Quest Partners LLC : AlphaQuest Short Bias (AQSB)

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

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Growth of 1,000 - VAMI

Monthly Performance

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	Since 5/2013
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

Summary

AQSB 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%

Summary

Investment Strategy

AQSB follows a quantitative trading process in over 60 liquid global markets including commodities, currencies, equity indices and fixed income.

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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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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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	92.00	90.00	87.00	81.00	75.00	69.00	57.00	45.00	33.00
Percent Profitable	36.96	36.67	40.23	55.56	57.33	50.72	33.33	4.44	33.33
Average Period Return	-0.16	-0.26	-0.22	0.69	1.31	0.55	-3.88	-11.06	-5.10
Average Gain	5.19	9.13	11.11	10.99	12.82	15.48	13.42	1.47	5.91
Average Loss	-3.29	-5.69	-7.84	-12.19	-14.15	-14.81	-12.54	-11.65	-10.61
Best Period	18.95	37.12	31.67	34.67	44.85	41.91	29.43	2.01	15.36
Worst Period	-13.56	-16.86	-23.46	-29.24	-34.63	-32.92	-35.75	-25.79	-23.72
Standard Deviation	5.44	9.36	11.56	14.66	17.23	18.30	14.77	7.03	9.61
Gain Standard Deviation	4.75	8.21	7.51	8.83	11.04	10.92	7.12	0.76	5.04
Loss Standard Deviation	2.68	4.34	6.34	9.29	10.64	9.35	8.65	6.63	5.76
Sharpe Ratio (1%)	-0.04	-0.05	-0.06	-0.02	-0.01	-0.08	-0.47	-2.15	-1.06
Average Gain / Average Loss	1.58	1.60	1.42	0.90	0.91	1.05	1.07	0.13	0.56
Profit / Loss Ratio	0.92	0.93	0.95	1.13	1.22	1.08	0.54	0.01	0.28
Downside Deviation (10%)	3.61	6.48	9.34	13.03	15.87	18.89	24.39	33.35	34.07
Downside Deviation (5%)	3.41	5.84	8.07	10.71	12.30	13.46	14.50	16.65	13.71
Downside Deviation (0%)	3.35	5.68	7.77	10.17	11.50	12.24	12.38	13.06	9.81
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	-0.03	0.07	0.11	0.05	-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.

^#9

Top Performer

DIVERSIFIED TRADER INDEX

OCTOBER
2020

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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 14
Portfolios 9
Watchlists 15

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Quest Partners LLC : AlphaQuest Short Bias (AQSB)

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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Quest Partners LLC : AlphaQuest Short Bias (AQSB)

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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