RQM Capital Partners : RQM Partners LP

Year-to-Date
26.26%
Apr Performance
-0.44%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
22.76%
Sharpe (RFR=1%)
0.36
CAROR
6.90%
Assets
$ 3.0M
Worst DD
-34.14
S&P Correlation
-0.06

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
1/2015
RQM Partners LP -0.44 -0.44 -26.26 -23.22 19.77 44.05 - 42.73
S&P 500 12.68 -9.71 -9.85 -1.14 20.91 38.23 - 53.82
+/- S&P 500 -13.12 9.27 -16.41 -22.09 -1.14 5.82 - -11.09

Strategy Description

Summary

A 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%
Strategy Pie Chart

Composition

Summary

A 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 Strategy

Automated futures trading strategy using artificial intelligence driven signals provide differentiated approach

   

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

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
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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
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
0.58 1 6/1/2015 6/1/2015
0.27 1 5/1/2018 5/1/2018
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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
-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
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods64.0062.0059.0053.0047.0041.0029.0017.00
Percent Profitable50.0053.2357.6375.4778.7297.56100.00100.00
Average Period Return0.772.346.4215.8922.2328.7543.0069.72
Average Gain5.6910.8817.3123.2530.3529.5743.0069.72
Average Loss-4.16-7.38-8.39-6.77-7.81-4.38
Best Period16.5528.7051.8852.4865.0468.9089.75139.69
Worst Period-16.50-25.94-33.85-13.55-18.43-4.3811.516.44
Standard Deviation6.5711.6517.1417.0520.8419.7121.8139.13
Gain Standard Deviation4.777.9712.7312.4415.1819.2221.8139.13
Loss Standard Deviation3.866.299.514.394.98
Sharpe Ratio (1%)0.100.180.350.870.991.361.831.68
Average Gain / Average Loss1.371.472.063.433.896.76
Profit / Loss Ratio1.371.682.8110.5714.37270.33
Downside Deviation (10%)4.207.259.326.267.483.430.795.31
Downside Deviation (5%)4.036.728.384.384.821.00
Downside Deviation (0%)3.986.588.163.954.210.68
Sortino Ratio (10%)0.090.150.421.741.965.3934.479.07
Sortino Ratio (5%)0.170.310.713.404.3026.81
Sortino Ratio (0%)0.190.350.794.025.2842.06

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.