YTD
9/13/2017
CTA Ranking Reports
August 2017 Performance CTAs Ranked by YTD Return Performance Results reported or amended subsequent to Wednesday September 13, 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
QQFund.com LLC Invst Prg 1
9.37%
64.40%
15.68%
$4.648
$100,000
30.97% 35.81%
2
Blue Bar Trading Mgt Blue Bar Ag
QEPs Only
16.46%
48.94%
8.93%
$1.364
$50,000
48.06% 42.26%
3
Alpha Z Advisors LLC MAP
QEPs Only
3.23%
42.62%
62.06%
$11.901
$250,000
59.24% 24.12%
4
Opus Futures, LLC Advanced Ag
3.16%
32.70%
25.11%
$28.195
$100,000
9.78% 50.62%
5
AG Capital Global Macro
16.30%
23.19%
19.33%
$1.363
$100,000
28.43% 25.27%
6
Sector Arc Advisors Global Lean Hog Ag
2.00%
22.51%
27.87%
$1.750
$250,000
15.01%
7.26%
7
White Indian Chickasaw (C)
2.81%
21.90%
21.90%
$0.295
$250,000
48.59%
8
White Indian Alternative Hedge
3.27%
17.20%
22.19%
$2.538
$250,000
9
Buckingham Global Adv. Emini
2.12%
16.38%
25.78%
$10.318
$100,000
20.97%
6.28%
10
Eamon Capital Zephyr Prg
QEPs Only
0.29%
15.92%
28.70%
$25.759
$300,000
31.57%
3.64%
11
Demeter Cap. Livestock & Grain
QEPs Only
1.25%
15.28%
15.02%
$14.250
$50,000
11.03% 20.92%
12
White Indian Alternative Hedge Energy
0.81%
15.17%
33.44%
$0.130
$250,000
6.50% 31.00%
13
HB Capital Mgt Diversified
4.39%
14.83%
16.92%
$6.200
$100,000
4.38% 23.71%
14
Tianyou Asset Mgt Tianyou Fund LP
2.39%
13.62%
16.41%
$96.000
$2,000,000
30.39% 16.66%
15
LJM Partners Aggressive
2.27%
13.48%
21.35%
$48.000
$500,000
19.87% 63.65%
16
Eclipse Cap Mgt Global Monetary
8.05%
13.24%
2.55%
$144.006
$5,000,000
17
GNE Mgt S&P Futures & Options
2.41%
12.54%
21.78%
$20.500
$200,000
21.90%
18
LJM Partners Mod. Aggressive
1.95%
12.22%
18.18%
$347.000
$500,000
17.60% 43.22%
19
John Locke C. Systematic UCITS
0.28%
12.20%
11.48%
€12.900
€8,000,000
7.04% 20.76%
20
Crescent Bay Premium SI
0.76%
11.55%
7.80%
$0.023
$10,000
5.19% 26.46%
21
Aleph Strategies Aleph Options
2.10%
11.18%
16.79%
$5.475
$100,000
22
White River SI Option Writing
0.68%
11.06%
15.45%
$34.734
$20,000
12.27% 18.73%
23
White River Dynamic S&P Options
0.91%
10.53%
18.98%
$30.697
$50,000
12.74% 10.81%
24
Pearl Capital Advisors Pearl Hedged VIX
7.81%
10.21%
11.69%
$24.700
$500,000
25
Bluenose Capital Mgt BNC BI
0.96%
10.11%
15.19%
$2.633
$30,000
11.03% 16.81%
26
Rosetta Capital Mgt Macro Prg
0.00%
10.04%
9.91%
42.57%
$0.889
$50,000
3.12% 47.81%
27
Bluenose Capital Mgt BNC CL
3.97%
9.79%
14.29%
3.47%
$0.495
$15,000
28
Roe Capital Mgt, Inc. U.V.E.R.
1.71%
9.45%
9.45%
$5.500
$50,000
29
Bluenose Capital Mgt BNC EI
1.28%
9.31%
18.66%
3.39%
$1.882
$15,000
6.16% 22.91%
30
White Indian Navajo
0.55%
9.23%
19.91%
2.77%
$0.824
$250,000
11.80% 38.16%
31
NuWave Investment Mgt Combined (2x)
6.48%
9.14%
6.96%
5.58%
$37.470
$5,000,000
8.30% 31.24%
32
Pinstripe Trading Standard
4.80%
9.07%
14.92%
$9.200
$125,000
8.85% 11.31%
33
Goldman Mgt Stock Index
QEPs Only
0.19%
9.04%
12.10%
$62.000
$350,000
34
Tactical Investment Inst. Cmdy
QEPs Only
6.14%
8.90%
8.86%
35
EMC Capital Advisors, LLC Alpha Plus
QEPs Only
3.52%
8.41%
0.53%
36
Carbide Capital Inc Absolute Return
0.74%
8.39%
37
Diamond Capital Enhanced S&P
0.57%
8.00%
38
EMC Capital Advisors, LLC Alpha
1.34%
7.91%
1.14%
39
Eclipse Cap Mgt Alpha Asia
6.85%
7.77%
24.70%
40
QuantScape US Eq Indx
QEPs Only
2.19%
7.46%
15.37%
41
Amplitude Capital Dynamic $B
QEPs Only
5.68%
7.32%
3.49%
42
HiProb Capital Mgt HiProbI
QEPs Only
1.28%
7.13%
9.10%
43
Amplitude Capital Adagio $A
QEPs Only
3.27%
6.89%
2.02%
44
2BLUE CAPITAL Tactical ES (C)
0.11%
6.89%
6.89%
$3.200
$100,000
22.11%
45
Intex, Inc Covered Options
1.12%
6.82%
9.69%
$3.900
$25,000
11.06%
3.99%
QEPs Only
QEPs Only
QEPs Only
QEPs Only
QEPs Only
QEPs Only
0.29%
16.84%
$71.900 $10,000,000 3.02%
6.84% 16.41%
7.84% 28.41%
15.90%
12.38%
8.87%
3.71%
5.54% 29.32% 19.79%
9.24%
1.05%
7.19%
16.45% 41.52%
$160.239
$5,000,000
13.17%
$28.000
$200,000
12.13%
8.87%
$10.320
$150,000
13.43% 10.81%
$125.390
$5,000,000
5.96%
9.44%
52.216
25,000
13.88%
8.64%
$10.184
$500,000
15.10%
9.37%
1.49%
