Monthly Return
10/12/2017
CTA Ranking Reports
September 2017 Performance CTAs Ranked by Monthly Return Performance Results reported or amended subsequent to Thursday October 12, 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 Restrictions
Monthly Return
QEPs Only
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Minimum Investment
Annual Worst Compound Drawdown ROR
1
Blue Bar Trading Mgt Blue Bar Ag
8.44%
61.51%
33.91%
$1.516
$50,000
49.98% 42.26%
2
AG Capital Global Macro
8.35%
33.47%
52.03%
$10.100
$100,000
31.00% 25.27%
3
Evergreen Commodity A. Discretionary Energy
8.03%
2.20%
4.16%
1.01%
$19.047
$100,000
19.73%
4
Bamboo Trading Disc. Macro
6.36%
3.41%
1.96%
1.96%
$1.000
$500,000
31.56% 37.72%
5
White Indian Chickasaw (C)
5.47%
28.57%
28.57%
$1.755
$250,000
53.84%
6
M&R Capital LLC Discretionary
5.42%
6.45%
20.93%
$2.922
$100,000
27.91% 23.38%
7
Demeter Cap. Livestock & Grain
3.10%
18.86%
13.55%
$17.000
$50,000
11.35% 20.92%
8
White Indian Alternative Hedge Energy
3.06%
18.70%
38.31%
$0.134
$250,000
7.03% 31.00%
9
O'Brien Investment Group Discretionary Global Macro
QEPs Only
3.01%
2.86%
4.29%
$11.000
$2,000,000
10
Quantitative Invest Mgt Global
QEPs Only
2.99%
5.45%
10.52%
0.03% $2,003.000 $20,000,000
11
White Indian Navajo
2.86%
12.35%
16.98%
$0.847
$250,000
12.45% 38.16%
12
Three Rock Capital Global Macro
6.72% 15.56%
13
Bluenose Capital Mgt BNC CL
14
Dynamica Global Investments Energy Trading
15
Parkestone Capital Mgt Collision Methodology
16
AIS Capital Mgt MAAP (2X 4X)
17
QEPs Only
QEPs Only
QEPs Only
3.56%
7.37%
8.37%
3.97%
9.73% 16.63%
2.82%
6.48%
0.28%
7.19%
$124.000
$1,000,000
2.58%
12.62%
17.05%
0.98%
$0.525
$15,000
6.12% 29.32%
2.27%
3.39%
3.29%
9.60%
$11.559
$500,000
11.87% 11.61%
2.26%
1.60%
10.02%
13.79%
$1.100
$90,000
1.04% 27.67%
2.25%
2.32%
9.03%
76.55%
$23.202
$3,000,000
4.39% 78.00%
White Indian White Swan
2.00%
1.34%
0.95%
$0.361
$250,000
18
Alder Capital Alder Capital 20
2.00%
7.02%
3.10%
$334.610
$1,000,000
19
Aleph Strategies Aleph Options
1.82%
13.21%
17.78%
$5.823
$100,000
16.28%
20
Diamond Capital Enhanced S&P
1.61%
9.77%
9.75%
$10.377
$150,000
13.51% 10.81%
21
Tianyou Asset Mgt Tianyou Fund
QEPs Only
1.57%
15.40%
18.08%
$103.837
$2,000,000
30.22% 16.66%
22
Goldman Mgt Stock Index
QEPs Only
1.55%
10.73%
13.99%
$67.000
$350,000
23
White River Dynamic S&P Options
1.54%
12.23%
19.55%
$32.206
$50,000
12.95% 10.81%
24
Roe Capital Mgt, Inc. U.V.E.R.
1.49%
11.08%
11.08%
$5.400
$50,000
19.74%
1.05%
25
Buckingham Global Adv. Emini
1.44%
18.05%
25.38%
$11.715
$100,000
20.89%
6.28%
26
QuantScape US Eq Indx
1.31%
8.87%
14.18%
$12.446
$500,000
15.12%
9.37%
27
White Indian Alternative Hedge
1.26%
18.67%
25.05%
$2.680
$250,000
7.00% 16.41%
28
Campbell & Co Absolute Return Portfolio
1.20%
3.72%
2.21%
5.15%
$233.000
$500,000
6.06% 22.92%
29
Double Helix Cap. Double Helix
1.13%
4.91%
6.99%
3.85%
$12.895
$25,000
6.74% 13.48%
30
Degraves Capital Global Div.
