Highgate Wealth Management AG : Highgate Global Quant Fund (USD) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Nov Performance 7.67% Min Investment $ 100k Mgmt. Fee 1.50% Perf. Fee 20.00% Annualized Vol 31.01% Sharpe (RFR=1%) -0.41 CAROR -15.75% Assets $ 2.8M Worst DD -59.61 S&P Correlation 0.15 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 Nov Qtr 2020 1yr 3yr 5yr 10yr Since1/2009 Highgate Global Quant Fund (USD) 7.67 - - - - - 5.03 -39.35 S&P 500 -0.51 - - - - - 9.42 350.10 +/- S&P 500 8.18 - - - - - -4.39 -389.44 Strategy Description SummaryThe fund is a limited liability company incorporated in the Cayman Islands.The fund has not been registered under the United States Securities Act of 1933 and may not be directly or indirectly offered or sold in the United States of America, or in any of its jurisdictions, or to or... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.50% Performance Fee 20.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 100.00% 1-30 Days Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Other 100.00% Composition Stock Indices 100.00% SummaryThe fund is a limited liability company incorporated in the Cayman Islands.The fund has not been registered under the United States Securities Act of 1933 and may not be directly or indirectly offered or sold in the United States of America, or in any of its jurisdictions, or to or for the benefit of a United States person. For this purpose, a United States person includes a national or resident of the United States of America and a partnership or corporation organised or existing in any state, territory or possession of the United States of America.Investment StrategyThe fund's primary objective is to provide investors with superior double digit returns under any market conditions while maintaining a favorable risk to reward ratio.The Highgate Global Quant Fund (USD) follows a quantitatively driven, absolute return investment strategy. The strategy attempts to exploit certain recurring patterns in price behavior in global markets including (futures and forward contracts of) stock indices, interest rate instruments, currencies, cross rates and commodities. The goal is an optimal exploitation of available opportunities under severe restrictions on risk tolerance. The fund envisages the use of leverage as part of its investment strategy and as a result of the perceived level of attractiveness of the opportunity under consideration. 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 -59.61 26 - 6/1/2009 8/1/2011 -8.09 2 2 1/1/0001 2/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 46.88 4 3/1/2009 6/1/2009 29.64 4 10/1/2009 1/1/2010 11.25 3 9/1/2011 11/1/2011 5.39 1 4/1/2010 4/1/2010 4.36 1 1/1/2011 1/1/2011 1.39 2 5/1/2011 6/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -40.64 8 5/1/2010 12/1/2010 -33.91 3 7/1/2009 9/1/2009 -20.19 2 2/1/2010 3/1/2010 -8.09 2 1/1/2009 2/1/2009 -6.22 2 7/1/2011 8/1/2011 -4.86 3 2/1/2011 4/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods35.0033.0030.0024.0018.00 Percent Profitable42.8639.3926.6716.670.00 Average Period Return-0.99-3.22-9.15-22.09-40.64 Average Gain5.9812.1010.8012.98 Average Loss-6.22-13.18-16.40-29.10-40.64 Best Period13.9437.9435.0020.01-16.89 Worst Period-28.56-33.91-43.78-48.25-57.22 Standard Deviation8.9516.9718.4921.569.44 Gain Standard Deviation4.3312.6611.987.62 Loss Standard Deviation7.9010.9014.7515.589.44 Sharpe Ratio (1%)-0.12-0.20-0.52-1.07-4.46 Average Gain / Average Loss0.960.920.660.45 Profit / Loss Ratio0.720.600.240.09 Downside Deviation (10%)7.6813.9420.3434.0849.10 Downside Deviation (5%)7.5213.3319.0230.7843.13 Downside Deviation (0%)7.4813.1818.7029.9741.66 Sortino Ratio (10%)-0.18-0.32-0.57-0.79-0.98 Sortino Ratio (5%)-0.14-0.26-0.51-0.75-0.98 Sortino Ratio (0%)-0.13-0.24-0.49-0.74-0.98 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