7.95%
$455.490 $20,000,000 $21.000
0.54%
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=3&for=2017-09-13&type=%20&desc=1
10.35% 11.81% 3.76%
6.28% 26.52%
$500,000
25.64%
6.70%
$81.700 $20,000,000
2.20%
8.16%
1/4
9/13/2017 Rank
CTA Ranking Reports Manager
Investment Monthly Restrictions Return
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
46
Intex, Inc Covered Options PF
1.12%
6.82%
9.70%
47
M6 Capital Mgt, LLC Standard
4.05%
6.79%
0.06%
48
White Indian Alternative Hedge Index
2.17%
6.78%
1.43%
2.18%
49
Altis Prts (Jersey) Ltd Global Futures
QEPs Only
2.79%
6.56%
8.83%
46.60%
50
Tomas Capital GCAF | USD
QEPs Only
1.47%
6.54%
1.57%
36.87%
51
Global Sigma Group Plus Prg
QEPs Only
0.79%
6.46%
52
Bluegrass Capital Mgt S&P 500 Equity Prg
QEPs Only
1.74%
6.19%
53
Wharton Capital Mgt Ag Futures
2.71%
54
Fort LP Contrarian Program
QEPs Only
55
Goldenwise Quant MS (P&C)
QEPs Only
56
Amplitude Capital Klassik $B
QEPs Only
57
Crescent Bay Balanced Volatility
58
Ditsch Trading LLC Discretionary
59
White Indian 24
60
Cafe Trading Advisors Coffee Program
61
Alder Capital Alder Capital 20
62
Brandywine Asset Mgt Symphony
63
White River Diversified Option Writer
64
Paskewitz Contrarian S&P
65
6.59%
Minimum Investment
Annual Worst Compound Drawdown ROR
$3.900
$25,000
$121.934
$300,000
12.64%
5.17% 17.28%
3.99%
$0.089
$250,000
1.98% 13.19%
$189.000 $20,000,000
6.77% 49.88%
$1.141
$1,500,000
4.19% 41.93%
9.51%
$115.750
$1,000,000
13.31% 11.63%
6.92%
$14.500
$1,000,000
5.88%
5.08%
$15.196
$100,000
12.27% 11.99%
2.72%
5.77%
1.64%
$2,004.858
$5,000,000
10.60% 17.42%
1.35%
5.51%
9.94%
$132.000
$200,000
37.52% 10.69%
2.34%
5.47%
4.68%
$1,015.880 $20,000,000
5.21% 21.47%
0.69%
5.36%
10.83%
7.92%
$1.067
$50,000
0.63%
5.34%
0.83%
31.02%
$8.229
$100,000
0.90%
5.24%
8.48%
$1.481
$250,000
5.22%
5.08%
5.08%
8.30%
$0.212
$15,000
12.62% 12.46%
2.60%
4.92%
5.29%
10.91%
$332.000
$1,000,000
5.54% 28.63%
2.30%
4.83%
8.18%
12.52%
$21.000
$5,000,000
1.74% 25.58%
1.93%
4.79%
7.91%
64.54%
$1.244
$20,000
1.22% 67.88%
QEPs Only
1.46%
4.44%
6.63%
$206.000
$1,000,000
11.41% 18.07%
Fort LP Global Diversified
QEPs Only
2.82%
4.39%
0.60%
$623.495 $10,000,000
14.95% 26.56%
66
Fort LP Global Futures
QEPs Only
5.07%
4.18%
1.35%
4.91% $1,561.235 $10,000,000
15.05% 26.56%
67
Tlaloc Capital Grains Program
QEPs Only
0.99%
3.77%
8.29%
68
Edgewater Trading, Inc Wellspring Program
1.02%
3.58%
2.87%
69
Archetype Risk Advisors Archon
0.95%
3.11%
0.87%
70
Camkay Capital SI STerm
4.14%
2.94%
0.73%
71
Greenwave Capital Flagship Plus 2X
72
White Indian Alternative Hedge Currencies
73
Rosetta Capital Mgt Trading Prg
74
Campbell & Co Absolute Return Portfolio
75
Orion Capital Advisors, Inc. Beta Opportunity (Client)
76
Quantitative Invest Mgt Global
77
Four Seasons Hawkeye Spread
78
White Indian SCS Program
79
Systematic Alpha Mgt Intraday Program
80
JTM Capital Mgt JTM Absolute Return
QEPS Only
81
ML Systems LLC Seldon Classic (P&C)
82
QEPs Only
QEPs Only
QEPs Only
QEPs Only
2.00%
7.27%
4.97%
5.57%
4.30% 39.34% 8.23% 45.84% 13.06%
1.94%
$3.945
$500,000
7.58% 14.46%
$0.522
$200,000
5.35%
2.57%
6.84%
$13.791
$1,000,000
3.79%
9.64%
5.78%
$2.955
$100,000
$315.000
$300,000
$0.051
$250,000
0.35% 14.22%
8.95% 20.79%
1.98%
2.68%
6.37%
1.88%
2.54%
7.63%
2.28%
QEPs Only
0.00%
2.50%
2.13%
19.81%
$17.850
$250,000
28.02% 39.67%
QEPs Only
2.30%
2.49%
2.13%
6.28%
$230.000
$500,000
6.01% 22.92%
1.53%
2.43%
2.43%
$0.337
$100,000
7.48%
2.93%
2.38%
9.37%
2.93% $2,157.000 $20,000,000
9.56% 16.63%
0.36%
2.38%
1.92%
0.65%
$104.000
$500,000
7.95% 12.47%
0.08%
2.36%
7.97%
0.62%
$0.251
$250,000
3.60% 19.44%
1.96%
2.15%
2.60%
1.96%
$0.000
$200,000
3.48%
1.96%
0.63%
1.88%
2.52%
4.48%
$1.034
$100,000
2.75%
5.07%
QEPs Only
0.24%
1.45%
0.09%
6.47%
$1.000
$1,000,000
3.32%
8.14%
Drury Capital Diversified TFollowing
QEPs Only
7.27%
1.38%
5.06%
6.90%
83
Greenwave Capital Flagship Plus
QEPs Only
0.93%
1.15%
2.85%
84
Portfolio Concept PC Global Systematic
QEPs Only
0.18%
1.09%
2.35%
85
M&R Capital LLC Discretionary
