Quest Partners LLC : AlphaQuest Original program (AQO) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 10.77% Mar Performance 2.93% Min Investment $ 250k Mgmt. Fee 1.50% Perf. Fee 20.00% Annualized Vol 19.81% Sharpe (RFR=1%) 0.54 CAROR 10.26% Assets $ 0k Worst DD -29.39 S&P Correlation -0.11 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 YTD 1yr 3yr 5yr 10yr Since5/1999 AlphaQuest Original program (AQO) 2.93 10.77 10.77 -2.79 10.63 2.90 75.36 750.03 S&P 500 4.24 9.21 9.21 58.70 55.31 97.12 206.17 211.82 +/- S&P 500 -1.31 1.56 1.56 -61.49 -44.68 -94.21 -130.80 538.21 Strategy Description SummaryQuest’s models use technical and fundamental inputs to identify trading opportunities and manage risk allocations on a continuous basis. The models exploit market inefficiencies using trend following, mean reversion, carry and periodicity strategies.... Read More Account & Fees Type Fund Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 1.50% Performance Fee 20.00% Average Commission $6.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2700 RT/YR/$M Avg. Margin-to-Equity 17% Targeted Worst DD -30.00% Worst Peak-to-Trough -25.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 4-12 Months 1-3 Months 1-30 Days Intraday Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 5.00% Momentum 20.00% Pattern Recognition 5.00% Seasonal/cyclical 10.00% Trend-following 50.00% Other 10.00% Composition Currency FX 31.00% Interest Rates 21.00% Stock Indices 19.00% Energy 14.00% Precious Metals 9.00% Grains 3.00% Softs 2.00% Industrial Metals 1.00% SummaryQuest’s models use technical and fundamental inputs to identify trading opportunities and manage risk allocations on a continuous basis. The models exploit market inefficiencies using trend following, mean reversion, carry and periodicity strategies.Investment StrategyAlphaQuest Original Program (AQO) is a multi-time frame systematic futures/fx trading program that targets to deliver positive Alpha with positive skew. AQO has fixed risk allocations to the AlphaQuest Short Term Program (45%) and to the AlphaQuest Long Term Program (55%), Trading timeframes are between a few hours to over one year with average trade length of 7 days. Correlation to the S&P500 is less than 0.1. Correlation to other long term trend following CTA’s is approximately 0.6 (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 -29.39 18 - 2/1/2016 8/1/2017 -24.60 23 19 5/1/2003 4/1/2005 -20.20 4 9 9/1/2009 1/1/2010 -14.76 2 22 4/1/2011 6/1/2011 -13.71 1 1 1/1/2002 2/1/2002 -13.55 1 3 6/1/2008 7/1/2008 -12.17 2 5 4/1/2015 6/1/2015 -11.91 3 2 1/1/2009 4/1/2009 -11.84 1 1 7/1/2007 8/1/2007 -10.37 2 1 12/1/2000 2/1/2001 -9.62 2 5 2/1/2014 4/1/2014 -7.90 1 1 3/1/2003 4/1/2003 -7.52 4 3 6/1/1999 10/1/1999 -6.82 1 1 10/1/2010 