4.69%
$598.654 $10,000,000
14.87% 26.56%
Three Rock Capital Global Macro
QEPs Only
1.10%
8.36%
4.83%
9.06%
$128.000
$1,000,000
6.60% 15.56%
AIS Capital Mgt MAAP (2X 4X)
QEPs Only
6.64%
2.27%
5.64%
76.54%
$23.669
$3,000,000
4.42% 78.00%
107
Thayer Brook Partners Global Diversfied
QEPs Only
1.21%
1.65%
5.84%
19.17%
$30.000
$100,000
2.39% 20.14%
108
Mobius Asset Mgt Energy Trading
0.20%
2.02%
6.05%
23.29%
$1.000
$250,000
2.04% 23.29%
109
Spring Valley Asset Mgt SVAM Tactical Trend
QEPs Only 0.07%
6.20%
6.17%
7.64%
$36.500
$1,000,000
2.45%
110
EMC Capital Advisors, LLC Alpha Plus
QEPs Only
2.74%
4.73%
6.31%
6.31%
$150.227
$5,000,000
9.46% 11.81%
111
Transtrend B.V. DTP SR EUR
112
Chesapeake Capital Diversified
113 114 115
Anderson Creek Trading Standard Diversified
116
Soaring Pelican Diversified S&P
117
Campbell & Co Absolute Return Portfolio
118
Mobius Asset Mgt XCeed
119
DUNN Capital WMA Institutional
120
Adamah Capital Diversified
QEPs Only
121
Red Rock Cap. Sys. Global Macro
122
Melissinos Trading Eupatrid
123
Fort LP Global Trend
QEPs Only
124
Dynamica Global Investments Energy Trading
QEPs Only
125
Transtrend B.V. DTP ER JPY
126
Fort LP Global Futures
127
Transtrend B.V. DTP ER USD
128
Transtrend B.V. DTP ER EUR
129
Quality Capital Mgt AFP
130
Trading Study AST MIX Fut & Opts
131
Eclipse Cap Mgt Global Monetary
QEPs Only
132
Auspice Capital Advisors Cmdy Index
133 134
QEPs Only
4.20%
3.86%
43.19% 42.26% 0.40%
7.99%
7.64%
0.67%
4.63%
6.58%
6.58%
€640.000 €25,000,000
4.96% 10.59%
0.56%
1.96%
6.58%
8.27%
$133.000
$5,000,000
9.28% 31.58%
Bamboo Trading Disc. Macro
QEPs Only 2.69%
Adamah Capital Investable MF Index
QEPs Only
1.63%
6.61%
6.75%
$1.000
$500,000
31.48% 37.72%
0.60%
1.70%
6.76%
9.42%
$0.400
$50,000
0.17% 11.03%
7.36%
9.10%
7.83%
22.72%
$0.222
$250,000
3.83% 28.01%
1.13%
3.54%
7.86%
7.86%
$33.809
$100,000
8.04% 10.43%
1.20%
0.19%
7.99%
8.38%
$224.000
$500,000
5.89% 22.92%
0.80%
5.60%
8.05%
10.65%
$2.400
$150,000
4.51% 13.90%
QEPs Only 1.20%
0.91%
8.17%
8.17%
1.20%
1.23%
8.41%
34.66%
$0.200
$250,000
5.64% 36.94%
3.57%
3.67%
8.85%
10.96%
$31.779
$500,000
8.70% 17.75%
QEP's Only 1.05%
6.04%
9.01%
23.05%
$3.000
$500,000
3.09% 23.05%
0.93%
2.76%
9.16%
9.23%
0.80%
3.02%
9.26%
9.26%
0.01%
6.20%
9.29%
9.29%
1.79%
0.85%
0.94% 0.75%
7.36% 10.29%
10.29%
€308.000 €25,000,000
8.31% 14.97%
1.58%
4.03% 10.32%
29.87%
$3.355 $10,000,000
1.57% 30.96%
1.49%
2.92% 10.40%
44.41%
$0.120
$30,000
2.18% 44.41%
4.21%
4.80% 10.85%
23.03%
$133.212
$5,000,000
7.56% 28.41%
QEPs Only 2.06%
11.84% 10.90%
36.08%
C$69.514 C$1,000,000
2.13% 36.08%
Bocken Trading LLC Discretionary
1.44%
0.68% 11.47%
23.44%
$9.282
$100,000
5.48% 25.55%
Chesapeake Capital Diversified Plus
0.77%
3.26% 11.65%
15.65%
$15.922
$5,000,000
8.36% 48.26%
135
Auspice Capital Advisors Diversified
QEPs Only 1.61%
10.47% 11.77%
20.88%
$13.424
$2,000,000
0.91% 26.05%
136
Sandpiper Global Macro
QEPs Only
0.36%
11.85% 12.26%
13.55%
$17.000
$1,000,000
7.57% 14.72%
137
Degraves Capital Global Div.
QEPs Only
0.48%
4.70% 12.44%
12.44%
$84.000
$1,000,000
5.41% 15.61%
138
Red Rock Cap. Commodity LongShort
7.67%
13.64% 12.99%
19.84%
$33.030
$500,000
12.41% 19.84%
139
Southwest Man. Inv. Global Div.
5.93%
14.37% 13.02%
18.93%
$8.282
$200,000
5.48% 32.79%
140
Quality Capital Mgt GDP
1.25%
6.15% 13.06%
41.61%
141
Abraham Investment Mgt Formula 72 H
2.91%
5.45% 14.29%
37.90%
142
Abraham Trading Company Div.