0.56%
0.98%
11.10%
86
LEH Advisor LLC Break Out Point
0.31%
0.79%
0.78%
87
HPX Financial Old School
0.65%
0.53%
1.95%
88
Vilk Commodity Services Base Metals RV
QEPs Only
2.40%
0.51%
89
Coloma Capital Futures Sep A/C
QEPs Only
0.20%
90
NuWave Investment Mgt ShortTerm Futures Portfolio
91
Fort LP Global Trend
92
NovoDyn Advisors LLC Mean Reversion FT
93
QEPs Only
5.34%
3.53%
0.10%
$230.000 $10,000,000
9.74% 32.51%
$315.000
$1,000,000
8.43% 11.62%
1.27%
$33.300
$1,000,000
8.52%
$2.772
$100,000
39.71%
$0.649
$300,000
8.75% 40.75%
4.79%
$39.542
$200,000
49.71% 19.89%
1.85%
0.72%
$0.001
$2,000,000
4.12%
4.46%
0.49%
1.79%
0.41%
$14.000
$1,000,000
1.96%
7.15%
2.49%
0.38%
2.03%
2.65%
$36.590
$5,000,000
4.44%
2.65%
QEPs Only
3.00%
0.15%
3.18%
6.51%
QEPs Only
0.00%
0.10%
0.12%
11.57%
Bluegrass Capital Mgt Cross Market Bias Model
QEPs Only
0.05%
0.07%
0.91%
94
O'Brien Investment Group Discretionary Global Macro
QEPs Only
0.18%
0.15%
1.12%
1.70%
95
Coloma Capital Hedged Volatility
QEPs Only
0.20%
0.16%
0.80%
5.80%
96
Jaguar Inv. Ultro Capital Strat
QEPs Only
0.41%
0.16%
0.48%
1.51%
97
Ancile Capital Mgt Global Mkts
0.76%
0.19%
3.53%
1.81%
$3.500
$1,000,000
11.12% 16.18%
98
Chesapeake Capital Diversified
1.72%
0.27%
3.68%
6.69%
$143.000
$5,000,000
9.32% 31.58%
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=3&for=2017-09-13&type=%20&desc=1
$198.676 $10,000,000
0.66%
2.45%
26.68% 23.38%
9.94% 16.75%
$0.400
$100,000
0.76% 11.65%
$201.000
$3,000,000
4.63%
0.93%
$11.000
$2,000,000
5.85%
3.97%
$9.750
$250,000
6.10%
9.75%
$83.630
$1,000,000
6.03%
2.01%
2/4
9/13/2017 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
99
Valia Capital Management Global Tactical Program
0.72%
0.30%
1.83%
9.70%
$17.708
$200,000
100
Jaguar Inv. Aegir Strategy
QEPs Only
2.25%
0.47%
0.88%
0.47%
$30.660
$1,000,000
16.89%
6.32%
101
NovoDyn Advisors LLC Mean Reversion EX
QEPs Only
0.00%
0.57%
0.59%
8.19%
$0.800
$200,000
2.17%
8.19%
102
Four Seasons Lone Star
1.40%
0.57%
0.65%
4.19%
$23.500
$200,000
3.94%
7.45%
103
White Indian White Swan
0.45%
0.64%
2.90%
1.02%
$0.354
$250,000
1.38%
6.73%
104
Altis Prts (Jersey) Ltd PureTrend Portfolio
105
Bocken Trading LLC Discretionary
106
QEPs Only
2.85% 20.99%
2.01%
1.24%
0.40%
10.00%
$4.040 $20,000,000
0.36% 15.73%
0.70%
1.37%
9.85%
23.97%
$9.070
5.29% 25.55%
Transtrend B.V. DTP SR EUR
3.31%
1.48%
2.33%
3.49%
€658.000 €25,000,000
5.12% 10.59%
107
Eckhardt Trading Co Standard Plus
1.00%
1.60%
1.55%
11.61%
$36.600 $20,000,000
16.63% 40.39%
108
Campbell & Co Trend Following
0.01%
1.63%
7.39%
22.19%
$228.000 $25,000,000
4.47% 24.30%
109
Eckhardt Trading Co Standard
0.95%
1.84%
1.77%
10.44%
$153.900 $20,000,000
12.49% 27.11%
110
Transtrend B.V. DTP ER JPY
4.18%
2.28%
3.55%
5.50%
￥658.000 ￥25,000,000
6.33% 15.31%
111
Transtrend B.V. DTP ER USD
5.07%
2.31%
3.94%
5.72% $3,979.000 $25,000,000
11.96% 15.16%
112
Soaring Pelican Diversified S&P
113
Metolius Capital LLC Diversified Prg
114
Transtrend B.V. DTP ER EUR
115
Trigon Invst Advisors FX Program
116
Rivoli Fund Mgt Rivoli Int'l Fund (MAP)
117
Tyche Capital Advisors LLC TCA Institutional Prg
118
EMC Capital Advisors Classic
119
Caddo Capital Mgt Tactical Diversified
120
Parkestone Capital Mgt Collision Methodology
121
Quality Capital Mgt AFP
122
White Indian STAIRS
123
Degraves Capital Global Div.
124
Luke Asset Mgt (LAMP) Pinnacle Trend
125
KeyQuant SAS Key Trends
126
Systematic Alpha Mgt Futures Prg 1X
127
AIS Capital Mgt MAAP (2X 4X)
128
Abraham Trading Company Div.
129
Quality Capital Mgt GDP
130
Mulvaney Capital MF Prg
131
Evergreen Commodity A. Discretionary Energy
132
Dynamica Global Investments Energy Trading
QEPs Only
133
Spring Valley Asset Mgt SVAM Tactical Trend
134
Red Oak Advisors, Inc. Fund. Prg
135
Red Rock Cap. Sys. Global Macro
136
Beach Horizon LLP Beach Horizon LLP
QEPs Only
137
Trigon Invst Advisors Disc. Macro
QEPs Only
138
Red Rock Cap. Commodity LongShort
139
Auspice Capital Advisors Diversified
140
Schindler Capital Mgt Dairy Adv.
