Quest Partners LLC : AlphaQuest Long Term Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance -4.34% Min Investment $ 5,000k Mgmt. Fee 1.00% Perf. Fee 15.00% Annualized Vol 22.86% Sharpe (RFR=1%) 0.56 CAROR 11.97% Assets $ 28.0M Worst DD -20.92 S&P Correlation -0.16 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 Mar Qtr 2020 1yr 3yr 5yr 10yr Since7/2006 AlphaQuest Long Term Program -4.34 - - - - - 7.86 140.16 S&P 500 0.69 - - - - - 66.22 191.17 +/- S&P 500 -5.03 - - - - - -58.36 -51.01 Strategy Description SummaryAlphaQuest Long Term Program is a systematic program trading in over 50 liquid global markets (foreign exchange, fixed income, equity indices and commodities). The AQ Long Term Program aims to deliver positive Alpha Trading time frames are between several hours to over one year. The... Read More Account & Fees Type Managed Account Minimum Investment $ 5,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 1.00% Performance Fee 15.00% Average Commission $6.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1400 RT/YR/$M Avg. Margin-to-Equity 14% Targeted Worst DD -30.00% Worst Peak-to-Trough 20.90% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Momentum 15.00% Trend-following 85.00% Composition Currency FX 33.00% Interest Rates 20.00% Energy 15.00% Stock Indices 14.00% Precious Metals 9.00% Grains 4.00% Softs 3.00% Industrial Metals 1.00% Livestock 1.00% SummaryAlphaQuest Long Term Program is a systematic program trading in over 50 liquid global markets (foreign exchange, fixed income, equity indices and commodities). The AQ Long Term Program aims to deliver positive Alpha Trading time frames are between several hours to over one year. The average trade length is 16 days. Over ten trading systems are implemented. Correlation to other long term trend following CTAs is approximately 0.8 (monthly versus BTOP 50 CTA Index)Risk ManagementIntegrated risk models manage portfolio risks by monitoring volatility metrics, market liquidity and sector exposure limits. 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 -20.92 14 8 12/1/2008 2/1/2010 -20.88 2 3 6/1/2008 8/1/2008 -19.42 12 21 4/1/2011 4/1/2012 -13.05 2 2 6/1/2007 8/1/2007 -9.84 3 2 12/1/2006 3/1/2007 -7.62 1 3 10/1/2007 11/1/2007 -5.95 3 1 12/1/2010 3/1/2011 -5.15 1 2 2/1/2008 3/1/2008 -4.34 1 - 2/1/2014 3/1/2014 -4.05 3 1 1/1/0001 9/1/2006 -3.08 1 1 10/1/2010 11/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 53.93 4 9/1/2008 12/1/2008 24.48 2 9/1/2007 10/1/2007 24.32 3 4/1/2008 6/1/2008 22.49 3 8/1/2010 10/1/2010 20.60 3 4/1/2007 6/1/2007 18.54 1 2/1/2008 2/1/2008 16.38 6 12/1/2012 5/1/2013 15.57 1 4/1/2011 4/1/2011 15.24 1 5/1/2012 5/1/2012 15.15 3 10/1/2006 12/1/2006 11.69 4 11/1/2013 2/1/2014 8.34 1 5/1/2009 5/1/2009 8.07 2 7/1/2011 8/1/2011 7.19 2 5/1/2010 6/1/2010 6.91 1 12/1/2010 12/1/2010 5.37 1 11/1/2009 11/1/2009 4.76 1 2/1/2011 2/1/2011 4.17 2 7/1/2012 8/1/2012 3.59 2 1/1/2012 2/1/2012 3.29 1 12/1/2007 12/1/2007 1.76 1 8/1/2006 8/1/2006 1.73 1 3/1/2010 3/1/2010 1.21 1 7/1/2013 7/1/2013 0.90 1 9/1/2013 9/1/2013 0.85 1 9/1/2009 9/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -20.88 2 7/1/2008 8/1/2008 -14.30 3 12/1/2009 2/1/2010 -14.09 2 5/1/2011 6/1/2011 -13.05 2 7/1/2007 8/1/2007 -10.99 4 9/1/2011 12/1/2011 -10.43 4 1/1/2009 4/1/2009 -9.84 3 1/1/2007 3/1/2007 -8.19 1 6/1/2012 6/1/2012 -7.62 1 11/1/2007 11/1/2007 -6.79 3 9/1/2012 11/1/2012 -5.98 3 6/1/2009 8/1/2009 -5.87 2 3/1/2012 4/1/2012 -5.53 1 3/1/2011 3/1/2011 -5.15 1 3/1/2008 3/1/2008 -4.97 1 1/1/2011 1/1/2011 -4.83 1 10/1/2009 10/1/2009 -4.34 1 3/1/2014 3/1/2014 -4.05 1 7/1/2006 7/1/2006 -3.38 1 8/1/2013 8/1/2013 -3.08 1 11/1/2010 11/1/2010 -2.42 1 7/1/2010 7/1/2010 -1.73 1 9/1/2006 9/1/2006 -1.19 1 6/1/2013 6/1/2013 -1.12 1 10/1/2013 10/1/2013 -0.78 1 4/1/2010 4/1/2010 -0.52 1 1/1/2008 1/1/2008 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods93.0091.0088.0082.0076.0070.0058.0046.0034.00 Percent Profitable52.6960.4470.4573.1782.8994.2998.28100.00100.00 Average Period Return1.163.616.8814.2021.2028.0339.6955.4271.34 Average Gain5.759.7712.6322.2827.0830.0240.4755.4271.34 Average Loss-3.96-5.81-6.84-7.86-7.29-4.82-4.81 Best Period24.3152.2047.5869.3492.8594.48102.07119.98130.12 Worst Period-19.53-19.98-14.03-19.42-16.26-5.69-4.810.0314.37 Standard Deviation6.6010.9713.2619.2023.5827.5330.3735.9731.95 Gain Standard Deviation5.219.5411.3815.6821.5027.1030.0535.9731.95 Loss Standard Deviation3.464.224.265.945.170.97 Sharpe Ratio (1%)0.160.310.480.690.840.951.211.432.07 Average Gain / Average Loss1.451.681.852.833.726.238.41 Profit / Loss Ratio1.622.574.407.7318.01102.81479.15 Downside Deviation (10%)3.825.155.567.346.724.615.735.322.90 Downside Deviation (5%)3.644.634.595.494.181.681.090.59 Downside Deviation (0%)3.604.504.355.063.651.170.63 Sortino Ratio (10%)0.200.460.791.252.033.864.176.3615.09 Sortino Ratio (5%)0.290.731.392.404.7215.5133.5786.34 Sortino Ratio (0%)0.320.801.582.805.8123.9862.78 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. x {{title}} x {{title}} Add Cancel