QEPs Only
1.11%
3.26% 11.08%
11.12%
$100.000
$1,000,000
31
HiProb Capital Mgt HiProbI
QEPs Only
1.09%
8.29%
11.97%
$21.000
$500,000
25.53%
6.70%
32
Coloma Capital Futures Sep A/C
QEPs Only
1.00%
1.49%
1.69%
$13.500
$1,000,000
2.08%
7.15%
33
Coloma Capital Hedged Volatility
QEPs Only
1.00%
0.84%
2.39%
$9.250
$250,000
6.22%
9.75%
34
Jaguar Inv. Aegir Strategy
QEPs Only
1.00%
0.53%
1.61%
$30.460
$1,000,000
16.83%
6.32%
35
HPX Financial Old School
0.96%
1.50%
1.06%
36
LJM Partners Mod. Aggressive
0.94%
13.43%
16.74%
37
Bluenose Capital Mgt BNC EI
0.93%
10.33%
19.47%
38
Crescent Bay Premium SI
0.87%
12.52%
7.87%
39
Urban Tree Capital UTC Plus
0.80%
3.41%
6.27%
40
Vilk Commodity Services Base Metals RV
QEPs Only
0.80%
1.31%
41
Greenwave Capital Flagship Plus 2X
QEPs Only
0.80%
3.50%
42
Amplitude Capital Dynamic $B
QEPs Only
0.75%
8.12%
5.38%
43
Carbide Capital Inc Absolute Return
0.70%
9.15%
13.21%
$26.068
$200,000
12.03%
44
LJM Partners Aggressive
0.68%
14.39%
18.85%
$54.000
$500,000
19.83% 63.65%
45
Trigon Invst Advisors Disc. Macro
0.67%
6.67%
0.68%
$395.877
$5,000,000
1.54% 13.08%
QEPs Only
QEPs Only
QEPs Only
QEPs Only
QEPs Only
9.13%
4.86%
3.87%
2.90%
6.73%
5.64% 28.63%
9.39%
7.19%
5.55% 15.61%
$39.712
$200,000
49.39% 19.89%
$354.000
$500,000
17.58% 43.22%
$1.899
$15,000
6.22% 22.91%
$0.023
$10,000
5.23% 26.46%
$0.459
$100,000
3.04% 13.72%
0.91%
$0.001
$2,000,000
4.22%
4.46%
10.71%
$313.000
$300,000
5.59%
3.53%
2.49%
1.19%
7.26%
12.34%
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=2&for=2017-10-12&type=%20&desc=1
$481.900 $20,000,000
6.30% 26.52% 3.76%
1/4
10/12/2017 Rank
CTA Ranking Reports Manager
Investment Restrictions
Monthly Return
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Annual Worst Compound Drawdown ROR
46
Trigon Invst Advisors FX Program
QEPs Only
0.65%
2.38%
2.48%
$3.315
$5,000,000
47
Eamon Capital Zephyr Prg
QEPs Only
0.65%
16.68%
26.28%
$23.847
$300,000
30.34%
3.64%
48
Salona Capital, LLC Standard Stock Index
0.56%
7.47%
8.97%
$2.649
$25,000
8.07%
2.12%
49
Salona Capital, LLC All Commodity Prg 2
0.51%
6.19%
7.41%
$0.319
$25,000
6.85%
1.96%
50
Salona Capital, LLC All Commodity Prg
0.50%
7.33%
9.25%
$8.036
$100,000
8.44%
2.15%
51
Intex, Inc Covered Options PF
0.45%
7.30%
9.64%
$4.033
$25,000
12.53%
3.99%
52
Intex, Inc Covered Options
0.45%
7.30%
9.62%
$4.033
$25,000
10.88%
3.99%
53
Greenwave Capital Flagship Plus
0.44%
1.59%
5.08%
$313.000
$1,000,000
8.40% 11.62%
54
Opus Futures, LLC Advanced Ag
0.43%
33.27%
26.69%
$29.056
$100,000
9.72% 50.62%
55
White Indian SCS Program
0.41%
2.79%
6.33%
0.21%
$0.252
$250,000
3.62% 19.44%
56
Crescent Bay Balanced Volatility
0.41%
5.79%
9.80%
7.54%
$0.887
$50,000
4.31% 39.34%
57
White Indian Alternative Hedge Index
0.39%
7.20%
1.79%
1.80%
$0.090
$250,000
58
2BLUE CAPITAL Tactical ES (C)
0.36%
7.27%
7.27%
$0.300
$100,000
18.34%
59
Pearl Capital Advisors Pearl Hedged VIX
0.33%
10.57%
9.28%
$26.700
$500,000
12.02%
3.71%
60
Bluenose Capital Mgt BNC BI
0.33%
10.47%
20.11%
$2.699
$30,000
10.97% 16.81%
61
Systematic Alpha Mgt Futures Prg 2X
0.30%
7.92% 15.92%
27.27%
$50.000
$5,000,000
3.39% 34.33%
62
White Indian STAIRS
0.28%
4.04% 15.43%
23.18%
$0.774
$250,000
3.65% 33.24%
63
Tlaloc Capital Grains Program
64
QEPs Only
QEPs Only
QEPs Only
8.50%
Minimum Investment
3.65% 19.94%
2.05% 13.19%
0.26%
4.04%
6.17%
7.03%
$3.956
$500,000
7.53% 14.46%
M6 Capital Mgt, LLC Standard
0.25%
7.05%
0.90%
6.36%
$129.406
$300,000
5.15% 17.28%
65
Ditsch Trading LLC Discretionary
0.23%
5.58%
2.47%
30.87%
$8.144
$100,000
8.16% 45.84%
66
DUNN Capital WMA
2.78% 16.01%
17.80%
$946.000 $10,000,000
14.13% 60.26%
67
Pinstripe Trading Standard
68
DUNN Capital WMA Institutional
69
QEPs Only
0.23% 0.21%
9.30%
12.22%
0.19%
0.85%
7.56%
8.11%
Systematic Alpha Mgt Intraday Program
0.19%
2.34%
2.79%
1.77%
70
Orion Capital Advisors, Inc. Beta Opportunity (Client)
0.16%
2.60%
2.60%
71
Systematic Alpha Mgt Futures Prg 1X
0.15%
4.32%
8.56%
72
White River Diversified Option Writer
0.12%
4.92%
6.75%
73
Third Street AG Fundamental AG
0.04%
1.23%
74
Four Seasons Lone Star
0.00%
0.57%
75
Four Seasons Hawkeye Spread
76
Jaguar Inv. Ultro Capital Strat
77
QEPs Only
QEPs Only
$12.800
$125,000
8.78% 11.31%
$294.000 $25,000,000
4.30% 10.11%
$30.000
$200,000
3.36%
1.96%
$0.344
$100,000
6.35%
0.10%
14.72%
$50.000
$5,000,000
4.38% 19.22%
64.50%
$1.132
$20,000
1.23% 67.88%
0.05%
2.40%
$58.478
$500,000
3.20%
8.98%
0.65%
4.19%
$22.000
$200,000
3.91%
7.45%
7.89% 12.47%
0.00%
2.38%
2.36%
0.65%
$102.000
$500,000
0.04%
0.20%
0.66%
1.55%
$74.440
$1,000,000
Eckhardt Trading Co Standard Plus
0.07%
1.66%
0.75%
11.67%
$36.500 $20,000,000
78
Red Rock Cap. Sys. Global Macro
0.07%
6.72% 12.73%
13.78%
$23.601
$500,000
79
Bocken Trading LLC Discretionary
0.07%
1.44%
7.85%
24.03%
$8.789
$100,000
5.20% 25.55%
80
Schindler Capital Mgt Dairy Adv.
