Episteme Capital Partners (UK), LLP : Episteme Systematic Quest (ESQ) Composite

Year-to-Date: 12.97%
Nov Performance: -0.24%

Min Investment: $ 5,000k
Mgmt. Fee: 1.00%
Perf. Fee: 20.00%

Annualized Vol: 8.04%
Sharpe (RFR=1%): 0.59
CAROR: 5.58%

Assets: $ 852.4M
Worst DD: -9.95
S&P Correlation: 0.16

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Growth of 1,000 - VAMI

Monthly Performance

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	Nov	Qtr	2019	1yr	3yr	5yr	10yr	Since 9/2009
Episteme Systematic Quest (ESQ) Composite	-0.24	-3.80	12.97	14.08	30.38	42.46	65.19	74.51
S&P 500	3.40	7.33	25.29	13.79	41.40	50.37	183.72	194.07
+/- S&P 500	-3.64	-11.13	-12.31	0.29	-11.02	-7.91	-118.52	-119.56

Strategy Description

Investment Strategy

Account & Fees

Type: Managed Account
Minimum Investment: $ 5,000k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor
Management Fee: 1.00%
Performance Fee: 20.00%
Average Commission: $0
Available to US Investors: Yes

Subscriptions

High Water Mark: Yes
Subscription Frequency: 15-30 Days
Redemption Frequency: 15-30 Days
Investor Requirements: QEP
Lock-up Period: 0

Trading

Trading Frequency: 2600 RT/YR/$M
Avg. Margin-to-Equity: 15%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus: Diversified Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 0%
1-3 Months: 0%
1-30 Days: 0%
Intraday: 0%

Decision-Making

Discretionary: 0%
Systematic: 100.00%

Strategy

Composition

Investment Strategy

Episteme Capital claims compliance with the Global Investment Performance Standards (GIPS (R)). Episteme Capital is an alternative investment management firm comprising of its parent holding company, Episteme Capital Partners (Cayman), Ltd, its London office affiliate, Episteme Capital Partners (UK), LLP and it Rye Brook, NY office affiliate Episteme Capital Partners (US), LLC. EPISTEME SYSTEMATIC QUEST ("ESQ") is a multi-asset class systematic global macro strategy. ESQ's investment approach has a balanced combination of fundamental, technical, and liquidity strategies. The strategy trades the most liquid foreign exchange forwards and government bond, short term interest rate, equity index and commodity futures. The benchmark is the Societe Generale CTA Index (Bloomberg ticker NEIXCTA). Returns are presented in U.S. dollars net of model management and incentive fees. Further detail regarding the calculation of fees is provided in the GIPS compliant presentation. Leverage is embedded in the products which the ESQ strategy trades, namely futures and FX forwards. Consequently, leverage is utilized daily and is not due to the size of its balance sheet, but rather to the underlying market value of its derivatives positions.

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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:

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Sharpe Ratio: (RF=1%)
Skewness:
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Standard Deviation:
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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
-9.95	14	7	7/1/2016	9/1/2017
-8.99	16	10	8/1/2012	12/1/2013
-8.14	9	7	3/1/2015	12/1/2015
-8.08	7	8	4/1/2011	11/1/2011
-3.80	3	-	8/1/2019	11/1/2019
-3.46	1	1	9/1/2018	10/1/2018
-2.66	1	1	4/1/2019	5/1/2019
-1.73	2	2	10/1/2010	12/1/2010
-1.24	1	1	2/1/2019	3/1/2019
-1.12	2	5	2/1/2010	4/1/2010
-1.03	1	1	2/1/2011	3/1/2011
-0.87	1	1	7/1/2018	8/1/2018
-0.81	1	1	1/1/0001	9/1/2009
-0.75	1	1	4/1/2018	5/1/2018
-0.37	1	1	1/1/2015	2/1/2015

Consecutive Gains

Run-up	Length (Mos.)	Start	End
26.76	8	6/1/2014	1/1/2015
13.84	3	6/1/2019	8/1/2019
13.15	4	11/1/2018	2/1/2019
10.96	5	10/1/2009	2/1/2010
8.67	3	6/1/2012	8/1/2012
8.37	2	12/1/2011	1/1/2012
7.50	4	1/1/2018	4/1/2018
7.08	2	10/1/2017	11/1/2017
6.11	2	1/1/2016	2/1/2016
5.58	3	5/1/2016	7/1/2016
3.24	3	8/1/2010	10/1/2010
3.22	1	4/1/2019	4/1/2019
3.05	1	9/1/2018	9/1/2018
2.79	2	1/1/2013	2/1/2013
2.63	1	3/1/2014	3/1/2014
2.47	1	4/1/2011	4/1/2011
2.24	2	6/1/2018	7/1/2018
2.08	2	1/1/2011	2/1/2011
1.91	1	7/1/2011	7/1/2011
1.64	1	4/1/2017	4/1/2017
1.40	1	3/1/2015	3/1/2015
1.38	1	10/1/2013	10/1/2013
1.05	1	7/1/2013	7/1/2013
0.98	1	9/1/2015	9/1/2015
0.86	1	5/1/2015	5/1/2015
0.83	1	11/1/2016	11/1/2016
0.66	1	1/1/2017	1/1/2017
0.65	1	5/1/2010	5/1/2010
0.59	2	7/1/2017	8/1/2017
0.53	1	1/1/2014	1/1/2014
0.33	1	4/1/2012	4/1/2012
0.32	1	10/1/2012	10/1/2012
0.15	1	9/1/2016	9/1/2016

