ACCURATE QUANT A.V. : ACCURATE QUANT

archived programs
Year-to-Date
1.43%
Jan Performance
-1.43%
Min Investment
€ 500k
Mgmt. Fee
1.50%
Perf. Fee
15.00%
Annualized Vol
Sharpe (RFR=1%)
CAROR
Assets
€ 6.9M
Worst DD
-14.78
S&P Correlation
-0.25

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Jan Qtr YTD 1yr 3yr 5yr 10yr Since
3/2017
ACCURATE QUANT -1.43 - -1.43 -0.03 31.34 - - 37.17
S&P 500 -0.16 - -0.16 19.27 40.10 - - 51.72
+/- S&P 500 -1.27 - -1.27 -19.30 -8.76 - - -14.55

Strategy Description

Summary

Accurate Quant specialized in Quantitative & Algorithmic Strategies based on AI / ML designed for investors seeking non-trend, uncorrelated, absolute returns with un-paralleled risk control. ... Read More

Account & Fees

Type Managed Account
Minimum Investment € 500k
Trading Level Incremental Increase € 100k
CTA Max Funding Factor
Management Fee 1.50%
Performance Fee 15.00%
Average Commission
Available to US Investors No

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 4000 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD -18.00%
Worst Peak-to-Trough 18.00%
Sector Focus Financial & Metals Traders

Holding Periods

Over 12 Months 0%
4-12 Months 10.00%
1-3 Months 15.00%
1-30 Days 25.00%
Intraday 50.00%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Pattern Recognition
100.00%
Strategy Pie Chart

Composition

Interest Rates
50.00%
Stock Indices
50.00%
Composition Pie Chart

Summary

Accurate Quant specialized in Quantitative & Algorithmic Strategies based on AI / ML designed for investors seeking non-trend, uncorrelated, absolute returns with un-paralleled risk control.

Investment Strategy

Accurate Quant's trading strategies are designed to perform over the long term as a stand-alone strategy or as a complement to long-only strategies, in order to improve Sharpe Ratio, decrease volatility and improve returns. Accurate Quant Futures program trades the main global Equity Index Futures as well as G4 Government Bond Futures, and our technology platform is designed to allow each of our investors to directly connect their brokerage account with Accurate's AI / Machine Learning cloud-based infrastructure via API.

Risk Management

In addition to being highly uncorrelated to markets, Accurate Futures trades 80 different strategies which are themselves highly uncorrelated to each other.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-14.78 4 - 5/1/2019 9/1/2019
-3.65 2 3 2/1/2018 4/1/2018
-1.63 3 2 3/1/2017 6/1/2017
-1.04 2 1 7/1/2018 9/1/2018
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Consecutive Gains

Run-up Length (Mos.) Start End
26.07 8 10/1/2018 5/1/2019
23.86 8 7/1/2017 2/1/2018
5.76 3 10/1/2019 12/1/2019
5.13 3 5/1/2018 7/1/2018
0.74 1 5/1/2017 5/1/2017
0.28 1 3/1/2017 3/1/2017
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Consecutive Losses

Run-up Length (Mos.) Start End
-14.78 4 6/1/2019 9/1/2019
-3.65 2 3/1/2018 4/1/2018
-1.43 1 1/1/2020 1/1/2020
-1.29 1 4/1/2017 4/1/2017
-1.08 1 6/1/2017 6/1/2017
-1.04 2 8/1/2018 9/1/2018
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods35.0033.0030.0024.0018.00
Percent Profitable68.5772.7380.0091.67100.00
Average Period Return0.973.226.8318.9630.52
Average Gain2.416.3511.1521.0830.52
Average Loss-2.17-5.12-10.44-4.27
Best Period13.4516.9823.6535.4948.12
Worst Period-10.66-14.14-13.12-5.998.51
Standard Deviation3.607.0310.8611.7115.30
Gain Standard Deviation2.954.477.079.6815.30
Loss Standard Deviation2.885.672.432.43
Sharpe Ratio (1%)0.250.420.581.531.90
Average Gain / Average Loss1.111.241.074.94
Profit / Loss Ratio2.423.314.2754.30
Downside Deviation (10%)2.114.345.873.00
Downside Deviation (5%)1.993.964.991.61
Downside Deviation (0%)1.963.874.771.33
Sortino Ratio (10%)0.270.460.744.65
Sortino Ratio (5%)0.450.751.2711.17
Sortino Ratio (0%)0.490.831.4314.28

Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.