0.12%
8.13%
5.39%
8.79%
$6.934
$200,000
35.65% 41.49%
81
GNE Mgt S&P Futures & Options
0.15%
12.38%
18.44%
0.15%
$22.500
$200,000
21.33%
82
Advanced Arbitrage # Two
0.17%
16.81%
17.61%
3.93%
$0.112
$100,000
11.24% 19.16%
83
Cafe Trading Advisors Coffee Program
0.19%
4.88%
4.88%
8.47%
$0.314
$100,000
9.99% 12.46%
84
Eckhardt Trading Co Standard
0.20%
2.02%
0.09%
10.61%
$151.700 $20,000,000
12.44% 27.11%
85
White River SI Option Writing
0.21%
10.82%
14.31%
0.21%
$34.729
$20,000
12.12% 18.73%
86
Aventis Asset Mgt Div. Commodity
0.21%
0.88%
2.68%
9.00%
$235.000
$8,000,000
8.56% 20.87%
87
Mobius Asset Mgt XCeed
0.25%
6.17%
9.08%
11.85%
$2.400
$150,000
4.03% 13.90%
88
NuWave Investment Mgt ShortTerm Futures Portfolio
0.30%
0.08%
2.31%
2.94%
$36.480
$5,000,000
89
Mobius Asset Mgt Energy Trading
0.35%
3.54%
4.68%
24.92%
$1.250
$250,000
1.84% 24.92%
90
Metolius Capital LLC Diversified Prg
QEPs Only
0.39%
2.77%
1.32%
11.64%
$173.000
$4,000,000
1.97% 13.60%
91
Arctic Blue MAP
QEPs Only
0.40%
6.30% 11.25%
15.62%
$1.000
$1,000,000
1.05% 15.87%
92
LEH Advisor LLC Break Out Point
39.99%
$0.646
$300,000
8.60% 40.75%
93
Archetype Risk Advisors Archon
QEPs Only
0.51%
2.58%
0.55%
7.31%
$13.713
$1,000,000
3.47%
94
Revolution Capital Mgt Alpha Prg
QEPs Only
0.58%
9.97%
5.51%
12.36%
$365.000
$5,000,000
7.16% 13.77%
95
Gregory P. Asset Mgt Low Volatility Income
0.64%
4.08%
3.08%
13.70%
$0.195
$100,000
5.31% 27.23%
96
Trading Study SPK Options
0.65%
0.60%
2.03%
1.18%
$0.420
$15,000
2.02%
8.37%
97
Edgewater Trading, Inc Wellspring Program
0.89%
2.65%
1.09%
0.89%
$0.513
$200,000
4.47%
2.57%
98
Amplitude Capital Adagio $A
5.93%
1.10%
1.43%
1.10%
8.16%
99
Trading Study AST MIX Fut & Opts
4.45% 10.54%
45.28%
QEPs Only
QEPs Only
QEPs Only
0.46%
QEPs Only
0.90% 0.92%
0.33%
1.12%
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=2&for=2017-10-12&type=%20&desc=1
$101.900 $20,000,000 $0.120
$30,000
5.94%
2.01%
16.57% 40.39% 8.34% 17.75%
3.89%
8.87%
2.94%
9.64%
2.36% 45.28%
2/4
10/12/2017 Rank
CTA Ranking Reports Manager
Investment Restrictions
Monthly Return
100
White Indian 24
101
John Locke C. Systematic UCITS
102 103 104
Auspice Capital Advisors Cmdy Index
QEPs Only
1.82%
105
Brandywine Asset Mgt Symphony
QEPs Only
1.86%
106
Auspice Capital Advisors MF Index
QEPs Only
1.95%
107
Tyche Capital Advisors LLC TCA Institutional Prg
108
Campbell & Co Trend Following
109
Sector Arc Advisors Global Lean Hog Ag
110
Spring Valley Asset Mgt SVAM Tactical Trend
111
Rivoli Fund Mgt Rivoli Int'l V9 (MAP)
112
Amplitude Capital Klassik $B
113
Camkay Capital SI STerm
114
Red Oak Advisors, Inc. Fund. Prg
115 116
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Minimum Investment
1.39%
3.78%
3.34%
1.39%
$1.786
$250,000
1.40%
10.63%
16.05%
1.40%
€13.000
€8,000,000
Chesapeake Capital Diversified
1.54%
1.81%
5.86%
8.13%
$141.000
$5,000,000
Eclipse Cap Mgt Alpha Asia
1.80%
5.83%
26.36%
1.80%
51.274
25,000
12.31% 11.51%
36.42%
QEPs Only
6.13%
14.15%
19.43% 17.95%
2.88%
22.51%
C$69.259 C$1,000,000 $20.000
$5,000,000
C$18.966 C$1,000,000
1.94%
6.92% 20.76% 9.23% 31.58% 12.69%
8.64%
2.15% 36.42% 1.41% 25.58% 0.10% 23.33%
5.19%
5.12%
9.73%
2.00%
3.72%
7.13%
23.84%
2.15%
19.88%
26.68%
2.15%
$3.750
$250,000
13.11%
7.26%
2.16%
7.81%
9.23%
9.23%
$34.000
$1,000,000
1.81%
9.23%
2.17%
4.08%
8.97%
20.82%
$7.480
$5,000,000
5.49% 27.86%
2.18%
3.17%
4.72%
2.18% $1,124.100 $20,000,000
4.87% 21.47%
2.21%
0.67%
6.97%
7.87%
$2.989
$100,000
8.38% 20.79%
QEPs Only
2.44%
8.22%
5.03%
22.31%
$21.800
$5,000,000
12.78% 37.32%
Auspice Capital Advisors Diversified
QEPs Only
2.53%
10.33%
9.28%
20.76%
$13.739
$2,000,000
0.91% 26.05%
Fort LP Global Trend
QEPs Only
2.59%
2.44%
5.96%
8.93%
$220.113 $10,000,000
9.78% 16.75%
117
Claughton Capital Institutional
QEPs Only
2.63%
3.52%
6.57%
20.66%
$16.500
$1,000,000
4.30% 25.55%
118
White Indian Alternative Hedge Currencies
2.77%
0.30%
0.40%
4.98%
$0.048
$250,000
0.90% 14.22%
119
Altis Prts (Jersey) Ltd Global Futures
QEPs Only
2.78%
3.60% 18.59%
48.08%
$183.260 $20,000,000
6.55% 49.88%
120
Altis Prts (Jersey) Ltd PureTrend Portfolio
QEPs Only
2.82%
3.99%
2.85%
12.50%
$4.000 $20,000,000
1.26% 15.73%
121
EMC Capital Advisors, LLC Alpha
QEPs Only
2.87%
4.82%
2.02%
4.32%
$94.526
$5,000,000
122
Fort LP Contrarian Program
QEPs Only
2.93%
2.68%
2.50%
2.93% $2,071.379
$5,000,000
10.32% 17.42%
123
Chesapeake Capital Diversified Plus
124
Quality Capital Mgt GDP
125
Luke Asset Mgt (LAMP) Pinnacle Trend
3.34%
126
Clarke Capital Global Magnum
3.35%
127
Abraham Trading Company Div.
