QQFund.com : Investment Program 1

Year-to-Date
73.18%
Apr Performance
5.55%
Min Investment
$ 500k
Mgmt. Fee
2.00%
Perf. Fee
0%
Annualized Vol
37.36%
Sharpe (RFR=1%)
0.88
CAROR
30.65%
Assets
$ 6.9M
Worst DD
-35.81
S&P Correlation
0.49

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
9/2008
Investment Program 1 5.55 34.00 73.18 101.49 99.14 429.68 1,657.28 1,631.26
S&P 500 3.93 8.94 17.51 11.24 41.19 54.79 234.05 140.52
+/- S&P 500 1.62 25.06 55.67 90.24 57.95 374.89 1,423.23 1,490.75

Strategy Description

Summary

For Investment Program 1, QQFund.com, at its sole discretion without any restrictions or limitations whatsoever, may dynamically use any variation, combination and/or integration of BETA asset allocations (to catch long-term BETA) and ALPHA asset allocations (to generate long-term... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 500k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
2.00%
Performance Fee
0%
Average Commission
$4.00
Available to US Investors
Yes

Subscriptions

High Water Mark
No
Subscription Frequency
Daily
Redemption Frequency
Daily
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
600 RT/YR/$M
Avg. Margin-to-Equity
20%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus
Not Specified

Holding Periods

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

Decision-Making

Discretionary
5.00%
Systematic
95.00%

Strategy

Other
100.00%
Strategy Pie Chart

Composition

Interest Rates
85.00%
Stock Indices
15.00%
Composition Pie Chart

Summary

For Investment Program 1, QQFund.com, at its sole discretion without any restrictions or limitations whatsoever, may dynamically use any variation, combination and/or integration of BETA asset allocations (to catch long-term BETA) and ALPHA asset allocations (to generate long-term ALPHA) to trade the regulated exchange traded futures contracts mainly related to U.S. stock index & U.S. Treasury currently.

For Investment Program 1, QQFund.com predominantly focuses on proactive risk management methods through the dynamic use of the above asset allocation methods.

For Investment Program 1, despite everything described above, QQFund.com, at its sole discretion without any restrictions or limitations whatsoever, may use any asset allocation method, any risk management method, any leverage and any trading frequency to trade any regulated exchange traded futures contracts worldwide.

   

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
-35.81 4 5 4/1/2010 8/1/2010
-34.95 2 5 8/1/2018 10/1/2018
-29.99 7 4 6/1/2016 1/1/2017
-28.34 13 12 4/1/2011 5/1/2012
-24.35 5 4 11/1/2017 4/1/2018
-17.41 2 1 2/1/2014 4/1/2014
-15.65 3 2 5/1/2015 8/1/2015
-11.58 2 1 12/1/2009 2/1/2010
-9.78 1 1 8/1/2014 9/1/2014
-9.35 1 1 5/1/2017 6/1/2017
-8.98 2 6 10/1/2015 12/1/2015
-8.83 1 2 8/1/2017 9/1/2017
-7.83 1 1 9/1/2009 10/1/2009
-6.01 1 1 11/1/2014 12/1/2014
-5.36 1 1 5/1/2013 6/1/2013
-1.82 10 1 1/1/0001 6/1/2009
-1.38 1 1 2/1/2011 3/1/2011
-1.17 1 1 6/1/2014 7/1/2014
-0.95 1 1 3/1/2015 4/1/2015
-0.85 1 1 7/1/2013 8/1/2013
-0.25 1 1 12/1/2013 1/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
57.92 4 5/1/2018 8/1/2018
54.48 3 7/1/2009 9/1/2009
49.17 4 2/1/2017 5/1/2017
43.40 2 10/1/2014 11/1/2014
36.27 4 9/1/2013 12/1/2013
36.15 2 3/1/2019 4/1/2019
33.60 2 9/1/2010 10/1/2010
32.63 2 5/1/2014 6/1/2014
30.66 2 11/1/2009 12/1/2009
30.63 5 1/1/2013 5/1/2013
30.26 4 6/1/2012 9/1/2012
29.35 1 8/1/2014 8/1/2014
29.24 1 1/1/2019 1/1/2019
28.68 2 9/1/2015 10/1/2015
28.65 3 12/1/2010 2/1/2011
23.97 2 3/1/2010 4/1/2010
22.15 3 1/1/2015 3/1/2015
21.76 2 7/1/2017 8/1/2017
19.97 3 1/1/2012 3/1/2012
15.56 1 7/1/2015 7/1/2015
14.49 1 7/1/2013 7/1/2013
13.51 1 11/1/2018 11/1/2018
13.12 2 5/1/2016 6/1/2016
10.10 1 2/1/2014 2/1/2014
9.89 2 10/1/2017 11/1/2017
6.14 1 5/1/2015 5/1/2015
5.92 1 4/1/2011 4/1/2011
5.61 1 7/1/2010 7/1/2010
3.49 1 7/1/2011 7/1/2011
3.30 1 11/1/2012 11/1/2012
2.40 1 1/1/2016 1/1/2016
2.09 1 1/1/2018 1/1/2018
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Consecutive Losses

