Quest Partners LLC : Quest Equity Long program (QEL)

archived programs
Year-to-Date
N / A
May Performance
1.20%
Min Investment
$ 5,000k
Mgmt. Fee
1.00%
Perf. Fee
0%
Annualized Vol
9.51%
Sharpe (RFR=1%)
0.64
CAROR
6.85%
Assets
$ 57.8M
Worst DD
-11.66
S&P Correlation
0.81

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 May Qtr YTD 1yr 3yr 5yr 10yr Since
5/2013
Quest Equity Long program (QEL) 1.20 - - - - -5.95 - 22.65
S&P 500 1.53 - - - - 55.85 - 119.83
+/- S&P 500 -0.33 - - - - -61.80 - -97.18

Strategy Description

Summary

QUEST EQUITY LONG PROGRAM (QEL) is a quantitative risk-on program targeting +0.8 Beta to SP500 with positive Alpha. QEL currently trades a subset of AQO's diversified futures/fx strategy. In the future it is intended that QEL additionally trades individual equities and ETFs. Beta to... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 5,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 1.00%
Performance Fee 0%
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 950 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

Composition

Stock Indices
63.00%
Currency Futures
15.00%
Energy
7.00%
Industrial Metals
6.00%
Interest Rates
6.00%
Other
3.00%
Composition Pie Chart

Summary

QUEST EQUITY LONG PROGRAM (QEL) is a quantitative risk-on program targeting +0.8 Beta to SP500 with positive Alpha. QEL currently trades a subset of AQO's diversified futures/fx strategy. In the future it is intended that QEL additionally trades individual equities and ETFs. Beta to the SP500 is constrained to the +0.75 to +1.25 range.

   

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

Reward
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Sharpe Ratio: (RF=1%)
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Compound RoR:
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Standard Deviation:
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Sharpe Ratio: (RF=1%)
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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
-11.66 9 - 5/1/2015 2/1/2016
-3.63 4 2 12/1/2013 4/1/2014
-2.32 2 1 1/1/0001 6/1/2013
-1.39 1 1 7/1/2013 8/1/2013
-0.38 1 1 11/1/2014 12/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
14.16 7 5/1/2014 11/1/2014
10.34 5 1/1/2015 5/1/2015
9.58 4 9/1/2013 12/1/2013
9.07 2 10/1/2015 11/1/2015
4.52 1 7/1/2013 7/1/2013
2.88 1 3/1/2016 3/1/2016
2.52 1 2/1/2014 2/1/2014
1.77 1 7/1/2015 7/1/2015
1.20 1 5/1/2016 5/1/2016
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Consecutive Losses

Run-up Length (Mos.) Start End
-9.62 3 12/1/2015 2/1/2016
-8.12 2 8/1/2015 9/1/2015
-4.16 1 6/1/2015 6/1/2015
-3.22 2 3/1/2014 4/1/2014
-2.87 1 1/1/2014 1/1/2014
-2.32 2 5/1/2013 6/1/2013
-1.39 1 8/1/2013 8/1/2013
-0.38 1 12/1/2014 12/1/2014
-0.05 1 4/1/2016 4/1/2016
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods37.0035.0032.0026.0020.0014.00
Percent Profitable62.1668.5771.8880.77100.00100.00
Average Period Return0.591.913.828.6215.3719.64
Average Gain2.374.477.0812.1515.3719.64
Average Loss-2.33-3.69-4.54-6.21
Best Period6.458.8412.9424.5426.0435.17
Worst Period-5.15-9.62-8.20-8.471.057.29
Standard Deviation2.744.616.268.988.648.83
Gain Standard Deviation1.412.233.715.608.648.83
Loss Standard Deviation1.653.232.202.70
Sharpe Ratio (1%)0.180.360.530.851.612.00
Average Gain / Average Loss1.021.211.561.96
Profit / Loss Ratio1.672.643.998.21
Downside Deviation (10%)1.953.263.925.082.550.79
Downside Deviation (5%)1.782.802.893.340.10
Downside Deviation (0%)1.742.692.652.92
Sortino Ratio (10%)0.090.210.340.713.0511.86
Sortino Ratio (5%)0.290.591.152.28137.62
Sortino Ratio (0%)0.340.711.442.95

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.