Qbasis Invest : Qbasis All Trends UCITS Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Nov Performance -3.44% Min Investment $ 100k Mgmt. Fee 1.88% Perf. Fee 20.00% Annualized Vol 15.30% Sharpe (RFR=1%) -1.57 CAROR -21.71% Assets $ 3.6M Worst DD -51.13 S&P Correlation 0.57 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 2019 1yr 3yr 5yr 10yr Since1/2016 Qbasis All Trends UCITS Fund -3.44 -23.62 - -29.05 - - - -51.02 S&P 500 1.79 -4.87 - 6.78 - - - 40.82 +/- S&P 500 -5.23 -18.74 - -35.83 - - - -91.85 Strategy Description Investment StrategyQbasis All Trends UCITS Fund seeks to achieve positive absolute returns while achieving negative correlation to global equities markets. The fund employs a proprietary systematic multi-strategy trading model that invest in futures, spot and forward currency transactions,... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.88% Performance Fee 20.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 4500 RT/YR/$M Avg. Margin-to-Equity Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 70.00% 1-30 Days 20.00% Intraday 10.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 70.00% Other 30.00% Composition SSF 33.00% Currency FX 17.00% Interest Rates 8.00% Softs 8.00% Grains 7.00% Stock Indices 7.00% Currency Futures 6.00% Energy 6.00% Industrial Metals 4.00% Precious Metals 2.00% Livestock 2.00% Investment StrategyQbasis All Trends UCITS Fund seeks to achieve positive absolute returns while achieving negative correlation to global equities markets. The fund employs a proprietary systematic multi-strategy trading model that invest in futures, spot and forward currency transactions, contract for difference and structured financial instruments that are traded on global markets. The model includes various sub-strategies including: a trend following strategy, an intra-day strategy, a "vol protection" strategy and a "V-protection" strategy. 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 -51.13 32 - 3/1/2016 11/1/2018 -5.39 1 2 1/1/0001 1/1/2016 Show More Consecutive Gains Run-up Length (Mos.) Start End 11.00 2 12/1/2017 1/1/2018 5.92 2 2/1/2016 3/1/2016 4.13 1 7/1/2016 7/1/2016 3.33 2 11/1/2016 12/1/2016 2.59 1 8/1/2018 8/1/2018 2.46 1 6/1/2017 6/1/2017 2.25 1 4/1/2017 4/1/2017 0.48 1 6/1/2018 6/1/2018 0.30 1 9/1/2016 9/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -23.62 3 9/1/2018 11/1/2018 -14.49 3 4/1/2016 6/1/2016 -14.04 5 7/1/2017 11/1/2017 -12.73 4 2/1/2018 5/1/2018 -7.27 1 8/1/2016 8/1/2016 -7.23 3 1/1/2017 3/1/2017 -6.98 1 7/1/2018 7/1/2018 -5.39 1 1/1/2016 1/1/2016 -2.20 1 10/1/2016 10/1/2016 -1.49 1 5/1/2017 5/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods35.0033.0030.0024.0018.00 Percent Profitable34.2921.210.000.000.00 Average Period Return-1.92-5.12-9.28-15.06-21.24 Average Gain2.683.63 Average Loss-4.32-7.48-9.28-15.06-21.24 Best Period7.257.11-1.80-6.29-10.65 Worst Period-14.84-23.62-26.89-29.32-37.51 Standard Deviation4.426.807.026.367.13 Gain Standard Deviation1.912.72 Loss Standard Deviation3.285.507.026.367.13 Sharpe Ratio (1%)-0.45-0.79-1.39-2.52-3.19 Average Gain / Average Loss0.620.49 Profit / Loss Ratio0.320.13 Downside Deviation (10%)4.639.0913.6321.0129.66 Downside Deviation (5%)4.428.3611.9717.2323.78 Downside Deviation (0%)4.368.1811.5716.3022.35 Sortino Ratio (10%)-0.50-0.70-0.86-0.96-0.97 Sortino Ratio (5%)-0.45-0.64-0.82-0.93-0.96 Sortino Ratio (0%)-0.44-0.63-0.80-0.92-0.95 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 8 3.50 12/2017 Diversified Trader Index Month 10 3.50 12/2017 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel