SinoPac Multi Strategy Quant Fund
Multi-Strategy / Quantitative / Diversified
The SinoPac's Multi Strategy Quant approach employs multiple proprietary quantitative models to execute a frequent trading strategy in highly liquid investment instruments. The strategy aims to deliver a positive total return over the medium to long term with low volatility, low downside risk and low correlation to other asset classes.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -14.68% |
| From Aug 2015 to Aug 2016 | |
| Worst Month (Sep 2015) | -7.47% |
| Current Losing Streak | -4.11% |
| Average Monthly Return | 0.67% |
| Monthly Std. Deviation | 3.32% |
| Gain Deviation (105 months) | 3.38% |
| Loss Deviation (88 months) | 1.29% |
| Gain to Loss Ratio | 1.65 |
| Omega Ratio (5% Threshold) | 1.29 |
| Annualized Performance |
|
| Compound ROR (1) | 7.74% |
| Standard Deviation | 11.5% |
| Downside Deviation | 4.67% |
| Sharpe Ratio (3) 2% RF ROR | 0.67 |
| Sortino Ratio (4) 5% MAR | 1.59 |
| Calmar Ratio (5) | 1.07 |
| Sterling Ratio (6) | 0.48 |
| Gain Deviation | 11.7% |
| Loss Deviation | 4.47% |
| Profit Loss Ratio | 1.97 |
| Investment Information |
|
| Program Start Date | Oct-2009 |
| Percent Systematic | 100% |
| Currency Denomination - US Dollar | |
| Minimum Investment | $5,000,000 |
| Minimum Fund Investment | $100,000 |
| Management Fee | 2.00% |
| Incentive Fee | 0.00 |
| Margin | Less 10% |
| Round Turns per Million | 12,700 |
| NFA No: | #P083615 |
| 4.7 Exempt - QEPs Only | |
| Performance Since October 2009 | Track Record Compiled By: SinoPac Solutions and Services Limited | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -3.98% | 0.65% | 1.49% | 10.33% | -1.16% | -2.79% | -2.61% | 0.81% | 0.51% | 1.12% | – | – | 3.77% | -6.42% |
| 2024 | 1.51% | -1.92% | -0.15% | 3.16% | 0.53% | -3.21% | -0.50% | 8.07% | 2.43% | -2.35% | 0.99% | -0.25% | 8.13% | -3.69% |
| 2023 | 3.56% | -2.89% | 1.11% | 0.02% | 0.61% | 0.69% | 4.25% | 0.52% | 2.25% | -2.31% | 2.33% | -2.25% | 7.89% | -2.89% |
| 2022 | -0.56% | -4.35% | 2.42% | -1.67% | 2.94% | 2.96% | 0.72% | -0.09% | -2.39% | -0.20% | 3.51% | -2.58% | 0.36% | -4.89% |
| 2021 | 3.61% | 2.74% | -2.10% | -2.43% | 0.16% | -2.68% | 1.40% | -0.58% | -2.16% | -0.82% | -0.16% | -0.60% | -3.77% | -9.60% |
| 2020 | 5.53% | 0.97% | 22.52% | 0.01% | -1.67% | -1.03% | 8.01% | 1.33% | -4.60% | 1.45% | 3.34% | -0.36% | 38.60% | -4.60% |
| 2019 | 0.92% | -0.68% | 0.32% | 0.84% | -1.19% | 0.24% | -1.02% | 0.15% | -2.89% | -1.03% | 4.35% | 0.39% | 0.25% | -5.64% |
| 2018 | 2.97% | 4.61% | 6.45% | 0.00% | 1.07% | 0.84% | -0.86% | 2.17% | -2.29% | 14.13% | 1.70% | 0.54% | 34.97% | -2.29% |
| 2017 | -1.16% | -0.64% | -0.52% | 1.57% | -0.63% | 2.35% | 1.23% | 0.99% | -2.03% | 0.38% | 3.85% | 2.39% | 7.90% | -2.30% |
| 2016 | -1.09% | -4.73% | -0.49% | -0.37% | -2.68% | 0.40% | -0.66% | -1.49% | 0.47% | 3.82% | 0.33% | 1.05% | -5.53% | -10.67% |
| 2015 | 1.31% | -0.69% | 2.53% | 0.45% | 0.00% | 0.08% | 10.57% | 4.65% | -7.47% | 2.97% | 2.65% | -2.36% | 14.61% | -7.46% |
| 2014 | 0.59% | -0.58% | -0.29% | 1.25% | -0.15% | -1.24% | -0.96% | -0.67% | 1.12% | -2.15% | -2.42% | 0.47% | -4.99% | -6.32% |
| 2013 | 0.07% | -0.34% | -0.54% | 2.32% | -4.14% | 1.81% | -1.71% | -0.35% | -2.65% | -0.86% | -0.43% | -0.95% | -7.66% | -9.01% |
| 2012 | -0.30% | 0.37% | 1.49% | -0.15% | 3.68% | 1.21% | 4.70% | -2.34% | -0.34% | 1.31% | 1.50% | -1.21% | 10.15% | -2.68% |
| 2011 | 0.82% | 2.12% | 0.50% | 2.46% | 2.69% | 1.12% | -1.30% | 17.06% | 3.52% | 3.94% | 0.52% | -0.81% | 36.46% | -1.29% |
| 2010 | -1.58% | -1.40% | -0.51% | -1.22% | 5.17% | -3.05% | 0.61% | -1.31% | -0.82% | 1.44% | -1.32% | 0.93% | -3.25% | -4.63% |
| 2009 | – | – | – | – | – | – | – | – | – | 1.60% | 1.67% | -1.74% | 1.50% | -1.74% |
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.
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