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-7.60	4	3/1/2013	6/1/2013
-6.42	4	8/1/2011	11/1/2011
-4.99	1	10/1/2016	10/1/2016
-4.68	3	6/1/2015	8/1/2015
-3.80	3	9/1/2019	11/1/2019
-3.61	2	5/1/2011	6/1/2011
-3.46	1	10/1/2018	10/1/2018
-3.13	1	9/1/2012	9/1/2012
-3.09	1	4/1/2015	4/1/2015
-2.96	1	12/1/2017	12/1/2017
-2.88	1	5/1/2012	5/1/2012
-2.69	2	5/1/2017	6/1/2017
-2.66	1	5/1/2019	5/1/2019
-2.36	3	10/1/2015	12/1/2015
-2.36	2	11/1/2013	12/1/2013
-2.21	1	12/1/2016	12/1/2016
-2.20	2	2/1/2017	3/1/2017
-2.04	2	4/1/2014	5/1/2014
-1.85	2	3/1/2016	4/1/2016
-1.73	2	11/1/2010	12/1/2010
-1.67	2	2/1/2012	3/1/2012
-1.24	1	3/1/2019	3/1/2019
-1.12	2	3/1/2010	4/1/2010
-1.05	1	8/1/2016	8/1/2016
-1.03	1	3/1/2011	3/1/2011
-0.97	1	9/1/2017	9/1/2017
-0.87	1	8/1/2018	8/1/2018
-0.81	1	9/1/2009	9/1/2009
-0.81	2	8/1/2013	9/1/2013
-0.75	1	5/1/2018	5/1/2018
-0.62	2	11/1/2012	12/1/2012
-0.56	2	6/1/2010	7/1/2010
-0.37	1	2/1/2015	2/1/2015
-0.13	1	2/1/2014	2/1/2014

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	123.00	121.00	118.00	112.00	106.00	100.00	88.00	76.00	64.00
Percent Profitable	52.85	56.20	65.25	71.43	67.92	75.00	85.23	96.05	100.00
Average Period Return	0.48	1.49	2.94	5.37	7.40	9.31	12.75	17.88	26.31
Average Gain	2.13	4.27	6.12	9.28	12.21	13.36	15.24	18.65	26.31
Average Loss	-1.37	-2.08	-3.04	-4.41	-2.77	-2.84	-1.62	-0.85
Best Period	8.81	15.13	24.02	27.27	31.43	41.49	31.78	39.49	61.35
Worst Period	-4.99	-6.32	-7.77	-9.46	-8.63	-7.68	-3.88	-1.50	8.05
Standard Deviation	2.32	4.26	6.26	9.11	10.56	11.73	9.71	9.46	12.95
Gain Standard Deviation	1.84	3.51	5.29	7.74	9.48	10.77	8.26	8.83	12.95
Loss Standard Deviation	1.08	1.74	2.31	2.54	2.16	2.09	1.15	0.56
Sharpe Ratio (1%)	0.17	0.29	0.39	0.48	0.56	0.62	1.00	1.46	1.64
Average Gain / Average Loss	1.56	2.06	2.01	2.11	4.41	4.71	9.44	22.03
Profit / Loss Ratio	1.74	2.64	3.78	5.26	9.34	14.12	54.44	536.15
Downside Deviation (10%)	1.42	2.48	3.57	5.44	6.55	7.74	8.80	9.02	8.11
Downside Deviation (5%)	1.24	1.92	2.48	3.19	2.71	2.64	1.94	1.21
Downside Deviation (0%)	1.19	1.79	2.24	2.71	1.98	1.75	0.75	0.19
Sortino Ratio (10%)	0.05	0.11	0.13	0.07	-0.03	-0.12	-0.34	-0.41	-0.16
Sortino Ratio (5%)	0.32	0.65	0.98	1.37	2.17	2.76	5.02	11.38
Sortino Ratio (0%)	0.40	0.84	1.31	1.98	3.75	5.32	16.96	93.43

Top Performer Badges

Index	Award Type	Rank	Performance	Period
IASG CTA Index	Month	7	8.81	6/2019
Diversified Trader Index	Month	9	8.81	6/2019
Systematic Trader Index	Month	3	7.78	11/2018
Diversified Trader Index	Month	3	7.78	11/2018
IASG CTA Index	Month	4	7.78	11/2018
Diversified Trader Index	Month	5	3.05	9/2018
IASG CTA Index	Month	10	3.05	9/2018
Systematic Trader Index	Month	8	3.05	9/2018
IASG CTA Index	Month	10	3.05	9/2018
Systematic Trader Index	Month	8	3.05	9/2018
Diversified Trader Index	Month	5	3.05	9/2018
Diversified Trader Index	Month	6	2.87	11/2017
Systematic Trader Index	Month	10	2.87	11/2017

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

^#7

Top Performer

IASG CTA INDEX

JUNE
2019

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More Programs by Episteme Capital Partners (UK), LLP

Program Name	CAROR
Episteme Systematic Quest TR (ESQTR) Composite	5.67%
Episteme Systematic Quest (ESQ) Composite	5.58%

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Episteme Capital Partners (UK), LLP : Episteme Systematic Quest (ESQ) Composite

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Investment Strategy

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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