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/ Quest Partners LLC / Quest Tracker Index program (QTI)

Quest Partners LLC : Quest Tracker Index program (QTI)

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Year-to-Date
1.88%
Jan Performance
-1.88%
Min Investment
$ 20,000k
Mgmt. Fee
1.00%
Perf. Fee
0%
Annualized Vol
12.18%
Sharpe (RFR=1%)
0.18
CAROR
2.43%
Assets
$ 26.9M
Worst DD
-22.84
S&P Correlation
-0.13
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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 Since
8/2011
Quest Tracker Index program (QTI) -1.88 5.62 -1.88 8.69 1.26 1.22 - 25.60
S&P 500 -1.11 13.59 -1.11 15.15 31.52 89.48 - 201.58
+/- S&P 500 -0.77 -7.97 -0.77 -6.46 -30.26 -88.27 - -175.98

Strategy Description

Summary

The Quest Tracker Index (QTI) Program seeks to track generally the performance generated by the broad class of managed futures trading strategies of trend-following CTAs and to match the performance of widely-followed CTA indices on a risk adjusted basis. The QTI is comprised of notional... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 20,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 1.00
Management Fee 1.00%
Performance Fee 0%
Average Commission $6.00
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 900 RT/YR/$M
Avg. Margin-to-Equity 10%
Targeted Worst DD -30.00%
Worst Peak-to-Trough 6.00%
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

Trend-following
100.00%
Strategy Pie Chart

Composition

Interest Rates
36.00%
Stock Indices
20.00%
Energy
14.00%
Currency Futures
12.00%
Grains
6.00%
Softs
6.00%
Precious Metals
4.00%
Industrial Metals
1.00%
Livestock
1.00%
Composition Pie Chart

Summary

The Quest Tracker Index (QTI) Program seeks to track generally the performance generated by the broad class of managed futures trading strategies of trend-following CTAs and to match the performance of widely-followed CTA indices on a risk adjusted basis. The QTI is comprised of notional long and/or short positions in 47 specified futures contracts in markets for currencies, fixed income, equity indices and commodities.

   

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

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
-22.84 43 - 3/1/2015 10/1/2018
-11.48 13 13 7/1/2012 8/1/2013
-5.63 2 6 9/1/2011 11/1/2011
-4.21 1 1 5/1/2012 6/1/2012
-0.93 1 1 1/1/2015 2/1/2015
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Consecutive Gains

Run-up Length (Mos.) Start End
29.68 6 8/1/2014 1/1/2015
19.24 6 3/1/2019 8/1/2019
13.67 4 10/1/2017 1/1/2018
11.74 2 1/1/2016 2/1/2016
11.47 5 11/1/2019 3/1/2020
9.67 2 4/1/2012 5/1/2012
8.33 2 5/1/2014 6/1/2014
7.64 2 11/1/2020 12/1/2020
6.07 1 7/1/2012 7/1/2012
5.85 3 12/1/2011 2/1/2012
5.68 4 9/1/2013 12/1/2013
5.59 2 11/1/2018 12/1/2018
4.74 2 6/1/2016 7/1/2016
4.43 1 2/1/2014 2/1/2014
4.33 5 4/1/2017 8/1/2017
4.05 1 9/1/2015 9/1/2015
4.05 2 11/1/2016 12/1/2016
3.99 1 7/1/2020 7/1/2020
3.70 1 11/1/2015 11/1/2015
3.67 3 11/1/2012 1/1/2013
3.29 2 3/1/2013 4/1/2013
3.11 2 8/1/2011 9/1/2011
1.45 1 2/1/2017 2/1/2017
1.10 1 3/1/2015 3/1/2015
1.08 1 7/1/2015 7/1/2015
0.72 1 7/1/2013 7/1/2013
0.52 1 6/1/2018 6/1/2018
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Consecutive Losses

Run-up Length (Mos.) Start End
-13.14 3 8/1/2016 10/1/2016
-11.20 2 9/1/2019 10/1/2019
-11.12 3 4/1/2015 6/1/2015
-11.12 4 2/1/2018 5/1/2018
-9.83 3 3/1/2016 5/1/2016
-8.10 2 5/1/2013 6/1/2013
-8.06 2 3/1/2014 4/1/2014
-7.62 3 8/1/2012 10/1/2012
-5.63 2 10/1/2011 11/1/2011
-5.08 3 4/1/2020 6/1/2020
-4.62 3 8/1/2020 10/1/2020
-4.60 1 8/1/2015 8/1/2015
-4.52 4 7/1/2018 10/1/2018
-4.21 1 6/1/2012 6/1/2012
-4.21 2 1/1/2019 2/1/2019
-3.94 1 3/1/2012 3/1/2012
-3.93 1 10/1/2015 10/1/2015
-3.72 1 12/1/2015 12/1/2015
-3.07 1 3/1/2017 3/1/2017
-2.75 1 1/1/2017 1/1/2017
-2.22 1 9/1/2017 9/1/2017
-2.15 1 8/1/2013 8/1/2013
-1.88 1 1/1/2021 1/1/2021
-1.19 1 2/1/2013 2/1/2013
-0.93 1 2/1/2015 2/1/2015
-0.92 1 7/1/2014 7/1/2014
-0.69 1 1/1/2014 1/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods114.00112.00109.00103.0097.0091.0079.0067.0055.00
Percent Profitable56.1455.3652.2959.2257.7356.0470.8971.6476.36
Average Period Return0.260.711.452.723.644.566.455.475.37
Average Gain2.704.737.369.1710.8913.5812.8511.008.80
Average Loss-2.86-4.29-5.03-6.64-6.27-6.96-9.15-8.52-5.72
Best Period8.8919.4529.6835.8839.5229.9938.5827.2223.76
Worst Period-7.53-13.14-13.35-15.79-18.78-21.98-18.33-21.75-15.58
Standard Deviation3.525.688.1610.4212.0012.6312.8411.348.02
Gain Standard Deviation2.373.786.538.3110.238.318.937.285.14
Loss Standard Deviation1.893.063.504.205.266.095.186.694.93
Sharpe Ratio (1%)0.050.080.120.170.180.200.270.120.03
Average Gain / Average Loss0.941.101.461.381.741.951.401.291.54
Profit / Loss Ratio1.211.371.602.012.372.493.423.264.97
Downside Deviation (10%)2.494.215.737.999.9512.3915.0419.6123.63
Downside Deviation (5%)2.313.644.515.556.087.167.137.595.91
Downside Deviation (0%)2.263.514.225.005.296.105.645.713.61
Sortino Ratio (10%)-0.06-0.12-0.18-0.29-0.40-0.46-0.62-0.82-0.94
Sortino Ratio (5%)0.080.130.210.310.350.360.480.190.05
Sortino Ratio (0%)0.120.200.340.540.690.751.140.961.49

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.

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