141
Systematic Alpha Mgt Futures Prg 2X
2.40%
142
Mad Group Investments LLC Intermediate Growth
143
Three Rock Capital Global Macro
144 145
QEPs Only
$100,000
1.25%
2.33%
4.55%
6.71%
$33.959
$100,000
8.13% 10.43%
QEPs Only
0.83%
2.39%
2.98%
11.29%
$174.000
$4,000,000
2.05% 13.60%
4.86%
2.86%
4.24%
5.93%
€335.000 €25,000,000
8.56% 14.97%
QEPs Only
6.22%
3.01%
1.09%
9.09%
$3.315
$5,000,000
3.63% 19.94%
1.17%
3.28% 11.92%
28.91%
$28.170
$5,000,000
7.41% 30.79%
0.08%
3.29%
3.53%
7.91%
$3.301
$250,000
QEPs Only
1.12%
3.33% 12.41%
26.97%
$50.154
$5,000,000
QEPs Only
0.83%
3.49%
3.95%
6.98%
$11.910
$2,000,000
4.19%
3.78%
12.17%
15.70%
$1.080
$90,000
1.80% 27.67% 1.51% 30.96%
QEPs Only
0.41%
7.99%
17.71% 45.13% 2.85%
8.83%
0.16%
3.87%
8.87%
29.76%
$3.400 $10,000,000
8.65%
4.31%
0.03%
23.39%
$0.771
$250,000
3.65% 33.24%
0.47%
4.32%
9.39%
12.09%
$88.000
$1,000,000
5.40% 15.61%
2.80%
4.37%
3.28%
7.21%
$4.732
$100,000
3.47% 11.72%
4.83%
4.40%
8.26%
15.62%
$355.000 $10,000,000
10.47% 20.93%
1.24%
4.47%
8.77%
14.85%
$0.000
$5,000,000
2.25%
4.47%
7.09%
77.07%
$22.802
$3,000,000
4.31% 78.00%
1.10%
4.81% 12.15%
13.98%
$181.670 $10,000,000
11.92% 27.19%
QEPs Only
1.14%
5.08%
9.55%
40.94%
$19.271 $25,000,000
8.09% 42.33%
QEPs Only
2.38%
5.32%
5.85%
20.77%
$163.000 $10,000,000
13.03% 45.04%
5.18%
5.40%
1.87%
8.37%
$20.540
$100,000
16.96%
2.59%
5.53%
9.90%
11.61%
$13.113
$500,000
11.14% 11.61%
QEPs Only
0.45%
5.78%
6.34%
7.23%
$36.500
$1,000,000
QEPs Only
2.90%
5.88%
8.40%
20.32%
$22.565
$5,000,000
12.92% 37.32%
3.10%
6.65% 11.28%
13.72%
$24.945
$500,000
8.40% 17.75%
2.72%
7.12%
6.64%
14.57%
$108.000
$5,000,000
8.61% 31.28%
1.69%
7.29%
1.76%
12.92%
$393.339
$5,000,000
1.49% 13.08%
7.32%
7.32%
6.53%
13.97%
$27.001
$500,000
14.14% 19.84%
2.76%
8.00%
7.91%
18.70%
$14.019
$2,000,000
1.14% 26.05%
4.22%
8.02%
5.43%
8.68%
$7.466
$200,000
35.95% 41.49%
QEPs Only
QEPs Only
QEPs Only
QEPs Only
4.40% 19.22%
2.52%
8.37%
7.64%
8.19% 16.26%
27.48%
$0.000
$5,000,000
3.38% 34.33%
1.95%
8.93%
9.99%
14.70%
$0.091
$50,000
14.77% 18.72%
QEPs Only
0.72%
9.02%
5.28%
9.71%
$120.000
$1,000,000
6.44% 15.56%
Melissinos Trading Eupatrid
QEP's Only
3.09%
9.06% 11.31%
25.52%
$5.000
$500,000
2.55% 25.52%
Revolution Capital Mgt Alpha Prg
QEPs Only
0.08%
9.45%
6.78%
11.85%
$405.000
$5,000,000
7.28% 13.77%
146
Auspice Capital Advisors Cmdy Index
QEPs Only
1.31%
10.69%
8.12%
35.24%
C$70.046 C$1,000,000
1.92% 36.08%
147
Anderson Creek Trading Standard Diversified
10.80% 10.37%
24.16%
$0.217
$250,000
4.31% 28.02%
148
Southwest Man. Inv. Global Div.
13.14%
9.40%
17.77%
$8.387
$200,000
5.54% 32.79%
149
Dreiss Research Diversified
1.18%
13.81% 11.80%
22.83%
$2.495
$750,000
15.21% 51.44%
150
GT Capital CTA Dynamic Trading Prg
4.57%
15.58% 17.63%
31.52%
$0.787
$150,000
0.02% 34.51%
151
Altavest Wealth Mgt LLC MultiStrategy Prg
QEPs Only
1.76%
17.71% 32.61%
34.33%
$0.678
$1,000,000
9.51% 34.33%
152
Auspice Capital Advisors MF Index
QEPs Only
3.08%
17.83% 16.06%
20.97%
C$24.025 C$1,000,000
0.40% 23.33%
153
Quest Partners LLC AQO
QEPs Only
2.13%
17.96% 22.76%
29.56% $1,176.000 $20,000,000
8.64% 29.56%
1.86% 1.44% QEPs Only
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=3&for=2017-09-13&type=%20&desc=1
3/4
9/13/2017 Rank
CTA Ranking Reports Manager
154
Hawksbill Capital Mgt Global Div.
