Quest Partners LLC

AlphaQuest Short Term Program

Year-to-Date
N/A
Minimum Investment
5,000,000
Management Fee 1.50%
Performance Fee 20.00%
Annualized Volatility 18.04%
Sharpe (RFR=1%) 0.43
CAROR 7.48%
Assets 102,000,000
Worst Drawdown -22.89
S&P Correlation -0.11

Summary

AlphaQuest Short Term Program is a systematic program trading in over 50 liquid global markets (foreign exchange, fixed income, equity indices and commodities). The AQ Short Term Program targets to deliver positive Alpha with low correlation to benchmarks indices. Trading timeframes are between a few hours to over ten days. The average trade length is 3 days. Over ten trading systems are implemented. Correlation to S&P500 is less than 0.1. Correlation to other long term trend following CTAs is approximately 0.3 (monthly versus BTOP 50 CTA Index).