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