155
Bear Commodities Corp Level II
Investment Monthly Restrictions Return QEPs Only
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Minimum Investment
Annual Worst Compound Drawdown ROR
0.20%
20.66% 14.11%
45.15%
$39.500
$5,000,000
14.06% 61.78%
20.00%
25.54% 39.44%
53.15%
$0.697
$50,000
22.88% 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 Email [email protected] * Web Address http://www.foremostcm.com
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CTA Ranking Reports
August 2017 Performance CTAs Ranked by YTD Return Performance Results reported or amended subsequent to Wednesday September 13, 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
QQFund.com LLC Invst Prg 1
9.37%
64.40%
15.68%
$4.648
$100,000
30.97% 35.81%
2
Blue Bar Trading Mgt Blue Bar Ag
QEPs Only
16.46%
48.94%
8.93%
$1.364
$50,000
48.06% 42.26%
3
Alpha Z Advisors LLC MAP
QEPs Only
3.23%
42.62%
62.06%
$11.901
$250,000
59.24% 24.12%
4
Opus Futures, LLC Advanced Ag
3.16%
32.70%
25.11%
$28.195
$100,000
9.78% 50.62%
5
AG Capital Global Macro
16.30%
23.19%
19.33%
$1.363
$100,000
28.43% 25.27%
6
Sector Arc Advisors Global Lean Hog Ag
2.00%
22.51%
27.87%
$1.750
$250,000
15.01%
7.26%
7
White Indian Chickasaw (C)
2.81%
21.90%
21.90%
$0.295
$250,000
48.59%
8
White Indian Alternative Hedge
3.27%
17.20%
22.19%
$2.538
$250,000
9
Buckingham Global Adv. Emini
2.12%
16.38%
25.78%
$10.318
$100,000
20.97%
6.28%
10
Eamon Capital Zephyr Prg
QEPs Only
0.29%
15.92%
28.70%
$25.759
$300,000
31.57%
3.64%
11
Demeter Cap. Livestock & Grain
QEPs Only
1.25%
15.28%
15.02%
$14.250
$50,000
11.03% 20.92%
12
White Indian Alternative Hedge Energy
0.81%
15.17%
33.44%
$0.130
$250,000
6.50% 31.00%
13
HB Capital Mgt Diversified
4.39%
14.83%
16.92%
$6.200
$100,000
4.38% 23.71%
14
Tianyou Asset Mgt Tianyou Fund LP
2.39%
13.62%
16.41%
$96.000
$2,000,000
30.39% 16.66%
15
LJM Partners Aggressive
2.27%
13.48%
21.35%
$48.000
$500,000
19.87% 63.65%
16
Eclipse Cap Mgt Global Monetary
8.05%
13.24%
2.55%
$144.006
$5,000,000
17
GNE Mgt S&P Futures & Options
2.41%
12.54%
21.78%
$20.500
$200,000
21.90%
18
LJM Partners Mod. Aggressive
1.95%
12.22%
18.18%
$347.000
$500,000
17.60% 43.22%
19
John Locke C. Systematic UCITS
0.28%
12.20%
11.48%
€12.900
€8,000,000
7.04% 20.76%
20
Crescent Bay Premium SI
0.76%
11.55%
7.80%
$0.023
$10,000
5.19% 26.46%
21
Aleph Strategies Aleph Options
2.10%
11.18%
16.79%
$5.475
$100,000
22
White River SI Option Writing
0.68%
11.06%
15.45%
$34.734
$20,000
12.27% 18.73%
23
White River Dynamic S&P Options
0.91%
10.53%
18.98%
$30.697
$50,000
12.74% 10.81%
24
Pearl Capital Advisors Pearl Hedged VIX
7.81%
10.21%
11.69%
$24.700
$500,000
25
Bluenose Capital Mgt BNC BI
0.96%
10.11%
15.19%
$2.633
$30,000
11.03% 16.81%
26
Rosetta Capital Mgt Macro Prg
0.00%
10.04%
9.91%
42.57%
$0.889
$50,000
3.12% 47.81%
27
Bluenose Capital Mgt BNC CL
3.97%
9.79%
14.29%
3.47%
$0.495
$15,000
28
Roe Capital Mgt, Inc. U.V.E.R.
1.71%
9.45%
9.45%
$5.500
$50,000
29
Bluenose Capital Mgt BNC EI
1.28%
9.31%
18.66%
3.39%
$1.882
$15,000
6.16% 22.91%
30
White Indian Navajo
0.55%
9.23%
19.91%
2.77%
$0.824
$250,000
11.80% 38.16%
31
NuWave Investment Mgt Combined (2x)
6.48%
9.14%
6.96%
5.58%
$37.470
$5,000,000
8.30% 31.24%
32
Pinstripe Trading Standard
4.80%
9.07%
14.92%
$9.200
$125,000
8.85% 11.31%
33
Goldman Mgt Stock Index
QEPs Only
0.19%
9.04%
12.10%
$62.000
$350,000
34
Tactical Investment Inst. Cmdy
QEPs Only
6.14%
8.90%
8.86%
35
EMC Capital Advisors, LLC Alpha Plus
QEPs Only
3.52%
8.41%
0.53%
36
Carbide Capital Inc Absolute Return
0.74%
8.39%
37
Diamond Capital Enhanced S&P
0.57%
8.00%
38
EMC Capital Advisors, LLC Alpha
1.34%
7.91%
1.14%
39
Eclipse Cap Mgt Alpha Asia
6.85%
7.77%
24.70%
40
QuantScape US Eq Indx
QEPs Only
2.19%
7.46%
15.37%
41
Amplitude Capital Dynamic $B
QEPs Only
5.68%
7.32%
3.49%
42
HiProb Capital Mgt HiProbI
QEPs Only
1.28%
7.13%
9.10%
43
Amplitude Capital Adagio $A
QEPs Only
3.27%
6.89%
2.02%
44
2BLUE CAPITAL Tactical ES (C)
0.11%
6.89%
6.89%
$3.200
$100,000
22.11%
45
Intex, Inc Covered Options
1.12%
6.82%
9.69%
$3.900
$25,000
11.06%
3.99%
QEPs Only
QEPs Only
QEPs Only
QEPs Only
QEPs Only
QEPs Only
0.29%
16.84%
$71.900 $10,000,000 3.02%
6.84% 16.41%
7.84% 28.41%
15.90%
12.38%
8.87%
3.71%
5.54% 29.32% 19.79%
9.24%
1.05%
7.19%
16.45% 41.52%
$160.239
$5,000,000
13.17%
$28.000
$200,000
12.13%
8.87%
$10.320
$150,000
13.43% 10.81%
$125.390
$5,000,000
5.96%
9.44%
52.216
25,000
13.88%
8.64%
$10.184
$500,000
15.10%
9.37%
1.49%
7.95%
$455.490 $20,000,000 $21.000
0.54%
http://166.78.191.124/foremost_alternative/client_ranking_report.php?sort_by=3&for=2017-09-13&type=%20&desc=1
10.35% 11.81% 3.76%
6.28% 26.52%
$500,000
25.64%
6.70%
$81.700 $20,000,000
2.20%
8.16%
1/4
9/13/2017 Rank
CTA Ranking Reports Manager
Investment Monthly Restrictions Return
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
46
Intex, Inc Covered Options PF
1.12%
6.82%
9.70%
47
M6 Capital Mgt, LLC Standard
4.05%
6.79%
0.06%
48
White Indian Alternative Hedge Index
2.17%
6.78%
1.43%
2.18%
49
Altis Prts (Jersey) Ltd Global Futures
QEPs Only
2.79%
6.56%
8.83%
46.60%
50
Tomas Capital GCAF | USD
QEPs Only
1.47%
6.54%
1.57%
36.87%
51
Global Sigma Group Plus Prg
QEPs Only
0.79%
6.46%
52
Bluegrass Capital Mgt S&P 500 Equity Prg
QEPs Only
1.74%
6.19%
53
Wharton Capital Mgt Ag Futures
2.71%
54
Fort LP Contrarian Program
QEPs Only
55
Goldenwise Quant MS (P&C)
QEPs Only
56
Amplitude Capital Klassik $B
QEPs Only
57
Crescent Bay Balanced Volatility
58
Ditsch Trading LLC Discretionary
59
White Indian 24
60
Cafe Trading Advisors Coffee Program
61
Alder Capital Alder Capital 20
62
Brandywine Asset Mgt Symphony
63
White River Diversified Option Writer
64
Paskewitz Contrarian S&P
65
6.59%
Minimum Investment
Annual Worst Compound Drawdown ROR
$3.900
$25,000
$121.934
$300,000
12.64%
5.17% 17.28%
3.99%
$0.089
$250,000
1.98% 13.19%
$189.000 $20,000,000
6.77% 49.88%
$1.141
$1,500,000
4.19% 41.93%
9.51%
$115.750
$1,000,000
13.31% 11.63%
6.92%
$14.500
$1,000,000
5.88%
5.08%
$15.196
$100,000
12.27% 11.99%
2.72%
5.77%
1.64%
$2,004.858
$5,000,000
10.60% 17.42%
1.35%
5.51%
9.94%
$132.000
$200,000
37.52% 10.69%
2.34%
5.47%
4.68%
$1,015.880 $20,000,000
5.21% 21.47%
0.69%
5.36%
10.83%
7.92%
$1.067
$50,000
0.63%
5.34%
0.83%
31.02%
$8.229
$100,000
0.90%
5.24%
8.48%
$1.481
$250,000
5.22%
5.08%
5.08%
8.30%
$0.212
$15,000
12.62% 12.46%
2.60%
4.92%
5.29%
10.91%
$332.000
$1,000,000
5.54% 28.63%
2.30%
4.83%
8.18%
12.52%
$21.000
$5,000,000
1.74% 25.58%
1.93%
4.79%
7.91%
64.54%
$1.244
$20,000
1.22% 67.88%
QEPs Only
1.46%
4.44%
6.63%
$206.000
$1,000,000
11.41% 18.07%
Fort LP Global Diversified
QEPs Only
2.82%
4.39%
0.60%
$623.495 $10,000,000
14.95% 26.56%
66
Fort LP Global Futures
QEPs Only
5.07%
4.18%
1.35%
4.91% $1,561.235 $10,000,000
15.05% 26.56%
67
Tlaloc Capital Grains Program
QEPs Only
0.99%
3.77%
8.29%
68
Edgewater Trading, Inc Wellspring Program
1.02%
3.58%
2.87%
69
Archetype Risk Advisors Archon
0.95%
3.11%
0.87%
70
Camkay Capital SI STerm
4.14%
2.94%
0.73%
71
Greenwave Capital Flagship Plus 2X
72
White Indian Alternative Hedge Currencies
73
Rosetta Capital Mgt Trading Prg
74
Campbell & Co Absolute Return Portfolio
75
Orion Capital Advisors, Inc. Beta Opportunity (Client)
76
Quantitative Invest Mgt Global
77
Four Seasons Hawkeye Spread
78
White Indian SCS Program
79
Systematic Alpha Mgt Intraday Program
80
JTM Capital Mgt JTM Absolute Return
QEPS Only
81
ML Systems LLC Seldon Classic (P&C)
82
QEPs Only
QEPs Only
QEPs Only
QEPs Only
2.00%
7.27%
4.97%
5.57%
4.30% 39.34% 8.23% 45.84% 13.06%
1.94%
$3.945
$500,000
7.58% 14.46%
$0.522
$200,000
5.35%
2.57%
6.84%
$13.791
$1,000,000
3.79%
9.64%
5.78%
$2.955
$100,000
$315.000
$300,000
$0.051
$250,000
0.35% 14.22%
8.95% 20.79%
1.98%
2.68%
6.37%
1.88%
2.54%
7.63%
2.28%
QEPs Only
0.00%
2.50%
2.13%
19.81%
$17.850
$250,000
28.02% 39.67%
QEPs Only
2.30%
2.49%
2.13%
6.28%
$230.000
$500,000
6.01% 22.92%
1.53%
2.43%
2.43%
$0.337
$100,000
7.48%
2.93%
2.38%
9.37%
2.93% $2,157.000 $20,000,000
9.56% 16.63%
0.36%
2.38%
1.92%
0.65%
$104.000
$500,000
7.95% 12.47%
0.08%
2.36%
7.97%
0.62%
$0.251
$250,000
3.60% 19.44%
1.96%
2.15%
2.60%
1.96%
$0.000
$200,000
3.48%
1.96%
0.63%
1.88%
2.52%
4.48%
$1.034
$100,000
2.75%
5.07%
QEPs Only
0.24%
1.45%
0.09%
6.47%
$1.000
$1,000,000
3.32%
8.14%
Drury Capital Diversified TFollowing
