Quest Partners LLC : Quest Tracker Index program (QTI) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Since8/2011 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 SummaryThe 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% 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% SummaryThe 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. 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 -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 Show More 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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel