Qbasis Invest

Futures Fund B

Year-to-Date
N/A
Minimum Investment
$ 100,000
Management Fee 2.50%
Performance Fee 25.00%
Annualized Volatility 25.59%
Sharpe (RFR=1%) -0.61
CAROR -16.44%
Assets $5,531,999
Worst Drawdown -72.22
S&P Correlation -0.07

Summary

Qbasis Futures Fund invests in a comprehensive set of futures markets spanning commodities, interest rates, stock indices and currencies using a combination of proprietary and complementary strategies. The main strategy, MF Trend, is a breakout trend-following strategy which enters trends at a very early stage and aims to generate asymmetric returns by maximising performance in upward (long) or downward (short) trending markets. Additionally an intraday strategy is used which exhibits a high correlation to increasing volatility thus making it an extremely effective portfolio diversification instrument (negatively correlated returns to stocks and Hedge Fund Indices). Additionally, since October 2013, three strategy enhancement components and two overlays are additionally in place which aim to further reduce potential downside and therefore increase overall returns. (The funds are designed for non US investors)