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Derivative Instruments - Offsetting of Derivative Assets (Details) - USD ($)
Mar. 31, 2016
Dec. 31, 2015
Offsetting of Derivative Assets    
Gross Amount of Recognized Assets $ 8,279,825 $ 8,801,134
Gross Amounts Offset in the Consolidated Statement of Financial Condition (7,923,377) (7,046,098)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition 356,448 1,755,036
Futures Contracts    
Offsetting of Derivative Assets    
Gross Amount of Recognized Assets 7,208,669 6,950,709
Gross Amounts Offset in the Consolidated Statement of Financial Condition (5,038,650) (6,123,114)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition 2,170,019 827,595
Forward Contracts    
Offsetting of Derivative Assets    
Gross Amount of Recognized Assets 1,071,156 682,325
Gross Amounts Offset in the Consolidated Statement of Financial Condition (991,014) (922,984)
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition 80,142 (240,659)
Swap Contracts    
Offsetting of Derivative Assets    
Gross Amount of Recognized Assets   1,168,100
Gross Amounts Offset in the Consolidated Statement of Financial Condition (1,893,713)  
Net Amount of Unrealized Gain Presented in the Consolidated Statement of Financial Condition $ (1,893,713) $ 1,168,100