1.86%
5.87% 14.53%
14.94%
143
Arctic Blue MAP
QEPs Only 0.24%
6.58% 14.76%
15.87%
$0.001
$1,000,000
1.01% 15.87%
144
Dreiss Research Diversified
QEPs Only 1.97%
12.78% 15.61%
21.90%
$2.525
$750,000
15.32% 51.44%
145
KeyQuant SAS Key Trends
QEPs Only
1.79%
8.80% 17.35%
19.51%
$350.000 $10,000,000
9.91% 20.92%
146
DUNN Capital WMA
QEPs Only 2.54%
2.53% 17.59%
17.59%
$961.000 $10,000,000
14.23% 60.26%
147
Clarke Capital Worldwide
0.35%
6.50% 17.82%
41.10%
148
Altis Prts (Jersey) Ltd Global Futures
QEPs Only 2.36%
3.61% 17.91%
48.07%
149
EMC Capital Advisors Classic
QEPs Only
0.76%
4.46% 18.12%
27.83%
150
Auspice Capital Advisors MF Index
QEPs Only 7.36%
20.28% 18.77%
23.33%
C$24.071 C$1,000,000
0.05% 23.33%
151
Mulvaney Capital MF Prg
QEPs Only 5.42%
7.52% 20.27%
22.61%
$149.000 $10,000,000
12.95% 45.04%
152
Clarke Capital Jupiter
0.58%
11.23% 23.89%
33.56%
QEPs Only
QEPs Only
QEPs Only
QEPs Only
$274.000 $25,000,000
$159.035 $10,000,000 $13.964
$500,000
4.41% 10.11%
9.84% 16.75% 13.19%
9.98%
￥690.000 ￥25,000,000
6.04% 15.31%
9.50%
9.50% $1,256.771 $10,000,000
14.87% 26.56%
7.03% 10.27%
10.27% $3,754.000 $25,000,000
11.76% 15.16%
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=4&for=2017-08-15&type=%20&desc=1
$16.665 $25,000,000 $0.150
8.07% 42.33%
$150,000
9.09% 43.63%
$163.990 $10,000,000
11.91% 27.19%
$7.200
$250,000
$183.830 $20,000,000 $53.082
$16.500
$5,000,000
$3,000,000
9.14% 47.80% 6.62% 49.88% 17.72% 45.13%
8.82% 44.78%
3/5
8/15/2017 Rank
CTA Ranking Reports Manager
Investment Monthly Restrictions Return
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions) 38.33%
$0.100
Minimum Investment
153
Adamah Capital Div. Sectors
QEPs Only
2.50%
2.94% 24.18%
154
Quest Partners LLC AQO
QEPs Only 2.37%
16.17% 26.05%
28.03% $1,127.000 $20,000,000
$100,000
155
Altavest Wealth Mgt LLC MultiStrategy Prg
QEPs Only 0.49%
16.23% 27.54%
33.16%
$0.692
156
Clarke Capital Global Basic
157
Clarke Capital Global Magnum
158 159
Annual Worst Compound Drawdown ROR 6.85% 42.61% 8.84% 28.03%
$1,000,000
9.08% 33.45%
2.63%
9.48% 30.29%
59.58%
$1.500
$50,000
13.01% 60.62%
2.19%
16.28% 31.66%
54.31%
$2.800
$100,000
8.51% 54.31%
Clarke Capital Millennium
2.16%
23.25% 32.05%
51.14%
$5.600
$1,000,000
8.77% 60.98%
Bear Commodities Corp Level II
5.28%
6.92% 32.27%
41.44%
$0.661
$50,000
27.76% 53.48%
This Report May be sorted by Monthly Return, YTD Return, Current Drawdown, 12 Month Return, Assets Under Management & Minimum Account Size. Please note that the monthly performance numbers, ROR and Drawdowns are based on end of month values and are not reflective of intramonth volatility. (C) = Client Trading Results | (P) = Proprietary Trading Results | (P&C) = A Combination of Proprietary & Client Results. Monthly Return Indicates the Monthly Return for the Date indicated in the Title of this Report. YTD Return Indicates the YeartoDate Return as of the Date indicated in the title of this report.. 12 Month Return Indicates the last 12 Month Return as of the Date indicated in the Title of this Report. Current Drawdown Represents the extent of the Advisor's current drawdown. Assets under Management The Assets under Managmeent of the Advisor's Program or the Total Assets of the Advisor. Minimum Investment The minimum participation for an individual managed account. Annual Compound Rate of Return from Inception Represents the average return of the CTA over a number of years. It smoothes out returns by assuming constant growth Worst Drawdown from Inception The Worst Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value. RISK DISCLOSURE PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
THIS MATTER MAY BE INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON. THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED. LIMITATIONS OF RANKINGS ARE THAT ONLY THOSE ADVISORS OR POOL OPERATORS THAT SUBMITTED THEIR PERFORMANCE DATA TO AUTUMNGOLD WERE RATED. THE ENTIRE CTA UNIVERSE IS NOT INCLUDED IN THE RANKINGS. THE PERFORMANCE INFORMATION PROVIDED WHEREIN HAS NOT BEEN VERIFIED BY AUTUMNGOLD. THE PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. AUTUMN GOLD CTA INDEXES ARE NONINVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.
Foremost Capital Management
28 N. Bennett Street * Geneva, IL 60134 * Direct telephone 6304852100 * Toll Free 8888180880
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=4&for=2017-08-15&type=%20&desc=1
4/5
8/15/2017
CTA Ranking Reports Email [email protected] * Web Address http://www.foremostcm.com
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=4&for=2017-08-15&type=%20&desc=1
5/5
