DQS : Absolute Return Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 3.48% Min Investment € 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 18.36% Sharpe (RFR=1%) 0.16 CAROR 2.31% Assets € 2.2M Worst DD -27.58 S&P Correlation -0.16 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Dec Qtr 2020 1yr 3yr 5yr 10yr Since8/2006 Absolute Return Fund 3.48 - - - - - -10.11 15.79 S&P 500 0.71 - - - - - 62.07 185.10 +/- S&P 500 2.77 - - - - - -72.19 -169.31 Strategy Description Summary-DQS Absolute Return Fund has an active investment policy using statistical models, these models can be divided into three main categories: Managed Futures, Index Strategies and Equity Strategies. As a results of this policy the Fund manages... Read More Account & Fees Type Fund Minimum Investment € 100k Trading Level Incremental Increase € 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 30% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 10.00% Momentum 10.00% Pattern Recognition 10.00% Trend-following 70.00% Composition Summary-DQS Absolute Return Fund has an active investment policy using statistical models, these models can be divided into three main categories: Managed Futures, Index Strategies and Equity Strategies. As a results of this policy the Fund manages a highly diversified portfolio in a very disciplined way. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual 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 -27.58 19 - 12/1/2008 7/1/2010 -17.06 7 3 2/1/2008 9/1/2008 -6.90 2 1 6/1/2007 8/1/2007 -5.51 2 2 12/1/2006 2/1/2007 -1.52 1 3 8/1/2006 9/1/2006 Show More Consecutive Gains Run-up Length (Mos.) Start End 37.63 6 9/1/2007 2/1/2008 23.43 3 10/1/2008 12/1/2008 22.84 5 8/1/2010 12/1/2010 16.44 3 2/1/2011 4/1/2011 13.61 4 3/1/2007 6/1/2007 11.31 2 11/1/2011 12/1/2011 11.05 1 7/1/2012 7/1/2012 9.25 2 4/1/2009 5/1/2009 6.82 1 11/1/2009 11/1/2009 5.05 2 5/1/2008 6/1/2008 4.28 2 11/1/2012 12/1/2012 4.12 3 10/1/2006 12/1/2006 3.87 2 7/1/2011 8/1/2011 3.86 2 4/1/2012 5/1/2012 2.23 1 2/1/2009 2/1/2009 1.86 1 8/1/2009 8/1/2009 1.12 1 5/1/2010 5/1/2010 1.01 1 2/1/2010 2/1/2010 0.29 1 8/1/2006 8/1/2006 Show More Consecutive Losses Run-up Length (Mos.) Start End -16.27 3 7/1/2008 9/1/2008 -15.33 3 8/1/2012 10/1/2012 -12.97 2 9/1/2011 10/1/2011 -12.12 2 9/1/2009 10/1/2009 -11.59 3 1/1/2012 3/1/2012 -10.46 2 12/1/2009 1/1/2010 -9.02 2 6/1/2009 7/1/2009 -8.96 1 3/1/2009 3/1/2009 -6.90 2 7/1/2007 8/1/2007 -5.84 1 6/1/2012 6/1/2012 -5.79 2 5/1/2011 6/1/2011 -5.70 2 3/1/2008 4/1/2008 -5.51 2 1/1/2007 2/1/2007 -4.73 1 1/1/2009 1/1/2009 -3.93 1 1/1/2011 1/1/2011 -3.60 2 6/1/2010 7/1/2010 -2.54 2 3/1/2010 4/1/2010 -1.52 1 9/1/2006 9/1/2006 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods77.0075.0072.0066.0060.0054.0042.0030.00 Percent Profitable55.8452.0056.9459.0958.3361.1152.3870.00 Average Period Return0.330.842.014.727.197.343.329.89 Average Gain3.977.2110.0016.5321.4819.0111.3819.20 Average Loss-4.28-6.07-8.56-12.34-12.81-11.00-5.55-11.82 Best Period13.0023.4337.6345.5841.0545.1530.2937.28 Worst Period-11.72-16.27-17.30-23.47-25.65-23.17-12.40-20.04 Standard Deviation5.308.3111.3817.1119.5517.8511.1717.52 Gain Standard Deviation3.395.317.6311.0311.0211.679.3811.43 Loss Standard Deviation3.304.615.156.517.276.933.755.38 Sharpe Ratio (1%)0.050.070.130.220.290.300.030.33 Average Gain / Average Loss0.931.191.171.341.681.732.051.62 Profit / Loss Ratio1.171.291.551.942.352.712.253.79 Downside Deviation (10%)3.795.967.9811.8613.9914.0816.2120.05 Downside Deviation (5%)3.615.396.819.4610.329.156.479.13 Downside Deviation (0%)3.575.256.528.899.468.054.597.05 Sortino Ratio (10%)-0.02-0.07-0.06-0.02-0.03-0.21-0.77-0.58 Sortino Ratio (5%)0.070.110.220.390.550.580.040.64 Sortino Ratio (0%)0.090.160.310.530.760.910.721.40 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. x {{title}} x {{title}} Add Cancel