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Qbasis Invest : Qbasis All Trends UCITS Fund

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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
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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 YTD 1yr 3yr 5yr 10yr Since
1/2016
Qbasis All Trends UCITS Fund -3.44 - - - -34.79 - - -51.02
S&P 500 1.79 - - - 31.33 - - 71.57
+/- S&P 500 -5.23 - - - -66.13 - - -122.59

Strategy Description

Investment Strategy

Qbasis 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%
Strategy Pie Chart

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%
Composition Pie Chart

Investment Strategy

Qbasis 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.

   

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

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
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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
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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.

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