Quest Partners LLC : Quest Tracker Index program (QTI)

Year-to-Date: 2.53%
Dec Performance: 0.45%

Min Investment: $ 20,000k
Mgmt. Fee: 1.00%
Perf. Fee: 0%

Annualized Vol: 12.25%
Sharpe (RFR=1%): 0.11
CAROR: 1.63%

Assets: $ 23.6M
Worst DD: -22.84
S&P Correlation: -0.08

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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	2019	1yr	3yr	5yr	10yr	Since 8/2011
Quest Tracker Index program (QTI)	0.45	-3.01	2.53	2.53	2.41	-8.88	-	14.55
S&P 500	2.86	8.53	28.87	28.87	42.84	55.32	-	162.33
+/- S&P 500	-2.41	-11.55	-26.33	-26.33	-40.43	-64.20	-	-147.78

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%

Summary

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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.

Compare to:

Index:

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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
-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

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
9.67	2	4/1/2012	5/1/2012
8.33	2	5/1/2014	6/1/2014
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
3.70	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	2	11/1/2019	12/1/2019
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

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
-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
-1.19	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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	101.00	99.00	96.00	90.00	84.00	78.00	66.00	54.00	42.00
Percent Profitable	57.43	53.54	51.04	54.44	51.19	50.00	65.15	70.37	88.10
Average Period Return	0.20	0.52	1.37	2.24	2.69	3.69	5.83	5.87	7.94
Average Gain	2.61	4.79	7.59	9.72	11.23	14.34	13.85	12.11	9.53
Average Loss	-3.06	-4.40	-5.10	-6.70	-6.27	-6.96	-9.15	-8.97	-3.86
Best Period	8.89	19.45	29.68	35.88	39.52	29.99	38.58	27.22	23.76
Worst Period	-7.53	-13.14	-13.35	-15.79	-18.78	-21.98	-18.33	-21.75	-8.88
Standard Deviation	3.54	5.79	8.45	10.94	12.49	13.24	13.82	12.08	6.49
Gain Standard Deviation	2.28	3.87	6.95	9.04	11.35	9.19	9.63	7.35	4.92
Loss Standard Deviation	1.96	3.12	3.60	4.23	5.26	6.17	5.18	7.01	4.02
Sharpe Ratio (1%)	0.03	0.05	0.10	0.11	0.09	0.13	0.20	0.15	0.44
Average Gain / Average Loss	0.85	1.09	1.49	1.45	1.79	2.06	1.51	1.35	2.47
Profit / Loss Ratio	1.15	1.25	1.55	1.73	1.88	2.06	2.83	3.21	18.27
Downside Deviation (10%)	2.59	4.38	5.87	8.48	10.67	13.21	16.08	19.70	20.71
Downside Deviation (5%)	2.41	3.80	4.65	5.91	6.54	7.67	7.79	8.02	3.53
Downside Deviation (0%)	2.36	3.66	4.36	5.33	5.69	6.54	6.18	6.12	1.82
Sortino Ratio (10%)	-0.08	-0.16	-0.19	-0.33	-0.46	-0.50	-0.62	-0.80	-0.95
Sortino Ratio (5%)	0.05	0.07	0.19	0.21	0.18	0.22	0.36	0.23	0.80
Sortino Ratio (0%)	0.08	0.14	0.32	0.42	0.47	0.56	0.94	0.96	4.36

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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More Programs by Quest Partners LLC

Program Name	CAROR
AlphaQuest Original program (AQO)	10.20%
Quest Tracker Index program (QTI)	1.63%
Quest Fixed Income Hedge program (QFIT)	-0.40%
AlphaQuest Short Bias (AQSB)	-2.49%

IASG Activity

Blends 19
Portfolios 7
Watchlists 26

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Quest Partners LLC : Quest Tracker Index program (QTI)

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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