Quantiative Global Program
Quantitative / Diversified
Throughout QIM's 20-year history, the firm has created and adapted novel ways of using cutting-edge machine learning techniques to build trend- neutral models that seek to forecast market moves over the short-to- medium-term. QIM operates a pattern recognition strategy designed to identify human behavioral patterns and cognitive biases that are repeatedly embedded within price data. The result: an agglomeration of trend-neutral models that we believe are capable of predicting probable market or security direction over the short- to medium-term.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -23.64% |
| From Jul 2022 to Apr 2025 | |
| Worst Month (Mar 2004) | -8.93% |
| Current Losing Streak | -16.06% |
| Average Monthly Return | 0.5% |
| Monthly Std. Deviation | 3.16% |
| Gain Deviation (151 months) | 2.13% |
| Loss Deviation (114 months) | 1.91% |
| Gain to Loss Ratio | 1.14 |
| Omega Ratio (5% Threshold) | 1.07 |
| Annualized Performance |
|
| Compound ROR (1) | 5.57% |
| Standard Deviation | 10.93% |
| Downside Deviation | 6.73% |
| Sharpe Ratio (3) 2% RF ROR | 0.51 |
| Sortino Ratio (4) 5% MAR | 0.8 |
| Calmar Ratio (5) | -0.2 |
| Sterling Ratio (6) | -0.22 |
| Gain Deviation | 7.37% |
| Loss Deviation | 6.61% |
| Profit Loss Ratio | 1.51 |
| Investment Information |
|
| Program Start Date | Oct-2003 |
| Percent Discretionary | 5% |
| Percent Systematic | 95% |
| Currency Denomination - US Dollar | |
| Minimum Investment | $20,000,000 |
| Minimum Fund Investment | $250,000 |
| Management Fee | 0.00% |
| Incentive Fee | 0.00 |
| Margin | 13% |
| Round Turns per Million | 1,000 |
| NFA No: | #0337987 |
| 4.7 Exempt - Qualified Eligible Persons Only | |
| Performance Since October 2003 | Track Record Compiled By: N/A | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -2.67% | -1.95% | 7.04% | -7.75% | 3.19% | 4.87% | -0.91% | 3.05% | 0.38% | -0.90% | – | – | 3.58% | -7.75% |
| 2024 | 3.80% | -0.70% | -2.23% | 1.45% | 2.62% | 0.81% | -2.53% | -1.00% | -5.19% | 5.13% | -6.21% | 5.97% | 1.10% | -9.79% |
| 2023 | -1.07% | -3.27% | 0.44% | 1.49% | -1.73% | 1.22% | 2.80% | -4.57% | -3.03% | -4.95% | -0.95% | -4.78% | -17.25% | -17.25% |
| 2022 | 10.17% | -0.40% | 8.75% | 1.24% | 0.69% | 0.11% | 1.11% | -2.40% | -5.56% | 4.87% | 2.37% | -2.12% | 19.26% | -7.83% |
| 2021 | -1.92% | 0.61% | -1.05% | -0.42% | 2.18% | -5.40% | 2.66% | -1.16% | 3.62% | -0.33% | 2.68% | -3.41% | -2.31% | -6.01% |
| 2020 | 8.82% | -1.17% | -8.60% | -1.57% | 0.94% | -4.06% | -2.24% | -1.33% | 1.58% | -0.74% | 6.14% | -1.30% | -4.51% | -16.94% |
| 2019 | -1.48% | -4.22% | -0.65% | -2.56% | -1.75% | 3.47% | 5.33% | -5.52% | -1.63% | 1.84% | 4.02% | 2.33% | -1.46% | -10.25% |
| 2018 | -1.37% | -6.84% | 1.30% | 0.97% | 3.55% | 0.82% | -2.93% | 1.42% | 0.19% | -5.82% | -0.57% | 2.70% | -6.93% | -9.38% |
| 2017 | 3.17% | 1.06% | 0.99% | -0.09% | -0.05% | 0.18% | 0.13% | -2.93% | 2.99% | 2.42% | -1.56% | 1.05% | 7.43% | -2.93% |
| 2016 | 2.59% | 6.16% | -2.98% | 0.15% | 1.59% | 0.84% | 0.14% | 0.62% | 1.92% | -1.26% | 2.51% | 3.55% | 16.69% | -2.98% |
| 2015 | -0.18% | 2.27% | -1.42% | 5.07% | 0.73% | 3.95% | -1.46% | 3.17% | 4.60% | 0.23% | 4.07% | -1.62% | 20.82% | -1.62% |
| 2014 | 0.99% | 0.43% | -2.43% | -4.90% | -0.36% | -0.13% | -0.75% | -1.39% | 2.61% | -2.88% | -0.09% | -3.90% | -12.30% | -13.53% |
| 2013 | -2.51% | -0.43% | -2.61% | -1.32% | -0.05% | -0.38% | 0.43% | 1.30% | -1.15% | 0.04% | 2.21% | 4.24% | -0.43% | -7.11% |
| 2012 | -4.49% | -1.41% | 1.20% | 5.77% | 7.17% | 1.29% | -2.05% | 0.52% | 0.32% | -1.81% | -2.99% | 1.66% | 4.65% | -5.91% |
| 2011 | 0.33% | 1.29% | -0.41% | -2.33% | -3.22% | -0.90% | 1.14% | 0.30% | 4.55% | 3.01% | 4.36% | -2.87% | 4.99% | -6.71% |
| 2010 | -4.32% | -0.45% | -1.01% | 0.08% | -1.28% | 0.45% | -0.77% | 1.39% | 0.40% | 2.50% | -1.90% | 1.97% | -3.08% | -7.15% |
| 2009 | 5.99% | -0.10% | -2.29% | 4.29% | 3.43% | -0.52% | 1.82% | 0.70% | 1.45% | -2.38% | 2.18% | -3.70% | 10.93% | -3.94% |
| 2008 | -7.59% | 5.30% | 3.55% | 1.86% | 5.78% | -1.53% | -1.84% | 3.36% | 3.10% | -2.54% | 2.31% | 0.90% | 12.51% | -7.59% |
| 2007 | 1.67% | 1.37% | 5.40% | 1.27% | -3.80% | 1.18% | 2.03% | 7.56% | 1.04% | 4.27% | 3.40% | 1.19% | 29.53% | -3.80% |
| 2006 | 0.57% | 1.60% | 1.48% | -2.15% | 5.37% | -2.31% | 2.34% | -0.02% | -1.19% | 2.29% | 0.10% | -1.16% | 6.86% | -2.31% |
| 2005 | -0.40% | -1.65% | 4.26% | 5.77% | 2.85% | -1.97% | 0.55% | 1.40% | 0.86% | 0.56% | 2.04% | 3.05% | 18.43% | -2.04% |
| 2004 | 0.92% | 3.51% | -8.93% | -0.63% | 2.94% | 1.44% | 2.07% | 0.10% | 6.05% | 5.75% | 9.58% | -1.69% | 21.85% | -9.50% |
| 2003 | – | – | – | – | – | – | – | – | – | 5.88% | -2.64% | 3.35% | 6.54% | -2.64% |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
311 S. Wacker Drive - Suite 600 * Chicago, IL 60606
Office: 312-283-3350 Email: [email protected] | Web Address: http://www.ascentcm.com
© 1997 - 2025 AutumnGold.com LLC