3.36%
7.85% 11.11%
16.72%
128
Rivoli Fund Mgt Rivoli Int'l Fund (MAP)
3.37%
6.53% 13.33%
31.30%
$27.200
$5,000,000
7.21% 31.30%
129
Southwest Man. Inv. Global Div.
3.38%
20.54%
$8.201
$200,000
5.28% 32.79%
130
HB Capital Mgt Diversified
3.56%
131
Anderson Creek Trading Standard Diversified
3.57%
132
Fort LP Global Diversified
133
Transtrend B.V. DTP SR EUR
134
EMC Capital Advisors, LLC Alpha Plus
135
Clarke Capital FXFPlus
136
Drury Capital Diversified TFollowing
QEPs Only
137
Fort LP Global Futures
138
Sandpiper Global Macro
139
NuWave Investment Mgt Combined (2x)
140
Gregory P. Asset Mgt SS&O
141
Eclipse Cap Mgt Global Monetary
142
Clarke Capital Global Basic
143
Melissinos Trading Eupatrid
144
Tactical Investment Inst. Cmdy
145
Red Rock Cap. Commodity LongShort
6.14%
146
Transtrend B.V. DTP ER EUR
6.23%
8.91%
9.15%
11.79%
147
Transtrend B.V. DTP ER JPY
6.40%
8.53%
9.32%
11.55%
￥536.000 ￥25,000,000
5.76% 15.31%
148
Transtrend B.V. DTP ER USD
6.41%
8.58%
8.92%
11.77% $3,542.000 $25,000,000
11.59% 15.16%
149
Clarke Capital Jupiter
6.67%
150
EMC Capital Advisors Classic
QEPs Only
151
Hawksbill Capital Mgt Global Div.
QEPs Only
152
Clarke Capital Millennium
153
Beach Horizon LLP Beach Horizon LLP
154
Mulvaney Capital MF Prg
QEPs Only
QEPs Only
QEPs Only
QEPs Only
$250,000
11.14%
1.97% QEPs Only
$2.564
Annual Worst Compound Drawdown ROR
$225.000 $25,000,000
0.15%
9.73%
4.11% 24.33%
5.14%
9.44%
2.94%
2.89% 10.33%
15.32%
$15.658
$5,000,000
8.32% 48.26%
3.29%
8.21% 14.07%
42.89%
$19.000 $25,000,000
7.89% 42.89%
7.57%
4.68%
10.32%
$4.678
$100,000
21.10% 25.57%
56.94%
$2.600
$100,000
8.12% 56.94%
$171.393 $10,000,000
11.75% 27.19%
5.84% 11.72%
16.07%
8.63%
10.74%
10.92%
3.56%
$6.070
$100,000
3.94% 23.71%
13.98% 14.82%
26.87%
$0.210
$250,000
5.26% 28.02%
4.00%
0.22%
3.42%
5.91%
$580.750 $10,000,000
14.70% 26.56%
4.15%
5.56%
5.57%
7.49%
€630.000 €25,000,000
4.86% 10.59%
4.27%
3.82%
5.06%
7.12%
$204.158
$5,000,000
8.70% 11.81%
4.34%
0.18%
6.91%
11.76%
$4.600
$1,000,000
5.98% 30.81%
4.94%
3.67%
2.09%
11.53%
QEPs Only
4.96%
0.97%
7.52%
QEPs Only
5.03%
QEPs Only
9.43% 32.51%
9.61% $1,503.901 $10,000,000
14.75% 26.56%
17.83%
$16.000
$1,000,000
6.27% 17.83%
5.13%
3.54%
1.38%
10.43%
$35.550
$5,000,000
7.91% 31.24%
5.29%
8.99%
7.67%
10.74%
$3.681
$50,000
13.39% 25.35%
5.32%
7.21%
3.29%
21.27%
$136.222
$5,000,000
7.60% 28.41%
5.40%
19.78% 25.41%
64.18%
$1.400
$50,000
12.28% 64.18%
QEP's Only
5.40%
14.82% 18.21%
30.24%
$5.000
QEPs Only
5.41%
QEPs Only
16.21% 13.55%
$218.000 $10,000,000
3.00%
4.78%
5.41%
13.01% 12.83%
19.25%
$500,000
1.53% 30.24%
$68.400 $10,000,000
16.13% 41.52%
$23.564
$500,000
12.08% 19.84%
€305.000 €25,000,000
8.13% 14.97%
19.43% 27.85%
39.70%
$15.000
$3,000,000
7.85% 44.78%
6.69%
9.79% 17.15%
31.86%
$46.032
$5,000,000
17.41% 45.13%
6.81%
26.08% 22.49%
48.89%
$36.800
$5,000,000
13.73% 61.78%
7.04%
28.29% 33.05%
54.35%
$5.200
$1,000,000
8.32% 60.98%
QEPs Only
7.10%
13.71% 11.91%
20.63%
$104.000
$5,000,000
7.90% 31.28%
QEPs Only
8.08%
12.98% 26.80%
27.18%
$152.000 $10,000,000
12.45% 45.04%
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=2&for=2017-10-12&type=%20&desc=1
3/4
10/12/2017 Rank
CTA Ranking Reports Manager
155
KeyQuant SAS Key Trends
156
Clarke Capital Worldwide
157
Tomas Capital GCAF | USD
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Monthly Return
QEPs Only
8.59%
12.61% 15.35%
22.87%
9.13%
15.33% 21.74%
46.66%
$6.400
$250,000
8.57% 47.80%
10.98%
5.16% 12.78%
43.80%
$1.013
$1,500,000
2.21% 43.80%
QEPs Only
YTD Return
Minimum Investment
Annual Worst Compound Drawdown ROR
Investment Restrictions
$330.000 $10,000,000
9.08% 22.87%
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
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4/4
CTA Ranking Reports
September 2017 Performance CTAs Ranked by Monthly Return Performance Results reported or amended subsequent to Thursday October 12, 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 Restrictions
Monthly Return
QEPs Only
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Minimum Investment
Annual Worst Compound Drawdown ROR
1
Blue Bar Trading Mgt Blue Bar Ag
8.44%
61.51%
33.91%
$1.516
$50,000
49.98% 42.26%
2
AG Capital Global Macro
8.35%
33.47%
52.03%
$10.100
$100,000
31.00% 25.27%
3
Evergreen Commodity A. Discretionary Energy
8.03%
2.20%
4.16%
1.01%
$19.047
$100,000
19.73%
4
Bamboo Trading Disc. Macro
6.36%
3.41%
1.96%
1.96%
$1.000
$500,000
31.56% 37.72%
5
White Indian Chickasaw (C)
5.47%
28.57%
28.57%
$1.755
$250,000
53.84%
6
M&R Capital LLC Discretionary
5.42%
6.45%
20.93%
$2.922
$100,000
27.91% 23.38%
7
Demeter Cap. Livestock & Grain
3.10%
18.86%
13.55%
$17.000
$50,000
11.35% 20.92%
8
White Indian Alternative Hedge Energy
3.06%
18.70%
38.31%
$0.134
$250,000
7.03% 31.00%
9
O'Brien Investment Group Discretionary Global Macro
QEPs Only
3.01%
2.86%
4.29%
$11.000
$2,000,000
10
Quantitative Invest Mgt Global
QEPs Only
2.99%
5.45%
10.52%
0.03% $2,003.000 $20,000,000
11
White Indian Navajo
2.86%
12.35%
16.98%
$0.847
$250,000
12.45% 38.16%
12
Three Rock Capital Global Macro
6.72% 15.56%
13
Bluenose Capital Mgt BNC CL
14
Dynamica Global Investments Energy Trading
15
Parkestone Capital Mgt Collision Methodology
16
AIS Capital Mgt MAAP (2X 4X)
17
QEPs Only
QEPs Only
QEPs Only
3.56%
7.37%
8.37%
3.97%
9.73% 16.63%
2.82%
6.48%
0.28%
7.19%
$124.000
$1,000,000
2.58%
12.62%
17.05%
0.98%
$0.525
$15,000
6.12% 29.32%
2.27%
3.39%
3.29%
9.60%
$11.559
$500,000
11.87% 11.61%
2.26%
1.60%
10.02%
13.79%
$1.100
$90,000
1.04% 27.67%
2.25%
2.32%
9.03%
76.55%
$23.202
$3,000,000
4.39% 78.00%
White Indian White Swan
2.00%
1.34%
0.95%
$0.361
$250,000
18
Alder Capital Alder Capital 20
2.00%
7.02%
3.10%
$334.610
$1,000,000
19
Aleph Strategies Aleph Options
1.82%
13.21%
17.78%
$5.823
$100,000
16.28%
20
Diamond Capital Enhanced S&P
1.61%
9.77%
9.75%
$10.377
$150,000
13.51% 10.81%
21
Tianyou Asset Mgt Tianyou Fund
QEPs Only
1.57%
15.40%
18.08%
$103.837
$2,000,000
30.22% 16.66%
22
Goldman Mgt Stock Index
QEPs Only
1.55%
10.73%
13.99%
$67.000
$350,000
23
White River Dynamic S&P Options
1.54%
12.23%
19.55%
$32.206
$50,000
12.95% 10.81%
24
Roe Capital Mgt, Inc. U.V.E.R.
1.49%
11.08%
11.08%
$5.400
$50,000
19.74%
1.05%
25
Buckingham Global Adv. Emini
1.44%
18.05%
25.38%
$11.715
$100,000
20.89%
6.28%
26
QuantScape US Eq Indx
1.31%
8.87%
14.18%
$12.446
$500,000
15.12%
9.37%
27
White Indian Alternative Hedge
1.26%
18.67%
25.05%
$2.680
$250,000
7.00% 16.41%
28
Campbell & Co Absolute Return Portfolio
1.20%
3.72%
2.21%
5.15%
$233.000
$500,000
6.06% 22.92%
29
Double Helix Cap. Double Helix
1.13%
4.91%
6.99%
3.85%
$12.895
$25,000
6.74% 13.48%
30
Degraves Capital Global Div.
QEPs Only
1.11%
3.26% 11.08%
11.12%
$100.000
$1,000,000
31
HiProb Capital Mgt HiProbI
QEPs Only
1.09%
8.29%
11.97%
$21.000
$500,000
25.53%
6.70%
32
Coloma Capital Futures Sep A/C
QEPs Only
1.00%
1.49%
1.69%
$13.500
$1,000,000
2.08%
7.15%
33
Coloma Capital Hedged Volatility
QEPs Only
1.00%
0.84%
2.39%
$9.250
$250,000
6.22%
9.75%
34
Jaguar Inv. Aegir Strategy
QEPs Only
1.00%
0.53%
1.61%
$30.460
$1,000,000
16.83%
6.32%
35
HPX Financial Old School
0.96%
1.50%
1.06%
36
LJM Partners Mod. Aggressive
0.94%
13.43%
16.74%
37
Bluenose Capital Mgt BNC EI
0.93%
10.33%
19.47%
38
Crescent Bay Premium SI
0.87%
12.52%
7.87%
39
Urban Tree Capital UTC Plus
0.80%
3.41%
6.27%
40
Vilk Commodity Services Base Metals RV
QEPs Only
0.80%
1.31%
41
Greenwave Capital Flagship Plus 2X
QEPs Only
0.80%
3.50%
42
Amplitude Capital Dynamic $B
QEPs Only
0.75%
8.12%
5.38%
43
Carbide Capital Inc Absolute Return
0.70%
9.15%
13.21%
$26.068
$200,000
12.03%
44
LJM Partners Aggressive
0.68%
14.39%
18.85%
$54.000
$500,000
19.83% 63.65%
45
Trigon Invst Advisors Disc. Macro
0.67%
6.67%
0.68%
$395.877
$5,000,000
1.54% 13.08%
QEPs Only
QEPs Only
QEPs Only
QEPs Only
QEPs Only
9.13%
4.86%
3.87%
2.90%
6.73%
5.64% 28.63%
9.39%
7.19%
5.55% 15.61%
$39.712
$200,000
49.39% 19.89%
$354.000
$500,000
17.58% 43.22%
$1.899
$15,000
6.22% 22.91%
$0.023
$10,000
5.23% 26.46%
$0.459
$100,000
3.04% 13.72%
0.91%
$0.001
$2,000,000
4.22%
4.46%
10.71%
$313.000
$300,000
5.59%
3.53%
2.49%
1.19%
7.26%
12.34%
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=2&for=2017-10-12&type=%20&desc=1
$481.900 $20,000,000
6.30% 26.52% 3.76%
1/4
10/12/2017 Rank
CTA Ranking Reports Manager
Investment Restrictions
Monthly Return
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Annual Worst Compound Drawdown ROR
46
Trigon Invst Advisors FX Program
QEPs Only
0.65%
2.38%
2.48%
$3.315
$5,000,000
47
Eamon Capital Zephyr Prg
QEPs Only
0.65%
16.68%
26.28%
$23.847
$300,000
30.34%
3.64%
48
Salona Capital, LLC Standard Stock Index
0.56%
7.47%
8.97%
$2.649
$25,000
8.07%
2.12%
49
Salona Capital, LLC All Commodity Prg 2
0.51%
6.19%
7.41%
$0.319
$25,000
6.85%
1.96%
50
Salona Capital, LLC All Commodity Prg
0.50%
7.33%
9.25%
$8.036
$100,000
8.44%
2.15%
51
Intex, Inc Covered Options PF
0.45%
7.30%
9.64%
$4.033
$25,000
12.53%
3.99%
52
Intex, Inc Covered Options
0.45%
7.30%
9.62%
$4.033
$25,000
10.88%
3.99%
53
Greenwave Capital Flagship Plus
0.44%
1.59%
5.08%
$313.000
$1,000,000
8.40% 11.62%
54
Opus Futures, LLC Advanced Ag
0.43%
33.27%
26.69%
$29.056
$100,000
9.72% 50.62%
55
White Indian SCS Program
0.41%
2.79%
6.33%
0.21%
$0.252
$250,000
3.62% 19.44%
56
Crescent Bay Balanced Volatility
0.41%
5.79%
9.80%
7.54%
$0.887
$50,000
4.31% 39.34%
57
White Indian Alternative Hedge Index
0.39%
7.20%
1.79%
1.80%
$0.090
$250,000
58
2BLUE CAPITAL Tactical ES (C)
0.36%
7.27%
7.27%
$0.300
$100,000
18.34%
59
Pearl Capital Advisors Pearl Hedged VIX
0.33%
10.57%
9.28%
$26.700
$500,000
12.02%
3.71%
60
Bluenose Capital Mgt BNC BI
0.33%
10.47%
20.11%
$2.699
$30,000
10.97% 16.81%
61
Systematic Alpha Mgt Futures Prg 2X
0.30%
7.92% 15.92%
27.27%
$50.000
$5,000,000
3.39% 34.33%
62
White Indian STAIRS
0.28%
4.04% 15.43%
23.18%
$0.774
$250,000
3.65% 33.24%
63
Tlaloc Capital Grains Program
64
QEPs Only
QEPs Only
QEPs Only
8.50%
Minimum Investment
3.65% 19.94%
2.05% 13.19%
0.26%
4.04%
6.17%
7.03%
$3.956
$500,000
7.53% 14.46%
M6 Capital Mgt, LLC Standard
0.25%
7.05%
0.90%
6.36%
$129.406
$300,000
5.15% 17.28%
65
Ditsch Trading LLC Discretionary
0.23%
5.58%
2.47%
30.87%
$8.144
$100,000
8.16% 45.84%
66
DUNN Capital WMA
2.78% 16.01%
17.80%
$946.000 $10,000,000
14.13% 60.26%
67
Pinstripe Trading Standard
68
DUNN Capital WMA Institutional
69
QEPs Only
0.23% 0.21%
9.30%
12.22%
0.19%
0.85%
7.56%
8.11%
Systematic Alpha Mgt Intraday Program
0.19%
2.34%
2.79%
1.77%
70
Orion Capital Advisors, Inc. Beta Opportunity (Client)
0.16%
2.60%
2.60%
71
Systematic Alpha Mgt Futures Prg 1X
0.15%
4.32%
8.56%
72
White River Diversified Option Writer
0.12%
4.92%
6.75%
73
Third Street AG Fundamental AG
0.04%
1.23%
74
Four Seasons Lone Star
0.00%
0.57%
75
Four Seasons Hawkeye Spread
76
Jaguar Inv. Ultro Capital Strat
77
QEPs Only
QEPs Only
$12.800
$125,000
8.78% 11.31%
$294.000 $25,000,000
4.30% 10.11%
$30.000
$200,000
3.36%
1.96%
$0.344
$100,000
6.35%
0.10%
14.72%
$50.000
$5,000,000
4.38% 19.22%
64.50%
$1.132
$20,000
1.23% 67.88%
0.05%
2.40%
$58.478
$500,000
3.20%
8.98%
0.65%
4.19%
$22.000
$200,000
3.91%
7.45%
7.89% 12.47%
0.00%
2.38%
2.36%
0.65%
$102.000
$500,000
0.04%
0.20%
0.66%
1.55%
$74.440
$1,000,000
Eckhardt Trading Co Standard Plus
0.07%
1.66%
0.75%
11.67%
$36.500 $20,000,000
78
Red Rock Cap. Sys. Global Macro
0.07%
6.72% 12.73%
13.78%
$23.601
$500,000
79
Bocken Trading LLC Discretionary
0.07%
1.44%
7.85%
24.03%
$8.789
$100,000
5.20% 25.55%
80
Schindler Capital Mgt Dairy Adv.
0.12%
8.13%
5.39%
8.79%
$6.934
$200,000
35.65% 41.49%
81
GNE Mgt S&P Futures & Options
0.15%
12.38%
18.44%
0.15%
$22.500
$200,000
21.33%
82
Advanced Arbitrage # Two
0.17%
16.81%
17.61%
3.93%
$0.112
$100,000
11.24% 19.16%
83
Cafe Trading Advisors Coffee Program
0.19%
4.88%
4.88%
8.47%
$0.314
$100,000
9.99% 12.46%
84
Eckhardt Trading Co Standard
0.20%
2.02%
0.09%
10.61%
$151.700 $20,000,000
12.44% 27.11%
85
White River SI Option Writing
0.21%
10.82%
14.31%
0.21%
$34.729
$20,000
12.12% 18.73%
86
Aventis Asset Mgt Div. Commodity
0.21%
0.88%
2.68%
9.00%
$235.000
$8,000,000
8.56% 20.87%
87
Mobius Asset Mgt XCeed
0.25%
6.17%
9.08%
11.85%
$2.400
$150,000
4.03% 13.90%
88
NuWave Investment Mgt ShortTerm Futures Portfolio
0.30%
0.08%
2.31%
2.94%
$36.480
$5,000,000
89
Mobius Asset Mgt Energy Trading
0.35%
3.54%
4.68%
24.92%
$1.250
$250,000
1.84% 24.92%
90
Metolius Capital LLC Diversified Prg
QEPs Only
0.39%
2.77%
1.32%
11.64%
$173.000
$4,000,000
1.97% 13.60%
91
Arctic Blue MAP
QEPs Only
0.40%
6.30% 11.25%
15.62%
$1.000
$1,000,000
1.05% 15.87%
92
LEH Advisor LLC Break Out Point
39.99%
$0.646
$300,000
8.60% 40.75%
93
Archetype Risk Advisors Archon
QEPs Only
0.51%
2.58%
0.55%
7.31%
$13.713
$1,000,000
3.47%
94
Revolution Capital Mgt Alpha Prg
QEPs Only
0.58%
9.97%
5.51%
12.36%
$365.000
$5,000,000
7.16% 13.77%
95
Gregory P. Asset Mgt Low Volatility Income
0.64%
4.08%
3.08%
13.70%
$0.195
$100,000
5.31% 27.23%
96
Trading Study SPK Options
0.65%
0.60%
2.03%
1.18%
$0.420
$15,000
2.02%
8.37%
97
Edgewater Trading, Inc Wellspring Program
0.89%
2.65%
1.09%
0.89%
$0.513
$200,000
4.47%
2.57%
98
Amplitude Capital Adagio $A
5.93%
1.10%
1.43%
1.10%
8.16%
99
Trading Study AST MIX Fut & Opts
4.45% 10.54%
45.28%
QEPs Only
QEPs Only
QEPs Only
0.46%
QEPs Only
0.90% 0.92%
0.33%
1.12%
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$101.900 $20,000,000 $0.120
$30,000
5.94%
2.01%
16.57% 40.39% 8.34% 17.75%
3.89%
8.87%
2.94%
9.64%
2.36% 45.28%
2/4
10/12/2017 Rank
CTA Ranking Reports Manager
Investment Restrictions
Monthly Return
100
White Indian 24
101
John Locke C. Systematic UCITS
102 103 104
Auspice Capital Advisors Cmdy Index
QEPs Only
1.82%
105
Brandywine Asset Mgt Symphony
QEPs Only
1.86%
106
Auspice Capital Advisors MF Index
QEPs Only
1.95%
107
Tyche Capital Advisors LLC TCA Institutional Prg
108
Campbell & Co Trend Following
109
Sector Arc Advisors Global Lean Hog Ag
110
Spring Valley Asset Mgt SVAM Tactical Trend
111
Rivoli Fund Mgt Rivoli Int'l V9 (MAP)
112
Amplitude Capital Klassik $B
113
Camkay Capital SI STerm
114
Red Oak Advisors, Inc. Fund. Prg
115 116
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Minimum Investment
1.39%
3.78%
3.34%
1.39%
$1.786
$250,000
1.40%
10.63%
16.05%
1.40%
€13.000
€8,000,000
Chesapeake Capital Diversified
1.54%
1.81%
5.86%
8.13%
$141.000
$5,000,000
Eclipse Cap Mgt Alpha Asia
1.80%
5.83%
26.36%
1.80%
51.274
25,000
12.31% 11.51%
36.42%
QEPs Only
6.13%
14.15%
19.43% 17.95%
2.88%
22.51%
C$69.259 C$1,000,000 $20.000
$5,000,000
C$18.966 C$1,000,000
1.94%
6.92% 20.76% 9.23% 31.58% 12.69%
8.64%
2.15% 36.42% 1.41% 25.58% 0.10% 23.33%
5.19%
5.12%
9.73%
2.00%
3.72%
7.13%
23.84%
2.15%
19.88%
26.68%
2.15%
$3.750
$250,000
13.11%
7.26%
2.16%
7.81%
9.23%
9.23%
$34.000
$1,000,000
1.81%
9.23%
2.17%
4.08%
8.97%
20.82%
$7.480
$5,000,000
5.49% 27.86%
2.18%
3.17%
4.72%
2.18% $1,124.100 $20,000,000
4.87% 21.47%
2.21%
0.67%
6.97%
7.87%
$2.989
$100,000
8.38% 20.79%
QEPs Only
2.44%
8.22%
5.03%
22.31%
$21.800
$5,000,000
12.78% 37.32%
Auspice Capital Advisors Diversified
QEPs Only
2.53%
10.33%
9.28%
20.76%
$13.739
$2,000,000
0.91% 26.05%
Fort LP Global Trend
QEPs Only
2.59%
2.44%
5.96%
8.93%
$220.113 $10,000,000
9.78% 16.75%
117
Claughton Capital Institutional
QEPs Only
2.63%
3.52%
6.57%
20.66%
$16.500
$1,000,000
4.30% 25.55%
118
White Indian Alternative Hedge Currencies
2.77%
0.30%
0.40%
4.98%
$0.048
$250,000
0.90% 14.22%
119
Altis Prts (Jersey) Ltd Global Futures
QEPs Only
2.78%
3.60% 18.59%
48.08%
$183.260 $20,000,000
6.55% 49.88%
120
Altis Prts (Jersey) Ltd PureTrend Portfolio
QEPs Only
2.82%
3.99%
2.85%
12.50%
$4.000 $20,000,000
1.26% 15.73%
121
EMC Capital Advisors, LLC Alpha
QEPs Only
2.87%
4.82%
2.02%
4.32%
$94.526
$5,000,000
122
Fort LP Contrarian Program
QEPs Only
2.93%
2.68%
2.50%
2.93% $2,071.379
$5,000,000
10.32% 17.42%
123
Chesapeake Capital Diversified Plus
124
Quality Capital Mgt GDP
125
Luke Asset Mgt (LAMP) Pinnacle Trend
3.34%
126
Clarke Capital Global Magnum
3.35%
127
Abraham Trading Company Div.
