Qbasis Invest : Qbasis MF Trend Plus (Proprietary) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance -8.13% Min Investment $ 5,000k Mgmt. Fee 2.50% Perf. Fee 25.00% Annualized Vol 33.74% Sharpe (RFR=1%) 0.21 CAROR 2.90% Assets $ 0k Worst DD -73.54 S&P Correlation -0.30 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since3/2006 Qbasis MF Trend Plus (Proprietary) -8.13 - - - - -8.13 -69.65 33.14 S&P 500 -0.41 - - - - 45.56 50.85 183.88 +/- S&P 500 -7.72 - - - - -53.69 -120.50 -150.74 Strategy Description SummaryQbasis Futures Fund invests in a comprehensive set of futures markets spanning commodities, interest rates, stock indices and currencies using a combination of proprietary and complementary strategies. The main strategy, MF Trend, is a breakout trend-following strategy which enters... Read More Account & Fees Type Managed Account Minimum Investment $ 5,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 2.00 Management Fee 2.50% Performance Fee 25.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency 7-14 Days Redemption Frequency 7-14 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency RT/YR/$M Avg. Margin-to-Equity Targeted Worst DD -35.00% Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 4-12 Months 1-3 Months 1-30 Days Intraday Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 80.00% Other 20.00% Composition SummaryQbasis Futures Fund invests in a comprehensive set of futures markets spanning commodities, interest rates, stock indices and currencies using a combination of proprietary and complementary strategies. The main strategy, MF Trend, is a breakout trend-following strategy which enters trends at a very early stage and aims to generate asymmetric returns by maximising performance in upward (long) or downward (short) trending markets. Additionally an intraday strategy is used which exhibits a high correlation to increasing volatility thus making it an extremely effective portfolio diversification instrument (negatively correlated returns to stocks and Hedge Fund Indices). Additionally, since October 2013, three strategy enhancement components and two overlays are additionally in place which aim to further reduce potential downside and therefore increase overall returns. 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 -73.54 81 - 5/1/2009 2/1/2016 -26.92 10 3 5/1/2006 3/1/2007 -17.75 5 2 2/1/2008 7/1/2008 -10.48 2 2 1/1/2009 3/1/2009 -5.09 2 1 10/1/2008 12/1/2008 -0.28 1 1 7/1/2007 8/1/2007 Show More Consecutive Gains Run-up Length (Mos.) Start End 106.12 6 9/1/2007 2/1/2008 105.41 3 8/1/2008 10/1/2008 52.20 4 4/1/2007 7/1/2007 28.63 5 5/1/2014 9/1/2014 27.58 3 3/1/2006 5/1/2006 24.32 3 12/1/2013 2/1/2014 23.42 2 12/1/2010 1/1/2011 17.56 2 12/1/2014 1/1/2015 15.41 1 9/1/2011 9/1/2011 14.62 2 8/1/2006 9/1/2006 13.37 2 4/1/2009 5/1/2009 13.19 1 10/1/2010 10/1/2010 12.86 1 5/1/2012 5/1/2012 9.60 1 11/1/2015 11/1/2015 8.77 1 4/1/2013 4/1/2013 8.73 2 4/1/2008 5/1/2008 8.64 1 3/1/2015 3/1/2015 6.08 1 11/1/2009 11/1/2009 6.00 1 1/1/2009 1/1/2009 5.21 1 7/1/2012 7/1/2012 5.13 1 11/1/2006 11/1/2006 2.88 1 8/1/2009 8/1/2009 2.70 1 7/1/2011 7/1/2011 2.69 1 10/1/2013 10/1/2013 1.82 1 12/1/2011 12/1/2011 0.84 1 7/1/2010 7/1/2010 0.80 1 4/1/2011 4/1/2011 0.75 1 3/1/2010 3/1/2010 0.32 1 5/1/2010 5/1/2010 Show More Consecutive Losses Run-up Length (Mos.) Start End -35.89 7 4/1/2015 10/1/2015 -35.80 5 5/1/2013 9/1/2013 -31.89 3 12/1/2015 2/1/2016 -26.60 8 8/1/2012 3/1/2013 -20.96 4 12/1/2006 3/1/2007 -18.58 2 6/1/2006 7/1/2006 -18.35 3 12/1/2009 2/1/2010 -17.91 2 10/1/2011 11/1/2011 -13.90 2 6/1/2009 7/1/2009 -13.73 2 6/1/2008 7/1/2008 -13.20 2 5/1/2011 6/1/2011 -13.20 2 10/1/2014 11/1/2014 -12.31 1 3/1/2008 3/1/2008 -10.95 2 9/1/2009 10/1/2009 -10.83 4 1/1/2012 4/1/2012 -10.48 2 2/1/2009 3/1/2009 -10.21 2 2/1/2011 3/1/2011 -8.87 1 2/1/2015 2/1/2015 -5.76 1 10/1/2006 10/1/2006 -5.53 2 3/1/2014 4/1/2014 -5.09 2 11/1/2008 12/1/2008 -3.58 1 6/1/2010 6/1/2010 -3.28 1 11/1/2010 11/1/2010 -2.66 1 4/1/2010 4/1/2010 -2.38 1 11/1/2013 11/1/2013 -1.75 1 6/1/2012 6/1/2012 -1.27 2 8/1/2010 9/1/2010 -0.28 1 8/1/2007 8/1/2007 -0.12 1 8/1/2011 8/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods120.00118.00115.00109.00103.0097.0085.0073.0061.00 Percent Profitable43.3342.3745.2246.7946.6041.2437.6542.4744.26 Average Period Return0.672.455.9116.9231.0143.6746.8944.1948.46 Average Gain8.9019.3331.0360.3791.55136.50177.16157.89159.63 Average Loss-5.71-9.95-14.81-21.29-21.81-21.48-31.76-39.73-39.83 Best Period51.62105.41106.65209.45352.73409.95384.42352.85330.17 Worst Period-15.71-32.11-40.34-48.43-48.06-55.43-56.55-58.87-69.05 Standard Deviation9.7420.5330.7856.0884.92113.79120.62117.67116.67 Gain Standard Deviation8.8120.8528.7155.2091.92128.66105.5899.1789.30 Loss Standard Deviation4.067.059.9110.5313.0313.8710.3811.3117.94 Sharpe Ratio (1%)0.060.110.180.280.350.370.360.340.37 Average Gain / Average Loss1.561.942.092.844.206.355.583.974.01 Profit / Loss Ratio1.211.431.732.493.664.463.372.933.18 Downside Deviation (10%)5.4710.0114.7220.6423.5226.5738.3947.2752.34 Downside Deviation (5%)5.279.3913.4717.9519.4820.8628.6534.2836.05 Downside Deviation (0%)5.229.2413.1617.3018.5219.5526.3631.3132.53 Sortino Ratio (10%)0.050.120.230.581.001.260.810.480.40 Sortino Ratio (5%)0.110.230.400.891.522.001.531.171.20 Sortino Ratio (0%)0.130.270.450.981.672.231.781.411.49 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