Quest Partners LLC : Quest Fixed Income Hedge program (QFIT) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 0.71% Jan Performance 0.71% Min Investment $ 20,000k Mgmt. Fee 1.00% Perf. Fee 0% Annualized Vol 3.75% Sharpe (RFR=1%) -0.45 CAROR -0.75% Assets $ 12.1M Worst DD -11.66 S&P Correlation 0.34 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since11/2013 Quest Fixed Income Hedge program (QFIT) 0.71 1.86 0.71 -0.46 -7.32 -3.69 - -5.29 S&P 500 -1.11 13.59 -1.11 15.15 31.52 89.48 - 103.59 +/- S&P 500 1.82 -11.73 1.82 -15.61 -38.84 -93.18 - -108.88 Strategy Description SummaryQuest Fixed Income Hedge program (QFIT) is designed to hedge fixed income downturns using a similar trade filtering methodology as Quest Equity Hedge in relation to the US 10Y bond contract. ... Read More Account & Fees Type Managed Account Minimum Investment $ 20,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.00% Performance Fee 0% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 250 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 33.00% 1-3 Months 34.00% 1-30 Days 33.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition Interest Rates 29.00% Currency Futures 20.00% Stock Indices 20.00% Energy 14.00% Grains 4.00% Livestock 4.00% Softs 4.00% Precious Metals 3.00% Industrial Metals 2.00% SummaryQuest Fixed Income Hedge program (QFIT) is designed to hedge fixed income downturns using a similar trade filtering methodology as Quest Equity Hedge in relation to the US 10Y bond contract. Investment StrategyQFIT is based on the Quest Tracker Index strategy. Risk ManagementQFIT positions Beta to the US 10Y bond constrained to vary in the 0.0 to -1.5 range. 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 -11.66 64 - 5/1/2015 9/1/2020 -5.01 4 7 12/1/2013 4/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 7.76 10 5/1/2014 2/1/2015 6.11 3 10/1/2016 12/1/2016 2.45 1 1/1/2018 1/1/2018 2.44 2 9/1/2017 10/1/2017 2.44 4 10/1/2020 1/1/2021 1.96 2 11/1/2019 12/1/2019 1.90 2 11/1/2013 12/1/2013 1.09 1 4/1/2018 4/1/2018 1.05 1 9/1/2018 9/1/2018 1.02 3 2/1/2019 4/1/2019 1.02 1 6/1/2017 6/1/2017 0.94 2 6/1/2018 7/1/2018 0.86 1 11/1/2015 11/1/2015 0.73 2 6/1/2019 7/1/2019 0.39 1 7/1/2016 7/1/2016 0.33 2 4/1/2015 5/1/2015 0.22 1 9/1/2019 9/1/2019 Show More Consecutive Losses Run-up Length (Mos.) Start End -5.32 4 10/1/2018 1/1/2019 -5.31 7 12/1/2015 6/1/2016 -5.25 9 1/1/2020 9/1/2020 -5.01 4 1/1/2014 4/1/2014 -4.63 5 6/1/2015 10/1/2015 -2.97 2 2/1/2018 3/1/2018 -2.59 5 1/1/2017 5/1/2017 -1.23 2 8/1/2016 9/1/2016 -1.17 1 5/1/2018 5/1/2018 -1.05 2 7/1/2017 8/1/2017 -0.88 1 5/1/2019 5/1/2019 -0.65 1 8/1/2019 8/1/2019 -0.39 1 8/1/2018 8/1/2018 -0.29 2 11/1/2017 12/1/2017 -0.01 1 10/1/2019 10/1/2019 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods87.0085.0082.0076.0070.0064.0052.0040.0028.00 Percent Profitable44.8337.6537.8043.4230.0020.3121.1522.500.00 Average Period Return-0.06-0.23-0.46-0.85-1.51-2.31-2.56-3.11-5.70 Average Gain0.831.762.762.682.992.930.681.71 Average Loss-0.81-1.43-2.41-3.56-3.45-3.65-3.43-4.52-5.70 Best Period4.406.116.157.986.796.501.743.56-0.54 Worst Period-2.49-5.02-5.00-8.02-9.39-8.15-7.32-8.81-10.99 Standard Deviation1.082.002.943.743.673.352.493.363.11 Gain Standard Deviation0.821.451.742.071.831.880.481.03 Loss Standard Deviation0.641.141.382.102.302.082.042.323.11 Sharpe Ratio (1%)-0.13-0.24-0.32-0.49-0.82-1.29-2.24-2.13-3.48 Average Gain / Average Loss1.021.231.140.750.870.800.200.38 Profit / Loss Ratio0.870.750.700.580.370.200.050.11 Downside Deviation (10%)1.002.304.046.929.8112.9918.4924.8933.47 Downside Deviation (5%)0.801.602.543.774.575.396.117.9111.22 Downside Deviation (0%)0.751.442.183.103.463.743.534.466.47 Sortino Ratio (10%)-0.46-0.63-0.72-0.85-0.93-0.97-0.99-0.99-1.00 Sortino Ratio (5%)-0.18-0.30-0.38-0.49-0.66-0.80-0.91-0.91-0.96 Sortino Ratio (0%)-0.08-0.16-0.21-0.27-0.44-0.62-0.72-0.70-0.88 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