RQM Capital Partners : RQM Partners LP

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

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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	Nov	Qtr	YTD	1yr	3yr	5yr	10yr	Since 1/2015
RQM Partners LP	-5.17	-	-	1.82	4.50	8.38	-	45.97
S&P 500	10.75	-	-	15.30	40.10	72.31	-	103.51
+/- S&P 500	-15.92	-	-	-13.48	-35.60	-63.94	-	-57.54

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%

Composition

Summary

Investment Strategy

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

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Index: Chart Type:

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:

Monthly Annual

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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Reward
Compound RoR:
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Average Gain:
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Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
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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
-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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	71.00	69.00	66.00	60.00	54.00	48.00	36.00	24.00
Percent Profitable	50.70	52.17	56.06	66.67	70.37	89.58	100.00	100.00
Average Period Return	0.73	2.25	5.10	11.40	18.37	24.25	39.34	54.76
Average Gain	5.44	10.66	16.29	23.25	29.57	28.09	39.34	54.76
Average Loss	-4.12	-6.92	-9.18	-12.30	-8.23	-8.78
Best Period	16.55	28.70	51.88	52.48	65.04	68.90	89.75	139.69
Worst Period	-16.50	-25.94	-33.85	-30.29	-20.96	-12.03	11.51	6.44
Standard Deviation	6.36	11.25	17.04	20.37	22.00	21.60	21.08	40.50
Gain Standard Deviation	4.60	7.79	12.71	12.44	15.74	19.39	21.08	40.50
Loss Standard Deviation	3.73	6.05	9.47	9.13	5.24	3.02
Sharpe Ratio (1%)	0.10	0.18	0.27	0.51	0.77	1.03	1.72	1.25
Average Gain / Average Loss	1.32	1.54	1.77	1.89	3.59	3.20
Profit / Loss Ratio	1.36	1.68	2.26	3.78	8.54	27.50
Downside Deviation (10%)	4.09	6.98	9.88	11.26	9.13	6.80	0.71	5.39
Downside Deviation (5%)	3.92	6.45	8.90	9.24	5.97	3.60
Downside Deviation (0%)	3.87	6.31	8.66	8.76	5.26	2.97
Sortino Ratio (10%)	0.08	0.15	0.27	0.57	1.18	2.06	33.25	6.16
Sortino Ratio (5%)	0.17	0.31	0.52	1.13	2.82	6.18
Sortino Ratio (0%)	0.19	0.36	0.59	1.30	3.49	8.17

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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RQM Capital Partners : RQM Partners LP

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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RQM Capital Partners : RQM Partners LP

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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