11/1/2010 -6.62 2 4 5/1/2000 7/1/2000 -6.53 1 1 2/1/2011 3/1/2011 -5.59 1 5 3/1/2001 4/1/2001 -5.47 1 1 11/1/2015 12/1/2015 -4.91 1 1 12/1/2010 1/1/2011 -4.19 3 1 12/1/2006 3/1/2007 -4.10 6 2 4/1/2013 10/1/2013 -3.89 2 1 3/1/2002 5/1/2002 -3.71 1 1 10/1/2007 11/1/2007 -3.50 1 1 10/1/2002 11/1/2002 -2.85 1 1 3/1/2000 4/1/2000 -2.66 1 1 1/1/0001 5/1/1999 -1.84 1 1 12/1/2002 1/1/2003 -1.73 1 1 7/1/2009 8/1/2009 -1.54 1 1 1/1/2000 2/1/2000 -0.79 1 1 4/1/2007 5/1/2007 -0.68 1 1 1/1/2015 2/1/2015 -0.53 1 1 2/1/2008 3/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 39.91 4 10/1/2008 1/1/2009 33.64 3 10/1/2000 12/1/2000 32.90 6 8/1/2014 1/1/2015 27.77 5 9/1/2001 1/1/2002 25.12 4 5/1/2019 8/1/2019 24.65 2 1/1/2016 2/1/2016 23.36 5 6/1/2002 10/1/2002 22.08 3 8/1/2010 10/1/2010 22.06 3 12/1/2007 2/1/2008 21.46 2 9/1/2007 10/1/2007 17.48 5 8/1/2006 12/1/2006 17.45 3 1/1/2020 3/1/2020 16.92 1 12/1/2002 12/1/2002 16.53 1 3/1/2002 3/1/2002 16.42 1 4/1/2011 4/1/2011 16.40 2 2/1/2021 3/1/2021 16.30 3 3/1/2006 5/1/2006 16.28 1 1/1/2018 1/1/2018 14.36 1 5/1/2003 5/1/2003 14.36 3 5/1/2009 7/1/2009 12.46 2 7/1/2011 8/1/2011 12.11 1 3/1/2001 3/1/2001 11.08 2 10/1/2015 11/1/2015 10.68 3 4/1/2008 6/1/2008 10.10 1 12/1/2010 12/1/2010 10.07 4 8/1/2005 11/1/2005 9.82 3 11/1/1999 1/1/2000 9.07 1 4/1/2013 4/1/2013 9.02 2 6/1/2007 7/1/2007 8.90 2 6/1/2016 7/1/2016 8.66 1 5/1/2012 5/1/2012 8.43 4 11/1/2013 2/1/2014 8.24 3 12/1/2012 2/1/2013 8.03 1 5/1/2000 5/1/2000 7.68 3 12/1/2011 2/1/2012 7.46 2 9/1/2017 10/1/2017 7.39 1 7/1/2015 7/1/2015 7.15 2 2/1/2003 3/1/2003 7.14 1 3/1/2000 3/1/2000 7.03 4 2/1/2010 5/1/2010 6.71 2 5/1/2005 6/1/2005 6.26 1 4/1/2007 4/1/2007 6.23 1 10/1/2004 10/1/2004 6.16 2 8/1/2003 9/1/2003 5.84 1 2/1/2011 2/1/2011 5.75 1 7/1/2012 7/1/2012 5.35 1 7/1/2020 7/1/2020 5.15 2 5/1/2014 6/1/2014 4.72 2 11/1/2016 12/1/2016 4.54 2 4/1/2018 5/1/2018 4.34 1 1/1/2006 1/1/2006 3.98 1 3/1/2019 3/1/2019 3.93 1 2/1/2004 2/1/2004 3.89 1 5/1/2001 5/1/2001 3.68 1 7/1/2001 7/1/2001 3.60 1 9/1/2009 9/1/2009 3.24 2 3/1/2015 4/1/2015 3.17 1 8/1/2000 8/1/2000 3.00 2 2/1/2005 3/1/2005 2.81 1 6/1/1999 6/1/1999 2.74 2 6/1/2013 7/1/2013 2.51 2 8/1/2018 9/1/2018 1.77 1 11/1/2009 11/1/2009 1.44 1 12/1/2020 12/1/2020 1.36 1 7/1/2004 7/1/2004 1.36 1 8/1/2008 8/1/2008 1.30 1 5/1/2004 5/1/2004 1.13 1 12/1/2003 12/1/2003 1.12 1 9/1/1999 9/1/1999 0.92 1 12/1/2018 12/1/2018 0.17 1 10/1/2020 10/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End -17.78 8 1/1/2017 8/1/2017 -17.32 2 12/1/2009 1/1/2010 -15.75 3 8/1/2016 10/1/2016 -14.76 2 5/1/2011 6/1/2011 -13.71 1 2/1/2002 2/1/2002 -13.55 1 7/1/2008 7/1/2008 -12.17 2 5/1/2015 6/1/2015 -11.91 3 2/1/2009 4/1/2009 -11.84 1 8/1/2007 8/1/2007 -10.86 2 10/1/2018 11/1/2018 -10.62 3 3/1/2016 5/1/2016 -10.48 3 9/1/2011 11/1/2011 -10.37 2 1/1/2001 2/1/2001 -10.31 4 8/1/2012 11/1/2012 -10.00 2 1/1/2019 2/1/2019 -9.98 1 6/1/2004 6/1/2004 -9.89 2 8/1/2020 9/1/2020 -9.62 2 3/1/2014 4/1/2014 -9.44 3 11/1/2004 1/1/2005 -9.07 2 6/1/2006 7/1/2006 -7.90 1 4/1/2003 4/1/2003 -7.75 2 10/1/2003 11/1/2003 -7.36 4 9/1/2019 12/1/2019 -7.27 2 3/1/2012 4/1/2012 -6.90 2 3/1/2004 4/1/2004 -6.82 1 11/1/2010 11/1/2010 -6.62 2 6/1/2000 7/1/2000 -6.53 1 3/1/2011 3/1/2011 -6.36 2 6/1/2003 7/1/2003 -5.89 2 6/1/2018 7/1/2018 -5.59 1 4/1/2001 4/1/2001 -5.47 1 12/1/2015 12/1/2015 -5.26 1 10/1/1999 10/1/1999 -5.17 1 10/1/2009 10/1/2009 -4.94 3 4/1/2020 6/1/2020 -4.91 1 1/1/2011 1/1/2011 -4.84 1 1/1/2021 1/1/2021 -4.52 1 8/1/2001 8/1/2001 -4.29 1 11/1/2020 11/1/2020 -4.19 3 1/1/2007 3/1/2007 -4.02 1 7/1/2005 7/1/2005 -3.89 2 4/1/2002 5/1/2002 -3.73 2 6/1/2010 7/1/2010 -3.71 1 11/1/2007 11/1/2007 -3.62 2 8/1/2015 9/1/2015 -3.50 1 11/1/2002 11/1/2002 -3.47 2 7/1/1999 8/1/1999 -3.46 1 5/1/2013 5/1/2013 -3.46 1 4/1/2005 4/1/2005 -3.35 1 12/1/2005 12/1/2005 -3.34 1 6/1/2012 6/1/2012 -3.31 3 8/1/2013 10/1/2013 -3.02 1 2/1/2006 2/1/2006 -2.85 1 4/1/2000 4/1/2000 -2.83 1 9/1/2000 9/1/2000 -2.80 1 1/1/2004 1/1/2004 -2.66 1 5/1/1999 5/1/1999 -2.29 1 7/1/2014 7/1/2014 -2.23 2 8/1/2004 9/1/2004 -2.20 1 6/1/2001 6/1/2001 -1.84 1 1/1/2003 1/1/2003 -1.73 1 8/1/2009 8/1/2009 -1.54 1 4/1/2019 4/1/2019 -1.54 1 2/1/2000 2/1/2000 -1.48 2 11/1/2017 12/1/2017 -1.26 1 9/1/2008 9/1/2008 -0.79 1 5/1/2007 5/1/2007 -0.68 1 2/1/2015 2/1/2015 -0.53 1 3/1/2013 3/1/2013 -0.53 1 3/1/2008 3/1/2008 -0.18 2 2/1/2018 3/1/2018 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods263.003.006.0012.0018.0024.0036.0048.0060.00 Percent Profitable53.6166.6750.008.3366.6795.8347.2272.9215.00 Average Period Return0.984.52-0.30-6.894.9720.56-0.1110.22-9.24 Average Gain4.959.194.190.148.4321.526.9215.503.44 Average Loss-3.62-4.84-4.78-7.53-1.95-1.54-6.41-4.00-11.48 Best Period20.5910.777.730.1414.0334.2413.9729.326.01 Worst Period-13.71-4.84-7.45-16.49-4.91-1.54-18.35-7.66-24.31 Standard Deviation5.728.255.685.356.139.178.6210.798.57 Gain Standard Deviation4.442.233.804.198.054.257.252.09 Loss Standard Deviation2.872.425.111.756.312.627.20 Sharpe Ratio (1%)0.160.52-0.14-1.470.572.02-0.360.57-1.67 Average Gain / Average Loss1.371.900.880.024.3213.971.083.870.30 Profit / Loss Ratio1.583.800.880.008.65321.390.9710.430.05 Downside Deviation (10%)3.363.505.3912.955.912.6418.0115.4437.84 Downside Deviation (5%)3.192.943.999.412.200.728.194.4316.67 Downside Deviation (0%)3.142.793.658.591.450.316.452.4612.46 Sortino Ratio (10%)0.170.94-0.51-0.92-0.443.90-0.88-0.73-0.97 Sortino Ratio (5%)0.281.45-0.20-0.841.5825.60-0.381.39-0.86 Sortino Ratio (0%)0.311.62-0.08-0.803.4265.40-0.024.15-0.74 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