3.36%
7.85% 11.11%
16.72%
128
Rivoli Fund Mgt Rivoli Int'l Fund (MAP)
3.37%
6.53% 13.33%
31.30%
$27.200
$5,000,000
7.21% 31.30%
129
Southwest Man. Inv. Global Div.
3.38%
20.54%
$8.201
$200,000
5.28% 32.79%
130
HB Capital Mgt Diversified
3.56%
131
Anderson Creek Trading Standard Diversified
3.57%
132
Fort LP Global Diversified
133
Transtrend B.V. DTP SR EUR
134
EMC Capital Advisors, LLC Alpha Plus
135
Clarke Capital FXFPlus
136
Drury Capital Diversified TFollowing
QEPs Only
137
Fort LP Global Futures
138
Sandpiper Global Macro
139
NuWave Investment Mgt Combined (2x)
140
Gregory P. Asset Mgt SS&O
141
Eclipse Cap Mgt Global Monetary
142
Clarke Capital Global Basic
143
Melissinos Trading Eupatrid
144
Tactical Investment Inst. Cmdy
145
Red Rock Cap. Commodity LongShort
6.14%
146
Transtrend B.V. DTP ER EUR
6.23%
8.91%
9.15%
11.79%
147
Transtrend B.V. DTP ER JPY
6.40%
8.53%
9.32%
11.55%
￥536.000 ￥25,000,000
5.76% 15.31%
148
Transtrend B.V. DTP ER USD
6.41%
8.58%
8.92%
11.77% $3,542.000 $25,000,000
11.59% 15.16%
149
Clarke Capital Jupiter
6.67%
150
EMC Capital Advisors Classic
QEPs Only
151
Hawksbill Capital Mgt Global Div.
QEPs Only
152
Clarke Capital Millennium
153
Beach Horizon LLP Beach Horizon LLP
154
Mulvaney Capital MF Prg
QEPs Only
QEPs Only
QEPs Only
QEPs Only
$250,000
11.14%
1.97% QEPs Only
$2.564
Annual Worst Compound Drawdown ROR
$225.000 $25,000,000
0.15%
9.73%
4.11% 24.33%
5.14%
9.44%
2.94%
2.89% 10.33%
15.32%
$15.658
$5,000,000
8.32% 48.26%
3.29%
8.21% 14.07%
42.89%
$19.000 $25,000,000
7.89% 42.89%
7.57%
4.68%
10.32%
$4.678
$100,000
21.10% 25.57%
56.94%
$2.600
$100,000
8.12% 56.94%
$171.393 $10,000,000
11.75% 27.19%
5.84% 11.72%
16.07%
8.63%
10.74%
10.92%
3.56%
$6.070
$100,000
3.94% 23.71%
13.98% 14.82%
26.87%
$0.210
$250,000
5.26% 28.02%
4.00%
0.22%
3.42%
5.91%
$580.750 $10,000,000
14.70% 26.56%
4.15%
5.56%
5.57%
7.49%
€630.000 €25,000,000
4.86% 10.59%
4.27%
3.82%
5.06%
7.12%
$204.158
$5,000,000
8.70% 11.81%
4.34%
0.18%
6.91%
11.76%
$4.600
$1,000,000
5.98% 30.81%
4.94%
3.67%
2.09%
11.53%
QEPs Only
4.96%
0.97%
7.52%
QEPs Only
5.03%
QEPs Only
9.43% 32.51%
9.61% $1,503.901 $10,000,000
14.75% 26.56%
17.83%
$16.000
$1,000,000
6.27% 17.83%
5.13%
3.54%
1.38%
10.43%
$35.550
$5,000,000
7.91% 31.24%
5.29%
8.99%
7.67%
10.74%
$3.681
$50,000
13.39% 25.35%
5.32%
7.21%
3.29%
21.27%
$136.222
$5,000,000
7.60% 28.41%
5.40%
19.78% 25.41%
64.18%
$1.400
$50,000
12.28% 64.18%
QEP's Only
5.40%
14.82% 18.21%
30.24%
$5.000
QEPs Only
5.41%
QEPs Only
16.21% 13.55%
$218.000 $10,000,000
3.00%
4.78%
5.41%
13.01% 12.83%
19.25%
$500,000
1.53% 30.24%
$68.400 $10,000,000
16.13% 41.52%
$23.564
$500,000
12.08% 19.84%
€305.000 €25,000,000
8.13% 14.97%
19.43% 27.85%
39.70%
$15.000
$3,000,000
7.85% 44.78%
6.69%
9.79% 17.15%
31.86%
$46.032
$5,000,000
17.41% 45.13%
6.81%
26.08% 22.49%
48.89%
$36.800
$5,000,000
13.73% 61.78%
7.04%
28.29% 33.05%
54.35%
$5.200
$1,000,000
8.32% 60.98%
QEPs Only
7.10%
13.71% 11.91%
20.63%
$104.000
$5,000,000
7.90% 31.28%
QEPs Only
8.08%
12.98% 26.80%
27.18%
$152.000 $10,000,000
12.45% 45.04%
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3/4
10/12/2017 Rank
CTA Ranking Reports Manager
155
KeyQuant SAS Key Trends
156
Clarke Capital Worldwide
157
Tomas Capital GCAF | USD
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Monthly Return
QEPs Only
8.59%
12.61% 15.35%
22.87%
9.13%
15.33% 21.74%
46.66%
$6.400
$250,000
8.57% 47.80%
10.98%
5.16% 12.78%
43.80%
$1.013
$1,500,000
2.21% 43.80%
QEPs Only
YTD Return
Minimum Investment
Annual Worst Compound Drawdown ROR
Investment Restrictions
$330.000 $10,000,000
9.08% 22.87%
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
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