QQFund.com : QQFund.com Alpha Beta Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since9/2008 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 SummaryFor 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... Read More 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 SummaryFor 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: {{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 -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 Show More 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 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods135.00133.00130.00124.00118.00112.00100.0088.0076.00 Percent Profitable53.3366.1771.5483.0683.0589.2999.00100.00100.00 Average Period Return2.968.9919.0738.3657.7581.33136.99215.56342.50 Average Gain10.2918.6831.4848.6771.1891.59138.43215.56342.50 Average Loss-5.40-9.97-12.12-12.18-8.03-4.14-6.03 Best Period29.3564.07115.11181.23205.72298.50427.68470.01526.28 Worst Period-26.19-29.51-29.88-26.30-19.92-12.68-6.0339.74164.44 Standard Deviation10.6918.0329.2342.6957.2977.50112.06111.0186.13 Gain Standard Deviation7.8112.9024.8539.4353.6475.77111.69111.0186.13 Loss Standard Deviation6.619.539.297.005.783.80 Sharpe Ratio (1%)0.270.480.640.880.981.021.201.913.92 Average Gain / Average Loss1.901.872.604.008.8722.1322.96 Profit / Loss Ratio2.183.666.5319.6043.44184.412272.71 Downside Deviation (10%)5.998.519.207.636.865.082.82 Downside Deviation (5%)5.848.098.326.114.562.340.91 Downside Deviation (0%)5.817.988.115.754.041.800.60 Sortino Ratio (10%)0.430.911.814.377.3113.9942.92 Sortino Ratio (5%)0.491.082.236.1212.3433.83147.85 Sortino Ratio (0%)0.511.132.356.6814.3045.07227.17 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. x {{title}} x {{title}} Add Cancel