Quest Partners LLC : AlphaQuest Short Bias (AQSB) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 10.13% Dec Performance -3.97% Min Investment $ 20,000k Mgmt. Fee 1.50% Perf. Fee 20.00% Annualized Vol 18.84% Sharpe (RFR=1%) -0.15 CAROR -3.52% Assets $ 19.5M Worst DD -41.26 S&P Correlation -0.64 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 Dec Qtr 2020 1yr 3yr 5yr 10yr Since5/2013 AlphaQuest Short Bias (AQSB) -3.97 -14.38 -10.13 -10.13 -3.86 -23.72 - -24.05 S&P 500 3.71 11.69 16.26 16.26 40.48 81.90 - 127.99 +/- S&P 500 -7.68 -26.06 -26.39 -26.39 -44.34 -105.62 - -152.03 Strategy Description SummaryAQSB is a dedicated short bias program. It targets Beta between a maximum of -30% and a minimum of -180% to the SP500. Long term target Beta to SP500 is -90% and correlation target is -70%. AQSB is designed to hedge equity and hedge fund portfolios. ... Read More Account & Fees Type Managed Account Minimum Investment $ 20,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 1.50% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1500 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough 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 Counter-trend 16.00% Momentum 40.00% Seasonal/cyclical 2.00% Trend-following 42.00% Composition Stock Indices 27.00% Currency Futures 24.00% Interest Rates 24.00% Energy 12.00% Industrial Metals 9.00% Other 4.00% SummaryAQSB is a dedicated short bias program. It targets Beta between a maximum of -30% and a minimum of -180% to the SP500. Long term target Beta to SP500 is -90% and correlation target is -70%. AQSB is designed to hedge equity and hedge fund portfolios. Investment StrategyAQSB follows a quantitative trading process in over 60 liquid global markets including commodities, currencies, equity indices and fixed income. 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 -41.26 58 - 2/1/2016 12/1/2020 -15.28 14 6 5/1/2013 7/1/2014 -9.79 5 7 1/1/2015 6/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 37.12 3 1/1/2020 3/1/2020 29.86 2 1/1/2016 2/1/2016 18.01 4 10/1/2014 1/1/2015 14.04 1 12/1/2018 12/1/2018 10.08 2 7/1/2019 8/1/2019 9.79 2 1/1/2018 2/1/2018 9.40 1 5/1/2019 5/1/2019 9.36 1 6/1/2016 6/1/2016 9.15 3 7/1/2015 9/1/2015 6.37 1 10/1/2018 10/1/2018 6.24 1 11/1/2015 11/1/2015 5.10 1 8/1/2014 8/1/2014 4.61 3 11/1/2013 1/1/2014 3.58 1 3/1/2019 3/1/2019 3.28 2 9/1/2020 10/1/2020 2.79 1 5/1/2018 5/1/2018 1.71 1 8/1/2018 8/1/2018 1.51 1 3/1/2015 3/1/2015 0.58 1 10/1/2017 10/1/2017 0.38 1 8/1/2017 8/1/2017 0.26 1 5/1/2013 5/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -29.42 13 7/1/2016 7/1/2017 -23.55 5 4/1/2020 8/1/2020 -16.99 2 11/1/2020 12/1/2020 -14.73 4 9/1/2019 12/1/2019 -14.54 3 3/1/2016 5/1/2016 -13.65 2 1/1/2019 2/1/2019 -11.77 6 2/1/2014 7/1/2014 -8.66 3 4/1/2015 6/1/2015 -8.21 5 6/1/2013 10/1/2013 -5.61 1 9/1/2017 9/1/2017 -5.19 1 10/1/2015 10/1/2015 -4.28 1 11/1/2018 11/1/2018 -4.14 1 4/1/2019 4/1/2019 -3.48 2 3/1/2018 4/1/2018 -3.45 1 9/1/2014 9/1/2014 -3.45 2 6/1/2018 7/1/2018 -2.80 2 11/1/2017 12/1/2017 -2.70 1 2/1/2015 2/1/2015 -1.95 1 9/1/2018 9/1/2018 -1.29 1 12/1/2015 12/1/2015 -0.22 1 6/1/2019 6/1/2019 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods92.0090.0087.0081.0075.0069.0057.0045.0033.00 Percent Profitable36.9636.6740.2355.5657.3350.7233.334.4433.33 Average Period Return-0.16-0.26-0.220.691.310.55-3.88-11.06-5.10 Average Gain5.199.1311.1110.9912.8215.4813.421.475.91 Average Loss-3.29-5.69-7.84-12.19-14.15-14.81-12.54-11.65-10.61 Best Period18.9537.1231.6734.6744.8541.9129.432.0115.36 Worst Period-13.56-16.86-23.46-29.24-34.63-32.92-35.75-25.79-23.72 Standard Deviation5.449.3611.5614.6617.2318.3014.777.039.61 Gain Standard Deviation4.758.217.518.8311.0410.927.120.765.04 Loss Standard Deviation2.684.346.349.2910.649.358.656.635.76 Sharpe Ratio (1%)-0.04-0.05-0.06-0.02-0.01-0.08-0.47-2.15-1.06 Average Gain / Average Loss1.581.601.420.900.911.051.070.130.56 Profit / Loss Ratio0.920.930.951.131.221.080.540.010.28 Downside Deviation (10%)3.616.489.3413.0315.8718.8924.3933.3534.07 Downside Deviation (5%)3.415.848.0710.7112.3013.4614.5016.6513.71 Downside Deviation (0%)3.355.687.7710.1711.5012.2412.3813.069.81 Sortino Ratio (10%)-0.16-0.23-0.29-0.33-0.40-0.51-0.81-0.98-0.96 Sortino Ratio (5%)-0.07-0.09-0.09-0.03-0.02-0.11-0.48-0.91-0.74 Sortino Ratio (0%)-0.05-0.05-0.030.070.110.05-0.31-0.85-0.52 Top Performer Badges Index Award Type Rank Performance Period Diversified Trader Index Month 9 3.15 10/2020 Diversified Trader Index Month 3 7.53 1/2020 IASG CTA Index Month 4 7.53 1/2020 Systematic Trader Index Month 4 7.53 1/2020 Diversified Trader Index Month 4 7.85 5/2019 IASG CTA Index Month 6 7.85 5/2019 Systematic Trader Index Month 5 7.85 5/2019 IASG CTA Index Annual 6 21.78 2018 Diversified Trader Index Month 2 14.15 12/2018 IASG CTA Index Month 1 14.15 12/2018 Systematic Trader Index Month 2 14.15 12/2018 Diversified Trader Index Month 4 6.34 10/2018 Systematic Trader Index Month 5 6.34 10/2018 IASG CTA Index Month 8 6.34 10/2018 Diversified Trader Index Month 9 2.79 5/2018 Systematic Trader Index Month 5 10.53 2/2016 Diversified Trader Index Month 5 10.53 2/2016 IASG CTA Index Month 3 10.53 2/2016 Diversified Trader Index Month 2 17.49 1/2016 Systematic Trader Index Month 2 17.49 1/2016 IASG CTA Index Month 2 17.49 1/2016 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