QEPs Only
7.27%
1.38%
5.06%
6.90%
83
Greenwave Capital Flagship Plus
QEPs Only
0.93%
1.15%
2.85%
84
Portfolio Concept PC Global Systematic
QEPs Only
0.18%
1.09%
2.35%
85
M&R Capital LLC Discretionary
0.56%
0.98%
11.10%
86
LEH Advisor LLC Break Out Point
0.31%
0.79%
0.78%
87
HPX Financial Old School
0.65%
0.53%
1.95%
88
Vilk Commodity Services Base Metals RV
QEPs Only
2.40%
0.51%
89
Coloma Capital Futures Sep A/C
QEPs Only
0.20%
90
NuWave Investment Mgt ShortTerm Futures Portfolio
91
Fort LP Global Trend
92
NovoDyn Advisors LLC Mean Reversion FT
93
QEPs Only
5.34%
3.53%
0.10%
$230.000 $10,000,000
9.74% 32.51%
$315.000
$1,000,000
8.43% 11.62%
1.27%
$33.300
$1,000,000
8.52%
$2.772
$100,000
39.71%
$0.649
$300,000
8.75% 40.75%
4.79%
$39.542
$200,000
49.71% 19.89%
1.85%
0.72%
$0.001
$2,000,000
4.12%
4.46%
0.49%
1.79%
0.41%
$14.000
$1,000,000
1.96%
7.15%
2.49%
0.38%
2.03%
2.65%
$36.590
$5,000,000
4.44%
2.65%
QEPs Only
3.00%
0.15%
3.18%
6.51%
QEPs Only
0.00%
0.10%
0.12%
11.57%
Bluegrass Capital Mgt Cross Market Bias Model
QEPs Only
0.05%
0.07%
0.91%
94
O'Brien Investment Group Discretionary Global Macro
QEPs Only
0.18%
0.15%
1.12%
1.70%
95
Coloma Capital Hedged Volatility
QEPs Only
0.20%
0.16%
0.80%
5.80%
96
Jaguar Inv. Ultro Capital Strat
QEPs Only
0.41%
0.16%
0.48%
1.51%
97
Ancile Capital Mgt Global Mkts
0.76%
0.19%
3.53%
1.81%
$3.500
$1,000,000
11.12% 16.18%
98
Chesapeake Capital Diversified
1.72%
0.27%
3.68%
6.69%
$143.000
$5,000,000
9.32% 31.58%
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$198.676 $10,000,000
0.66%
2.45%
26.68% 23.38%
9.94% 16.75%
$0.400
$100,000
0.76% 11.65%
$201.000
$3,000,000
4.63%
0.93%
$11.000
$2,000,000
5.85%
3.97%
$9.750
$250,000
6.10%
9.75%
$83.630
$1,000,000
6.03%
2.01%
2/4
9/13/2017 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
99
Valia Capital Management Global Tactical Program
0.72%
0.30%
1.83%
9.70%
$17.708
$200,000
100
Jaguar Inv. Aegir Strategy
QEPs Only
2.25%
0.47%
0.88%
0.47%
$30.660
$1,000,000
16.89%
6.32%
101
NovoDyn Advisors LLC Mean Reversion EX
QEPs Only
0.00%
0.57%
0.59%
8.19%
$0.800
$200,000
2.17%
8.19%
102
Four Seasons Lone Star
1.40%
0.57%
0.65%
4.19%
$23.500
$200,000
3.94%
7.45%
103
White Indian White Swan
0.45%
0.64%
2.90%
1.02%
$0.354
$250,000
1.38%
6.73%
104
Altis Prts (Jersey) Ltd PureTrend Portfolio
105
Bocken Trading LLC Discretionary
106
QEPs Only
2.85% 20.99%
2.01%
1.24%
0.40%
10.00%
$4.040 $20,000,000
0.36% 15.73%
0.70%
1.37%
9.85%
23.97%
$9.070
5.29% 25.55%
Transtrend B.V. DTP SR EUR
3.31%
1.48%
2.33%
3.49%
€658.000 €25,000,000
5.12% 10.59%
107
Eckhardt Trading Co Standard Plus
1.00%
1.60%
1.55%
11.61%
$36.600 $20,000,000
16.63% 40.39%
108
Campbell & Co Trend Following
0.01%
1.63%
7.39%
22.19%
$228.000 $25,000,000
4.47% 24.30%
109
Eckhardt Trading Co Standard
0.95%
1.84%
1.77%
10.44%
$153.900 $20,000,000
12.49% 27.11%
110
Transtrend B.V. DTP ER JPY
4.18%
2.28%
3.55%
5.50%
￥658.000 ￥25,000,000
6.33% 15.31%
111
Transtrend B.V. DTP ER USD
5.07%
2.31%
3.94%
5.72% $3,979.000 $25,000,000
11.96% 15.16%
112
Soaring Pelican Diversified S&P
113
Metolius Capital LLC Diversified Prg
114
Transtrend B.V. DTP ER EUR
115
Trigon Invst Advisors FX Program
116
Rivoli Fund Mgt Rivoli Int'l Fund (MAP)
117
Tyche Capital Advisors LLC TCA Institutional Prg
118
EMC Capital Advisors Classic
119
Caddo Capital Mgt Tactical Diversified
120
Parkestone Capital Mgt Collision Methodology
121
Quality Capital Mgt AFP
122
White Indian STAIRS
123
Degraves Capital Global Div.
124
Luke Asset Mgt (LAMP) Pinnacle Trend
125
KeyQuant SAS Key Trends
126
Systematic Alpha Mgt Futures Prg 1X
127
AIS Capital Mgt MAAP (2X 4X)
128
Abraham Trading Company Div.
129
Quality Capital Mgt GDP
130
Mulvaney Capital MF Prg
131
Evergreen Commodity A. Discretionary Energy
132
Dynamica Global Investments Energy Trading
QEPs Only
133
Spring Valley Asset Mgt SVAM Tactical Trend
134
Red Oak Advisors, Inc. Fund. Prg
135
Red Rock Cap. Sys. Global Macro
136
Beach Horizon LLP Beach Horizon LLP
QEPs Only
137
Trigon Invst Advisors Disc. Macro
QEPs Only
138
Red Rock Cap. Commodity LongShort
139
Auspice Capital Advisors Diversified
140
Schindler Capital Mgt Dairy Adv.
