Qbasis Invest : Qbasis MF Trend Plus (Proprietary)

archived programs
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

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 Since
3/2006
Qbasis MF Trend Plus (Proprietary) -8.13 - - - - -40.34 -59.50 33.14
S&P 500 -0.41 - - - - 45.56 50.85 167.53
+/- S&P 500 -7.72 - - - - -85.90 -110.36 -134.39

Strategy Description

Summary

Qbasis 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%
Strategy Pie Chart

Composition

Summary

Qbasis 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.

   

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
-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
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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
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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
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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.