Run-up Length (Mos.) Start End
-34.95 2 9/1/2018 10/1/2018
-29.99 7 7/1/2016 1/1/2017
-25.94 2 5/1/2010 6/1/2010
-23.64 3 2/1/2018 4/1/2018
-21.88 5 8/1/2011 12/1/2011
-20.41 2 4/1/2012 5/1/2012
-17.93 1 8/1/2010 8/1/2010
-17.41 2 3/1/2014 4/1/2014
-15.11 1 8/1/2015 8/1/2015
-14.02 1 6/1/2015 6/1/2015
-13.13 1 10/1/2012 10/1/2012
-11.58 2 1/1/2010 2/1/2010
-9.78 1 9/1/2014 9/1/2014
-9.35 1 6/1/2017 6/1/2017
-8.98 2 11/1/2015 12/1/2015
-8.83 1 9/1/2017 9/1/2017
-7.83 1 10/1/2009 10/1/2009
-7.16 2 5/1/2011 6/1/2011
-6.01 1 12/1/2014 12/1/2014
-5.36 1 6/1/2013 6/1/2013
-2.95 1 12/1/2017 12/1/2017
-1.82 10 9/1/2008 6/1/2009
-1.71 1 12/1/2012 12/1/2012
-1.58 1 2/1/2019 2/1/2019
-1.38 1 3/1/2011 3/1/2011
-1.17 1 7/1/2014 7/1/2014
-0.95 1 4/1/2015 4/1/2015
-0.85 1 8/1/2013 8/1/2013
-0.81 1 11/1/2010 11/1/2010
-0.70 3 2/1/2016 4/1/2016
-0.25 1 1/1/2014 1/1/2014
-0.22 1 12/1/2018 12/1/2018
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods128.00126.00123.00117.00111.00105.0093.0081.0069.00
Percent Profitable51.5665.0869.9282.0581.9888.5798.92100.00100.00
Average Period Return2.828.2116.2234.1353.7379.07136.22218.94341.93
Average Gain10.5418.0828.4144.2667.3089.81137.77218.94341.93
Average Loss-5.40-10.18-12.12-12.18-8.03-4.14-6.03
Best Period29.3564.0796.14149.45205.72298.50427.68470.01526.28
Worst Period-26.19-29.51-29.88-26.30-19.92-12.68-6.0339.74164.44
Standard Deviation10.7917.8926.6239.0655.7979.42115.61114.5289.03
Gain Standard Deviation7.7912.7821.9235.7052.5678.15115.27114.5289.03
Loss Standard Deviation6.669.539.297.005.783.80
Sharpe Ratio (1%)0.250.440.590.850.940.971.151.883.78
Average Gain / Average Loss1.951.782.343.638.3821.7022.85
Profit / Loss Ratio2.083.315.4516.6138.14168.172101.82
Downside Deviation (10%)6.138.759.457.857.075.252.93
Downside Deviation (5%)5.988.318.556.294.702.420.94
Downside Deviation (0%)5.948.208.335.924.161.860.63
Sortino Ratio (10%)0.390.801.453.716.5213.1141.13
Sortino Ratio (5%)0.460.961.845.2711.1131.82141.76
Sortino Ratio (0%)0.471.001.955.7712.9042.43217.85

Top Performer Badges

Index Award Type Rank Performance Period
Stock Index Trader Index Month 4 4.18 9/2015
Systematic Trader Index Month 3 15.56 7/2015
IASG CTA Index Month 3 15.56 7/2015
Stock Index Trader Index Month 1 15.56 7/2015
Stock Index Trader Index Month 1 6.14 5/2015
Systematic Trader Index Month 3 6.14 5/2015
IASG CTA Index Month 6 6.14 5/2015
Systematic Trader Index Month 7 17.01 1/2015
IASG CTA Index Month 8 17.01 1/2015
Stock Index Trader Index Month 2 17.01 1/2015
IASG CTA Index 5 Year Rolling 2 268.88 2009 - 2014
IASG CTA Index 3 Year Rolling 2 292.33 2011 - 2014
IASG CTA Index Year Rolling 4 87.01 2013 - 2014
Systematic Trader Index Month 3 19.64 11/2014
IASG CTA Index Month 3 19.64 11/2014
Stock Index Trader Index Month 1 19.64 11/2014
Stock Index Trader Index Month 1 19.86 10/2014
Systematic Trader Index Month 1 19.86 10/2014
IASG CTA Index Month 1 19.86 10/2014
Trend Following Strategy Index Month 1 19.86 10/2014
Trend Following Strategy Index Month 1 29.35 8/2014
Systematic Trader Index Month 1 29.35 8/2014
IASG CTA Index Month 2 29.35 8/2014
Stock Index Trader Index Month 1 29.35 8/2014
Stock Index Trader Index Month 2 8.81 6/2014
Trend Following Strategy Index Month 4 8.81 6/2014
IASG CTA Index Month 7 8.81 6/2014
Systematic Trader Index Month 7 8.81 6/2014
IASG CTA Index Month 2 21.89 5/2014
Systematic Trader Index Month 1 21.89 5/2014
Trend Following Strategy Index Month 1 21.89 5/2014
Stock Index Trader Index Month 1 21.89 5/2014
Stock Index Trader Index Month 1 10.10 2/2014
Trend Following Strategy Index Month 8 10.10 2/2014
Systematic Trader Index Month 9 10.10 2/2014
IASG CTA Index 5 Year Rolling 8 262.77 2008 - 2013
Trend Following Strategy Index Month 10 5.35 12/2013
IASG CTA Index Year Rolling 2 91.24 2012 - 2013
Stock Index Trader Index Month 3 5.35 12/2013
Stock Index Trader Index Month 1 6.80 11/2013
Stock Index Trader Index Month 1 10.17 10/2013
Trend Following Strategy Index Month 4 10.17 10/2013
IASG CTA Index Month 7 10.17 10/2013
Systematic Trader Index Month 5 10.17 10/2013
IASG CTA Index Month 6 9.93 9/2013
Systematic Trader Index Month 3 9.93 9/2013
Stock Index Trader Index Month 2 9.93 9/2013
Trend Following Strategy Index Month 1 9.93 9/2013
Trend Following Strategy Index Month 1 14.49 7/2013
Systematic Trader Index Month 1 14.49 7/2013
Stock Index Trader Index Month 1 14.49 7/2013
IASG CTA Index Month 2 14.49 7/2013
Trend Following Strategy Index Month 5 7.56 5/2013
Stock Index Trader Index Month 1 7.56 5/2013
Systematic Trader Index Month 6 7.56 5/2013
IASG CTA Index Month 10 7.56 5/2013
Stock Index Trader Index Month 2 5.64 4/2013
Stock Index Trader Index Month 1 6.78 3/2013
Trend Following Strategy Index Month 6 6.78 3/2013
IASG CTA Index Month 6 6.78 3/2013
Systematic Trader Index Month 7 6.78 3/2013
Stock Index Trader Index Month 1 6.58 1/2013
Stock Index Trader Index Month 5 3.30 11/2012
Trend Following Strategy Index Month 8 3.30 11/2012
Stock Index Trader Index Month 6 2.21 9/2012
Stock Index Trader Index Month 1 13.08 8/2012
Trend Following Strategy Index Month 2 13.08 8/2012
Systematic Trader Index Month 2 13.08 8/2012
IASG CTA Index Month 3 13.08 8/2012
Stock Index Trader Index Month 8 2.54 7/2012
Systematic Trader Index Month 5 9.91 6/2012
Stock Index Trader Index Month 3 9.91 6/2012
Trend Following Strategy Index Month 1 9.91 6/2012
Stock Index Trader Index Month 1 11.44 3/2012
IASG CTA Index Month 5 11.44 3/2012
Systematic Trader Index Month 3 11.44 3/2012
Trend Following Strategy Index Month 3 11.44 3/2012
Stock Index Trader Index Month 1 7.62 2/2012
Trend Following Strategy Index Month 10 7.62 2/2012
Stock Index Trader Index Month 2 3.49 7/2011
Stock Index Trader Index Month 1 5.91 4/2011
Stock Index Trader Index Month 1 7.16 2/2011
Stock Index Trader Index Month 1 6.92 1/2011
Trend Following Strategy Index Month 1 6.92 1/2011
Systematic Trader Index Month 5 6.92 1/2011
IASG CTA Index Month 10 6.92 1/2011
Stock Index Trader Index Month 1 12.28 12/2010
Trend Following Strategy Index Month 4 18.30 10/2010
Stock Index Trader Index Month 1 18.30 10/2010
Systematic Trader Index Month 6 18.30 10/2010
Trend Following Strategy Index Month 10 12.93 9/2010
Systematic Trader Index Month 10 12.93 9/2010
Stock Index Trader Index Month 1 12.93 9/2010
Stock Index Trader Index Month 4 5.61 7/2010
Trend Following Strategy Index Month 7 5.61 7/2010
Stock Index Trader Index Month 1 5.39 4/2010
Stock Index Trader Index Month 1 17.63 3/2010
IASG CTA Index Month 7 17.63 3/2010
Trend Following Strategy Index Month 6 17.63 3/2010
Systematic Trader Index Month 6 17.63 3/2010

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