141
Systematic Alpha Mgt Futures Prg 2X
2.40%
142
Mad Group Investments LLC Intermediate Growth
143
Three Rock Capital Global Macro
144 145
QEPs Only
$100,000
1.25%
2.33%
4.55%
6.71%
$33.959
$100,000
8.13% 10.43%
QEPs Only
0.83%
2.39%
2.98%
11.29%
$174.000
$4,000,000
2.05% 13.60%
4.86%
2.86%
4.24%
5.93%
€335.000 €25,000,000
8.56% 14.97%
QEPs Only
6.22%
3.01%
1.09%
9.09%
$3.315
$5,000,000
3.63% 19.94%
1.17%
3.28% 11.92%
28.91%
$28.170
$5,000,000
7.41% 30.79%
0.08%
3.29%
3.53%
7.91%
$3.301
$250,000
QEPs Only
1.12%
3.33% 12.41%
26.97%
$50.154
$5,000,000
QEPs Only
0.83%
3.49%
3.95%
6.98%
$11.910
$2,000,000
4.19%
3.78%
12.17%
15.70%
$1.080
$90,000
1.80% 27.67% 1.51% 30.96%
QEPs Only
0.41%
7.99%
17.71% 45.13% 2.85%
8.83%
0.16%
3.87%
8.87%
29.76%
$3.400 $10,000,000
8.65%
4.31%
0.03%
23.39%
$0.771
$250,000
3.65% 33.24%
0.47%
4.32%
9.39%
12.09%
$88.000
$1,000,000
5.40% 15.61%
2.80%
4.37%
3.28%
7.21%
$4.732
$100,000
3.47% 11.72%
4.83%
4.40%
8.26%
15.62%
$355.000 $10,000,000
10.47% 20.93%
1.24%
4.47%
8.77%
14.85%
$0.000
$5,000,000
2.25%
4.47%
7.09%
77.07%
$22.802
$3,000,000
4.31% 78.00%
1.10%
4.81% 12.15%
13.98%
$181.670 $10,000,000
11.92% 27.19%
QEPs Only
1.14%
5.08%
9.55%
40.94%
$19.271 $25,000,000
8.09% 42.33%
QEPs Only
2.38%
5.32%
5.85%
20.77%
$163.000 $10,000,000
13.03% 45.04%
5.18%
5.40%
1.87%
8.37%
$20.540
$100,000
16.96%
2.59%
5.53%
9.90%
11.61%
$13.113
$500,000
11.14% 11.61%
QEPs Only
0.45%
5.78%
6.34%
7.23%
$36.500
$1,000,000
QEPs Only
2.90%
5.88%
8.40%
20.32%
$22.565
$5,000,000
12.92% 37.32%
3.10%
6.65% 11.28%
13.72%
$24.945
$500,000
8.40% 17.75%
2.72%
7.12%
6.64%
14.57%
$108.000
$5,000,000
8.61% 31.28%
1.69%
7.29%
1.76%
12.92%
$393.339
$5,000,000
1.49% 13.08%
7.32%
7.32%
6.53%
13.97%
$27.001
$500,000
14.14% 19.84%
2.76%
8.00%
7.91%
18.70%
$14.019
$2,000,000
1.14% 26.05%
4.22%
8.02%
5.43%
8.68%
$7.466
$200,000
35.95% 41.49%
QEPs Only
QEPs Only
QEPs Only
QEPs Only
4.40% 19.22%
2.52%
8.37%
7.64%
8.19% 16.26%
27.48%
$0.000
$5,000,000
3.38% 34.33%
1.95%
8.93%
9.99%
14.70%
$0.091
$50,000
14.77% 18.72%
QEPs Only
0.72%
9.02%
5.28%
9.71%
$120.000
$1,000,000
6.44% 15.56%
Melissinos Trading Eupatrid
QEP's Only
3.09%
9.06% 11.31%
25.52%
$5.000
$500,000
2.55% 25.52%
Revolution Capital Mgt Alpha Prg
QEPs Only
0.08%
9.45%
6.78%
11.85%
$405.000
$5,000,000
7.28% 13.77%
146
Auspice Capital Advisors Cmdy Index
QEPs Only
1.31%
10.69%
8.12%
35.24%
C$70.046 C$1,000,000
1.92% 36.08%
147
Anderson Creek Trading Standard Diversified
10.80% 10.37%
24.16%
$0.217
$250,000
4.31% 28.02%
148
Southwest Man. Inv. Global Div.
13.14%
9.40%
17.77%
$8.387
$200,000
5.54% 32.79%
149
Dreiss Research Diversified
1.18%
13.81% 11.80%
22.83%
$2.495
$750,000
15.21% 51.44%
150
GT Capital CTA Dynamic Trading Prg
4.57%
15.58% 17.63%
31.52%
$0.787
$150,000
0.02% 34.51%
151
Altavest Wealth Mgt LLC MultiStrategy Prg
QEPs Only
1.76%
17.71% 32.61%
34.33%
$0.678
$1,000,000
9.51% 34.33%
152
Auspice Capital Advisors MF Index
QEPs Only
3.08%
17.83% 16.06%
20.97%
C$24.025 C$1,000,000
0.40% 23.33%
153
Quest Partners LLC AQO
QEPs Only
2.13%
17.96% 22.76%
29.56% $1,176.000 $20,000,000
8.64% 29.56%
1.86% 1.44% QEPs Only
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3/4
9/13/2017 Rank
CTA Ranking Reports Manager
154
Hawksbill Capital Mgt Global Div.
155
Bear Commodities Corp Level II
Investment Monthly Restrictions Return QEPs Only
YTD Return
12 Month Return
Assets Current Under Mgt Drawdown (Millions)
Minimum Investment
Annual Worst Compound Drawdown ROR
0.20%
20.66% 14.11%
45.15%
$39.500
$5,000,000
14.06% 61.78%
20.00%
25.54% 39.44%
53.15%
$0.697
$50,000
22.88% 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 Email [email protected] * Web Address http://www.foremostcm.com
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