Bifrost Quest Capital LLC

IndexQuest (Proprietary)

Year-to-Date
N/A
Minimum Investment
500,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 17.39%
Sharpe (RFR=1%) 0.59
CAROR 10.28%
Assets 100,000
Worst Drawdown -23.45
S&P Correlation -0.25

Summary

IndexQuest (IQ) is a managed account program offered by Bifrost Quest Capital LLC, a Commodities Trading Advisor (CTA). IQ uses a quantitative model to forecast short-term movements in the S&P 500, the Russell 2000, and Ten Year Treasuries and tactically trades long, short, and spread positions using equity and Treasury index futures. IQ’s objective is to produce limited volatility absolute returns with no correlation to traditional asset classes. The core model was developed over 8 years ago. IQ has been managed with proprietary capital since 2006.