Quantum Peak Capital, LLC : Quantum I

archived programs
Year-to-Date
N / A
Aug Performance
5.39%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
19.20%
Sharpe (RFR=1%)
0.36
CAROR
-
Assets
$ 6.1M
Worst DD
-8.73
S&P Correlation
0.06

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
8/2013
Quantum I 5.39 - - - - - - 6.91
S&P 500 3.77 - - - - - - 112.17
+/- S&P 500 1.62 - - - - - - -105.26

Strategy Description

Summary

The QPC Quantum I Program utilizes dynamic quantitative analysis of selected financial instruments. The core trading method is a self-adjusting, Momentum based breakout system, with Trend, Counter-Trend and Volatility elements included. Using a proprietary automated program created... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 50k
CTA Max Funding Factor 5.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $5.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency 7-14 Days
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 6880 RT/YR/$M
Avg. Margin-to-Equity 8%
Targeted Worst DD -10.00%
Worst Peak-to-Trough -8.46%
Sector Focus Stock Index Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 0%
Intraday 100.00%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Counter-trend
6.00%
Momentum
43.00%
Trend-following
34.00%
Other
17.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

The QPC Quantum I Program utilizes dynamic quantitative analysis of selected financial instruments. The core trading method is a self-adjusting, Momentum based breakout system, with Trend, Counter-Trend and Volatility elements included. Using a proprietary automated program created by Quantum Peak Capital, Quantum I seeks to capitalize in markets making substantial price movements. Quantum I does not forecast markets or price levels but instead, uses a dynamic, systematic approach that self-adjusts to the current market environment.

   

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
-8.73 2 - 2/1/2014 4/1/2014
-5.97 2 1 10/1/2013 12/1/2013
-5.61 1 1 8/1/2013 9/1/2013
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
11.34 2 1/1/2014 2/1/2014
10.56 1 10/1/2013 10/1/2013
5.39 1 8/1/2014 8/1/2014
5.23 1 5/1/2014 5/1/2014
0.71 1 8/1/2013 8/1/2013
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-8.73 2 3/1/2014 4/1/2014
-5.97 2 11/1/2013 12/1/2013
-5.61 1 9/1/2013 9/1/2013
-4.01 2 6/1/2014 7/1/2014
Show More

Time Windows Analysis

 1 Month3 Month6 Month
Number of Periods13.0011.008.00
Percent Profitable46.1572.7362.50
Average Period Return0.661.623.46
Average Gain5.504.148.02
Average Loss-3.50-5.09-4.14
Best Period10.5611.0115.41
Worst Period-8.46-6.08-5.13
Standard Deviation5.545.287.24
Gain Standard Deviation3.543.604.68
Loss Standard Deviation2.731.071.18
Sharpe Ratio (1%)0.100.260.41
Average Gain / Average Loss1.570.811.94
Profit / Loss Ratio1.352.173.23
Downside Deviation (10%)3.413.334.09
Downside Deviation (5%)3.222.832.90
Downside Deviation (0%)3.172.702.60
Sortino Ratio (10%)0.070.120.24
Sortino Ratio (5%)0.180.491.02
Sortino Ratio (0%)0.210.601.33

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.