QQFund.com : QQFund.com Alpha Beta Program

Year-to-Date: 149.35%
Nov Performance: 0.42%

Min Investment: $ 100k
Mgmt. Fee: 2.00%
Perf. Fee: 0%

Annualized Vol: 37.03%
Sharpe (RFR=1%): 0.93
CAROR: 33.09%

Assets: $ 12.3M
Worst DD: -35.81
S&P Correlation: 0.48

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Growth of 1,000 - VAMI

Monthly Performance

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 9/2008
QQFund.com Alpha Beta Program	0.42	-0.35	149.35	148.80	235.31	247.67	1,436.05	2,392.70
S&P 500	3.40	7.33	25.29	13.79	41.40	50.37	183.72	166.51
+/- S&P 500	-2.98	-7.68	124.06	135.01	193.91	197.30	1,252.33	2,226.18

Strategy Description

Summary

Account & Fees

Type: Managed Account
Minimum Investment: $ 100k
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

Composition

Summary

For QQFund.com Alpha Beta Program (formerly known as Investment Program 1), per QQFund.com’s proprietary Qualitative/Quantitative Fund Management Methodology and Qualitative/Quantitative Portfolio Realization Process, QQFund.com, at its sole discretion without any restrictions or limitations whatsoever, may statically/dynamically decide which specific regulated exchange traded futures contracts worldwide to trade, when to trade, how to trade, how often to trade, which direction (long, short or cash) to trade, what leverage to trade, what position size to trade, what degree of diversifications to trade, what degree of systematic/discretionary to trade, etc. by statically/dynamically using any variation, combination and/or integration of its proprietary methods of ALPHA asset allocations (to generate long-term ALPHA) and BETA asset allocations (to catch long-term BETA).

For QQFund.com Alpha Beta Program, QQFund.com predominantly focuses on proactive risk management through the static/dynamic use of the above methodology, process and asset allocation methods.

For QQFund.com Alpha Beta Program, however, despite everything described above, QQFund.com, at its sole discretion without any restrictions or limitations whatsoever, may use any methodology, any process, any asset allocation method, any risk management method, any leverage, any trading frequency, any degree of diversification, any degree of systematic/discretionary and any strategy etc. to trade any regulated exchange traded futures contracts worldwide.

Compare to:

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Index: Chart Type:

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:

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
-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
-5.50	1	-	8/1/2019	9/1/2019
-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

Consecutive Gains

Run-up	Length (Mos.)	Start	End
96.72	6	3/1/2019	8/1/2019
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
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
5.45	2	10/1/2019	11/1/2019
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

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
-5.50	1	9/1/2019	9/1/2019
-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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	135.00	133.00	130.00	124.00	118.00	112.00	100.00	88.00	76.00
Percent Profitable	53.33	66.17	71.54	83.06	83.05	89.29	99.00	100.00	100.00
Average Period Return	2.96	8.99	19.07	38.36	57.75	81.33	136.99	215.56	342.50
Average Gain	10.29	18.68	31.48	48.67	71.18	91.59	138.43	215.56	342.50
Average Loss	-5.40	-9.97	-12.12	-12.18	-8.03	-4.14	-6.03
Best Period	29.35	64.07	115.11	181.23	205.72	298.50	427.68	470.01	526.28
Worst Period	-26.19	-29.51	-29.88	-26.30	-19.92	-12.68	-6.03	39.74	164.44
Standard Deviation	10.69	18.03	29.23	42.69	57.29	77.50	112.06	111.01	86.13
Gain Standard Deviation	7.81	12.90	24.85	39.43	53.64	75.77	111.69	111.01	86.13
Loss Standard Deviation	6.61	9.53	9.29	7.00	5.78	3.80
Sharpe Ratio (1%)	0.27	0.48	0.64	0.88	0.98	1.02	1.20	1.91	3.92
Average Gain / Average Loss	1.90	1.87	2.60	4.00	8.87	22.13	22.96
Profit / Loss Ratio	2.18	3.66	6.53	19.60	43.44	184.41	2272.71
Downside Deviation (10%)	5.99	8.51	9.20	7.63	6.86	5.08	2.82
Downside Deviation (5%)	5.84	8.09	8.32	6.11	4.56	2.34	0.91
Downside Deviation (0%)	5.81	7.98	8.11	5.75	4.04	1.80	0.60
Sortino Ratio (10%)	0.43	0.91	1.81	4.37	7.31	13.99	42.92
Sortino Ratio (5%)	0.49	1.08	2.23	6.12	12.34	33.83	147.85
Sortino Ratio (0%)	0.51	1.13	2.35	6.68	14.30	45.07	227.17

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.

^#4

Top Performer

STOCK INDEX TRADER INDEX

SEPTEMBER
2015

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Watchlists 68

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QQFund.com : QQFund.com Alpha Beta Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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