Quest Partners LLC : AlphaQuest Long Term Program

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

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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	Since 7/2006
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

Summary

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%

Summary

AlphaQuest 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 Management

Integrated risk models manage portfolio risks by monitoring volatility metrics, market liquidity and sector exposure limits.

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

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Index:

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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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	93.00	91.00	88.00	82.00	76.00	70.00	58.00	46.00	34.00
Percent Profitable	52.69	60.44	70.45	73.17	82.89	94.29	98.28	100.00	100.00
Average Period Return	1.16	3.61	6.88	14.20	21.20	28.03	39.69	55.42	71.34
Average Gain	5.75	9.77	12.63	22.28	27.08	30.02	40.47	55.42	71.34
Average Loss	-3.96	-5.81	-6.84	-7.86	-7.29	-4.82	-4.81
Best Period	24.31	52.20	47.58	69.34	92.85	94.48	102.07	119.98	130.12
Worst Period	-19.53	-19.98	-14.03	-19.42	-16.26	-5.69	-4.81	0.03	14.37
Standard Deviation	6.60	10.97	13.26	19.20	23.58	27.53	30.37	35.97	31.95
Gain Standard Deviation	5.21	9.54	11.38	15.68	21.50	27.10	30.05	35.97	31.95
Loss Standard Deviation	3.46	4.22	4.26	5.94	5.17	0.97
Sharpe Ratio (1%)	0.16	0.31	0.48	0.69	0.84	0.95	1.21	1.43	2.07
Average Gain / Average Loss	1.45	1.68	1.85	2.83	3.72	6.23	8.41
Profit / Loss Ratio	1.62	2.57	4.40	7.73	18.01	102.81	479.15
Downside Deviation (10%)	3.82	5.15	5.56	7.34	6.72	4.61	5.73	5.32	2.90
Downside Deviation (5%)	3.64	4.63	4.59	5.49	4.18	1.68	1.09	0.59
Downside Deviation (0%)	3.60	4.50	4.35	5.06	3.65	1.17	0.63
Sortino Ratio (10%)	0.20	0.46	0.79	1.25	2.03	3.86	4.17	6.36	15.09
Sortino Ratio (5%)	0.29	0.73	1.39	2.40	4.72	15.51	33.57	86.34
Sortino Ratio (0%)	0.32	0.80	1.58	2.80	5.81	23.98	62.78

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.

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More Programs by Quest Partners LLC

Program Name	CAROR
AlphaQuest Original program (AQO)	9.86%
Quest Tracker Index program (QTI)	2.65%
Quest Fixed Income Hedge program (QFIT)	-0.85%
AlphaQuest Short Bias (AQSB)	-3.52%

IASG Activity

Blends 5
Portfolios 6
Watchlists 15

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Quest Partners LLC : AlphaQuest Long Term Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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Find the right managed futures programs for you with our comprehensive free CTA database.

Quest Partners LLC : AlphaQuest Long Term Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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