Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
The Quest Tracker Index (QTI) Program seeks to track generally the performance generated by the broad class of managed futures trading strategies of trend-following CTAs and to match the performance of widely-followed CTA indices on a risk adjusted basis. The QTI is comprised of notional long and/or short positions in 47 specified futures contracts in markets for currencies, fixed income, equity indices and commodities.
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
AlphaQuest LLC Quest Tracker Index program (QTI)
Average RoR
0.31%
Max Gain
11.76%
Gain Frequency
55.21%
Average Gain
2.87%
Gain Deviation
2.53%
Risk
Standard Deviation
3.70%
Worst Loss
-9.65%
Loss Frequency
44.79%
Average Loss
-2.85%
Loss Deviation
2.14%
Reward/Risk
Sharpe (RFR=1%)
0.06
Skewness
0.16
Kurtosis
0.35
Reward
AlphaQuest LLC Quest Tracker Index program (QTI)
Compound RoR
2.93%
Average RoR
3.45%
Max Gain
30.22%
Gain Frequency
51.53%
Average Gain
11.01%
Gain Deviation
8.75%
Risk
Standard Deviation
12.82%
Worst Loss
-6.71%
Loss Frequency
48.47%
Average Loss
-4.59%
Loss Deviation
7.41%
Reward/Risk
Sharpe (RFR=1%)
0.21
Skewness
0.99
Kurtosis
-0.71
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
-22.84
43
30
3/2015
10/2018
-16.80
29
—
9/2022
2/2025
-11.48
13
13
7/2012
8/2013
-9.64
1
4
10/2021
11/2021
-6.32
3
2
5/2021
8/2021
-5.63
2
6
9/2011
11/2011
-4.34
3
2
4/2022
7/2022
-4.21
1
1
5/2012
6/2012
-0.93
1
1
1/2015
2/2015
No data available in table
Consecutive Gains
Run-up
Length (Months)
Start
End
30.92
5
12/2021
4/2022
29.68
6
8/2014
1/2015
19.24
6
3/2019
8/2019
13.67
4
10/2017
1/2018
12.57
4
2/2021
5/2021
11.74
2
1/2016
2/2016
11.47
5
11/2019
3/2020
10.09
3
2/2024
4/2024
9.67
2
4/2012
5/2012
9.51
2
8/2022
9/2022
8.49
2
9/2021
10/2021
8.33
2
5/2014
6/2014
7.64
2
11/2020
12/2020
6.07
1
7/2012
7/2012
5.85
3
12/2011
2/2012
5.68
4
9/2013
12/2013
5.59
2
11/2018
12/2018
4.74
2
6/2016
7/2016
4.67
1
9/2024
9/2024
4.43
1
2/2014
2/2014
4.33
5
4/2017
8/2017
4.05
1
9/2015
9/2015
4.05
2
11/2016
12/2016
4.00
1
12/2023
12/2023
3.99
1
7/2020
7/2020
3.70
1
11/2015
11/2015
3.67
3
11/2012
1/2013
3.29
2
3/2013
4/2013
3.24
1
9/2023
9/2023
3.11
2
8/2011
9/2011
1.95
3
4/2023
6/2023
1.45
1
2/2017
2/2017
1.43
1
11/2024
11/2024
1.41
1
12/2022
12/2022
1.31
1
1/2025
1/2025
1.10
1
3/2015
3/2015
1.08
1
7/2015
7/2015
0.72
1
7/2013
7/2013
0.52
1
6/2018
6/2018
0.02
1
6/2022
6/2022
No data available in table
Consecutive Losses
Run-up
Length (Months)
Start
End
-13.14
3
8/2016
10/2016
-11.20
2
9/2019
10/2019
-11.12
3
4/2015
6/2015
-11.12
4
2/2018
5/2018
-9.83
3
3/2016
5/2016
-9.65
1
10/2024
10/2024
-9.64
1
11/2021
11/2021
-8.10
2
5/2013
6/2013
-8.06
2
3/2014
4/2014
-7.79
4
5/2024
8/2024
-7.62
3
8/2012
10/2012
-7.32
3
1/2023
3/2023
-6.32
3
6/2021
8/2021
-5.99
2
10/2022
11/2022
-5.63
2
10/2011
11/2011
-5.08
3
4/2020
6/2020
-4.62
3
8/2020
10/2020
-4.60
1
8/2015
8/2015
-4.52
4
7/2018
10/2018
-4.21
1
6/2012
6/2012
-4.21
2
1/2019
2/2019
-4.19
2
10/2023
11/2023
-3.95
1
2/2025
2/2025
-3.94
1
3/2012
3/2012
-3.93
1
10/2015
10/2015
-3.77
2
7/2023
8/2023
-3.74
1
7/2022
7/2022
-3.72
1
12/2015
12/2015
-3.07
1
3/2017
3/2017
-2.75
1
1/2017
1/2017
-2.22
1
9/2017
9/2017
-2.15
1
8/2013
8/2013
-1.95
1
1/2021
1/2021
-1.19
1
2/2013
2/2013
-1.03
1
1/2024
1/2024
-0.93
1
2/2015
2/2015
-0.92
1
7/2014
7/2014
-0.69
1
1/2014
1/2014
-0.64
1
5/2022
5/2022
-0.51
1
12/2024
12/2024
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.
Top Performer Badges
Index
Award Type
Rank
Performance
Period
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.
