RQM Capital Partners : RQM Partners LP Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Nov Performance -5.17% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 22.05% Sharpe (RFR=1%) 0.35 CAROR 6.60% Assets $ 2.8M Worst DD -34.14 S&P Correlation -0.08 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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since1/2015 RQM Partners LP -5.17 - - -8.19 6.45 12.16 - 45.97 S&P 500 10.75 - - 15.30 40.10 72.31 - 120.14 +/- S&P 500 -15.92 - - -23.49 -33.65 -60.15 - -74.17 Strategy Description SummaryA quantitative hedge fund that uses a statistical arbitrage strategy and AI technologies to process decades worth of price pattern data and thousands of technical indicators to predict future market returns. The fund has a focus on US futures, trading equities, bonds, FX and commodities... Read More Account & Fees Type Fund Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 7000 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough 29.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Pattern Recognition 100.00% Composition SummaryA quantitative hedge fund that uses a statistical arbitrage strategy and AI technologies to process decades worth of price pattern data and thousands of technical indicators to predict future market returns. The fund has a focus on US futures, trading equities, bonds, FX and commodities with a trading horizon between a single day to a couple weeks. Investment StrategyAutomated futures trading strategy using artificial intelligence driven signals provide differentiated approach 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 -34.14 7 - 9/1/2019 4/1/2020 -18.99 4 20 7/1/2016 11/1/2016 -18.71 5 5 3/1/2015 8/1/2015 -8.79 3 4 10/1/2018 1/1/2019 -3.55 1 1 5/1/2016 6/1/2016 -1.91 1 1 8/1/2018 9/1/2018 -1.81 1 1 3/1/2016 4/1/2016 Show More Consecutive Gains Run-up Length (Mos.) Start End 35.42 5 5/1/2019 9/1/2019 26.02 3 1/1/2016 3/1/2016 21.95 2 7/1/2018 8/1/2018 14.87 2 12/1/2016 1/1/2017 12.39 3 5/1/2020 7/1/2020 10.95 1 11/1/2015 11/1/2015 10.08 1 1/1/2018 1/1/2018 9.76 1 9/1/2015 9/1/2015 9.14 1 3/1/2018 3/1/2018 9.01 3 7/1/2017 9/1/2017 8.95 1 7/1/2016 7/1/2016 8.41 3 1/1/2015 3/1/2015 6.68 1 10/1/2018 10/1/2018 4.84 2 9/1/2016 10/1/2016 3.90 1 12/1/2018 12/1/2018 3.32 1 4/1/2017 4/1/2017 2.47 1 2/1/2019 2/1/2019 2.03 1 5/1/2016 5/1/2016 1.88 1 10/1/2020 10/1/2020 0.58 1 6/1/2015 6/1/2015 0.27 1 5/1/2018 5/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -34.14 7 10/1/2019 4/1/2020 -12.68 1 11/1/2016 11/1/2016 -11.51 1 8/1/2016 8/1/2016 -11.06 2 7/1/2015 8/1/2015 -9.13 2 4/1/2015 5/1/2015 -7.06 3 10/1/2017 12/1/2017 -6.90 2 5/1/2017 6/1/2017 -6.52 1 1/1/2019 1/1/2019 -6.11 2 2/1/2017 3/1/2017 -6.09 1 11/1/2018 11/1/2018 -5.81 2 8/1/2020 9/1/2020 -5.17 1 11/1/2020 11/1/2020 -3.70 1 2/1/2018 2/1/2018 -3.55 1 6/1/2016 6/1/2016 -2.14 2 3/1/2019 4/1/2019 -1.91 1 9/1/2018 9/1/2018 -1.81 1 4/1/2016 4/1/2016 -1.46 1 6/1/2018 6/1/2018 -0.65 1 4/1/2018 4/1/2018 -0.26 1 12/1/2015 12/1/2015 -0.15 1 10/1/2015 10/1/2015 Show More 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