Qbasis Invest : Qbasis i Trend Fund

archived programs
Year-to-Date
N / A
Nov Performance
0.78%
Min Investment
€ 1k
Mgmt. Fee
0.95%
Perf. Fee
Annualized Vol
22.53%
Sharpe (RFR=1%)
-0.41
CAROR
-10.16%
Assets
€ 1.3M
Worst DD
-63.10
S&P Correlation
-0.07

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
1/2014
Qbasis i Trend Fund 0.78 -18.36 - -26.15 -54.49 - - -40.94
S&P 500 1.79 -4.87 - 6.78 31.33 - - 53.28
+/- S&P 500 -1.01 -13.49 - -32.93 -85.83 - - -94.22

Strategy Description

Summary

Qbasis i Trend trades a comprehensive set of futures markets spanning commodities, interest rates, stock indices and currencies. i Trend is a combination of 2 proprietary and negatively correlated strategies; MF Trend - Trendfollowing, and an Intraday strategy. The aim of the strategy... Read More

Account & Fees

Type
Fund
Minimum Investment
€ 1k
Trading Level Incremental Increase
€ 0k
CTA Max Funding Factor
Management Fee
0.95%
Performance Fee
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
6600 RT/YR/$M
Avg. Margin-to-Equity
18%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus
Diversified Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
75.00%
1-30 Days
10.00%
Intraday
15.00%

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Trend-following
100.00%
Strategy Pie Chart

Composition

Other
36.00%
Softs
10.00%
Grains
9.00%
Interest Rates
9.00%
Stock Indices
9.00%
Currency Futures
8.00%
Energy
8.00%
Industrial Metals
4.00%
Precious Metals
4.00%
Livestock
3.00%
Composition Pie Chart

Summary

Qbasis i Trend trades a comprehensive set of futures markets spanning commodities, interest rates, stock indices and currencies. i Trend is a combination of 2 proprietary and negatively correlated strategies; MF Trend - Trendfollowing, and an Intraday strategy. The aim of the strategy is to generate asymmetric returns by maximising returns in upward or downward trending markets (MF Trend) whilst exhibiting a high correlation to increasing volatility (Intraday), thus making it an extremely effective portfolio diversification instrument. Additional overlays come in the form of “vol protection” that performs well in periods of declining volatility and a V”-Protection model that mitigates more efficiently against trend breaks (i.e. “V-shaped” whipsaws).

   

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

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
-63.10 45 - 1/1/2015 10/1/2018
-8.63 2 1 9/1/2014 11/1/2014
-4.62 1 3 3/1/2014 4/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
25.72 5 5/1/2014 9/1/2014
21.41 2 12/1/2014 1/1/2015
19.39 3 1/1/2014 3/1/2014
12.55 1 11/1/2015 11/1/2015
11.52 2 1/1/2016 2/1/2016
11.15 1 7/1/2016 7/1/2016
10.84 2 12/1/2017 1/1/2018
6.83 2 11/1/2016 12/1/2016
5.83 1 3/1/2015 3/1/2015
4.07 1 4/1/2017 4/1/2017
3.65 1 8/1/2018 8/1/2018
1.96 1 6/1/2017 6/1/2017
0.78 1 11/1/2018 11/1/2018
0.51 1 8/1/2017 8/1/2017
0.43 1 6/1/2018 6/1/2018
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Consecutive Losses

Run-up Length (Mos.) Start End
-26.59 7 4/1/2015 10/1/2015
-25.73 4 3/1/2016 6/1/2016
-18.99 2 9/1/2018 10/1/2018
-15.35 4 2/1/2018 5/1/2018
-15.07 3 9/1/2017 11/1/2017
-12.52 3 1/1/2017 3/1/2017
-10.85 3 8/1/2016 10/1/2016
-8.63 2 10/1/2014 11/1/2014
-7.38 1 7/1/2018 7/1/2018
-6.54 1 2/1/2015 2/1/2015
-6.17 1 7/1/2017 7/1/2017
-4.62 1 4/1/2014 4/1/2014
-4.12 1 12/1/2015 12/1/2015
-1.41 1 5/1/2017 5/1/2017
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods59.0057.0054.0048.0042.0036.0024.00
Percent Profitable42.3736.8427.7818.7519.0513.898.33
Average Period Return-0.68-2.39-4.63-9.89-17.62-23.78-33.86
Average Gain5.307.8114.7027.6416.1617.425.50
Average Loss-5.08-8.35-12.07-18.55-25.58-30.43-37.43
Best Period13.3521.7625.6254.6639.7424.449.10
Worst Period-14.40-20.42-25.15-31.83-41.00-43.28-54.49
Standard Deviation6.509.9413.6420.5419.2319.1218.19
Gain Standard Deviation4.306.926.4916.3413.616.745.09
Loss Standard Deviation3.725.656.287.408.849.6014.14
Sharpe Ratio (1%)-0.12-0.27-0.38-0.53-0.99-1.35-2.03
Average Gain / Average Loss1.040.941.221.490.630.570.15
Profit / Loss Ratio0.770.550.470.340.150.090.01
Downside Deviation (10%)5.018.8013.4322.2330.8738.7552.71
Downside Deviation (5%)4.818.1411.9118.8125.5931.3540.94
Downside Deviation (0%)4.767.9711.5317.9724.3129.5638.20
Sortino Ratio (10%)-0.22-0.41-0.53-0.67-0.82-0.88-0.94
Sortino Ratio (5%)-0.16-0.32-0.43-0.58-0.75-0.82-0.90
Sortino Ratio (0%)-0.14-0.30-0.40-0.55-0.73-0.80-0.89

Top Performer Badges

Index Award Type Rank Performance Period
Trend Following Strategy Index Month 7 4.84 12/2017
Diversified Trader Index Month 8 4.84 12/2017
IASG CTA Index Month 10 4.84 12/2017
Systematic Trader Index Month 10 4.84 12/2017
Diversified Trader Index Month 6 1.96 6/2017
Trend Following Strategy Index Month 4 1.96 6/2017
Trend Following Strategy Index Month 3 4.07 4/2017
IASG CTA Index Month 9 4.07 4/2017
Diversified Trader Index Month 7 4.07 4/2017
Systematic Trader Index Month 8 4.07 4/2017
IASG CTA Index Month 9 4.78 12/2016
Trend Following Strategy Index Month 4 4.78 12/2016
Diversified Trader Index Month 6 4.78 12/2016
Systematic Trader Index Month 7 4.78 12/2016
IASG CTA Index Month 2 11.15 7/2016
Systematic Trader Index Month 4 11.15 7/2016
Trend Following Strategy Index Month 3 11.15 7/2016
Diversified Trader Index Month 3 11.15 7/2016
Trend Following Strategy Index Month 3 10.37 2/2016
Systematic Trader Index Month 6 10.37 2/2016
Diversified Trader Index Month 6 10.37 2/2016
Diversified Trader Index Month 6 12.55 11/2015
Systematic Trader Index Month 7 12.55 11/2015
Trend Following Strategy Index Month 6 12.55 11/2015

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