Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Qbasis i Trend trades a comprehensive set of futures markets spanning commodities, interest rates, stock indices and currencies. i Trend is a combination of 2 proprietary and negatively correlated strategies; MF Trend - Trendfollowing, and an Intraday strategy. The aim of the strategy is to generate asymmetric returns by maximising returns in upward or downward trending markets (MF Trend) whilst exhibiting a high correlation to increasing volatility (Intraday), thus making it an extremely effective portfolio diversification instrument. Additional overlays come in the form of “vol protection” that performs well in periods of declining volatility and a V”-Protection model that mitigates more efficiently against trend breaks (i.e. “V-shaped” whipsaws).
AUM & Cumulative Returns
Distribution
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
Qbasis Invest Qbasis i Trend Fund
Average RoR
-0.68%
Max Gain
13.35%
Gain Frequency
42.37%
Average Gain
5.30%
Gain Deviation
4.30%
Risk
Standard Deviation
6.50%
Worst Loss
-14.40%
Loss Frequency
57.63%
Average Loss
-5.08%
Loss Deviation
3.72%
Reward/Risk
Sharpe (RFR=1%)
-0.12
Skewness
0.27
Kurtosis
-0.30
Reward
Qbasis Invest Qbasis i Trend Fund
Compound RoR
-10.16%
Average RoR
-7.00%
Max Gain
44.54%
Gain Frequency
20.34%
Average Gain
44.54%
Gain Deviation
14.89%
Risk
Standard Deviation
22.53%
Worst Loss
-29.56%
Loss Frequency
79.66%
Average Loss
-20.16%
Loss Deviation
12.90%
Reward/Risk
Sharpe (RFR=1%)
-0.41
Skewness
4.54
Kurtosis
29.87
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 (Months)
Recovery (Months)
Peak
Valley
-63.10
45
—
1/2015
10/2018
-8.63
2
1
9/2014
11/2014
-4.62
1
3
3/2014
4/2014
No data available in table
Consecutive Gains
Run-up
Length (Months)
Start
End
25.72
5
5/2014
9/2014
21.41
2
12/2014
1/2015
19.39
3
1/2014
3/2014
12.55
1
11/2015
11/2015
11.52
2
1/2016
2/2016
11.15
1
7/2016
7/2016
10.84
2
12/2017
1/2018
6.83
2
11/2016
12/2016
5.83
1
3/2015
3/2015
4.07
1
4/2017
4/2017
3.65
1
8/2018
8/2018
1.96
1
6/2017
6/2017
0.78
1
11/2018
11/2018
0.51
1
8/2017
8/2017
0.43
1
6/2018
6/2018
No data available in table
Consecutive Losses
Run-up
Length (Months)
Start
End
-26.59
7
4/2015
10/2015
-25.73
4
3/2016
6/2016
-18.99
2
9/2018
10/2018
-15.35
4
2/2018
5/2018
-15.07
3
9/2017
11/2017
-12.52
3
1/2017
3/2017
-10.85
3
8/2016
10/2016
-8.63
2
10/2014
11/2014
-7.38
1
7/2018
7/2018
-6.54
1
2/2015
2/2015
-6.17
1
7/2017
7/2017
-4.62
1
4/2014
4/2014
-4.12
1
12/2015
12/2015
-1.41
1
5/2017
5/2017
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.