Altiq LLP

Altiq Futures Program *QEP*

Monthly Performance (%)

Date Range: 03/11 - 01/23
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2023 -5.76 0.32   -5.46 
2022 0.67 2.72 4.25 2.12 3.27 1.20 1.44 -0.81 3.96 -2.30 -0.90 -1.45  14.83 
2021 -1.48 4.71 -1.11 0.15 0.63 -1.29 -3.34 0.78 1.05 4.01 0.96 -1.24  3.60 
2020 -3.10 4.80 10.76 -2.16 -1.07 1.65 -3.20 -0.45 0.67 0.03 2.20 0.64  10.46 
2019 -2.16 -1.16 -0.50 0.90 -1.89 0.78 -0.38 3.59 2.41 0.70 0.89 1.48  4.60 
2018 -0.61 0.81 -2.90 -1.99 -0.22 -2.50 -1.58 -2.65 -4.10 3.49 -1.73 -0.72  -13.94 
2017 -0.53 -3.18 -1.16 -0.06 -0.60 3.38 2.96 -0.06 1.70 0.62 -2.27 2.58  3.19 
2016 4.03 3.81 0.13 2.09 -2.30 0.55 1.33 -2.75 -4.81 -5.34 -0.98 -0.58  -5.20 
2015 -1.22 1.69 4.18 2.06 2.87 -0.93 4.07 4.81 0.44 1.87 2.27 -2.82  20.73 
2014 -0.50 2.58 -0.90 -1.81 2.18 0.32 -0.65 3.07 -3.07 3.60 2.63 4.40  12.17 
2013 1.43 -3.49 -1.56 0.63 -0.57 2.97 0.31 -0.22 -2.04 0.96 -1.16 2.99  0.04 
2012 -0.73 -2.17 0.80 -2.22 7.83 -2.94 4.10 -1.87 -0.60 -3.94 -1.34 -1.62  -5.16 
2011 0.15 -4.57 1.09 -0.46 1.52 4.80 -1.63 -1.02 0.79  0.41 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

Altiq Futures Program is a managed futures quant strategy with 100% automated portfolio construction and order execution. The risk is split across three groups of models: trend following (40%), mean reversion (20%) and macro (40%). The strategy actively trades 50 liquid futures markets across equity indices, bonds, currencies and commodities, with an average holding period of 2-3 days. The founders’ extensive experience in quantitative modelling and automated trading is a unique edge that combines with the firm's advanced trading infrastructure to provide access to a wide range of market opportunities. The program's relatively small asset base ensures that the holding period is kept low, so that these opportunities can be exploited in the portfolio. Risk is managed through a mean-variance optimisation framework, with a dynamic risk model to account for changing market volatility, and a set of position/factor limits to maintain diversification. The Program runs with expected volatility of 12-15%.

Performance Statistics

Date Range: 03/11 - 01/23
  Program S&P 500 Coquest 40 
Total Return 40.70% 288.63% 30.86% 
Annualized Return 2.93% 12.07% 2.28% 
Annualized Std. Deviation 8.96% 14.56% 8.33% 
Correlation -0.27 0.26 
Sharpe Ratio (rf=2.5%) 0.05 0.66 -0.03 
Worst Month -5.76% -12.35% -6.10% 
Date of Worst Month 01/2023 03/2020 02/2018 
Worst Drawdown -27.36% -23.86% -15.74% 
Date of Worst Drawdown 4/16 - 5/19 12/21 - 9/22 4/11 - 9/13 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 03/11 - 01/23
Year or YTD Program S&P 500 Coquest 40 
2023 -5.46 3.69 -1.11 
2022 14.83 -18.10 17.65 
2021 3.60 28.72 6.26 
2020 10.46 18.40 0.97 
2019 4.60 31.50 7.53 
2018 -13.94 -4.38 -4.29 
2017 3.19 21.84 1.24 
2016 -5.20 11.98 -3.13 
2015 20.73 1.41 0.09 
2014 12.17 13.69 15.75 
2013 0.04 32.41 -2.45 
2012 -5.16 15.98 -4.75 
2011 0.41 -3.59 -2.02 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 03/11 - 01/23
Date: 1/31/2023 Perf: $1,328.90 Date: 12/31/2022 Perf: $1,343.82 Date: 11/30/2022 Perf: $1,352.47 Date: 10/31/2022 Perf: $1,427.71 Date: 9/30/2022 Perf: $1,417.65 Date: 8/31/2022 Perf: $1,359.72 Date: 7/31/2022 Perf: $1,322.43 Date: 6/30/2022 Perf: $1,353.56 Date: 5/31/2022 Perf: $1,336.72 Date: 4/30/2022 Perf: $1,343.03 Date: 3/31/2022 Perf: $1,273.62 Date: 2/28/2022 Perf: $1,189.30 Date: 1/31/2022 Perf: $1,163.58 Date: 12/31/2021 Perf: $1,142.22 Date: 11/30/2021 Perf: $1,141.08 Date: 10/31/2021 Perf: $1,170.10 Date: 9/30/2021 Perf: $1,147.27 Date: 8/31/2021 Perf: $1,141.56 Date: 7/31/2021 Perf: $1,141.34 Date: 6/30/2021 Perf: $1,136.34 Date: 5/31/2021 Perf: $1,140.67 Date: 4/30/2021 Perf: $1,124.26 Date: 3/31/2021 Perf: $1,104.81 Date: 2/28/2021 Perf: $1,090.20 Date: 1/31/2021 Perf: $1,065.17 Date: 12/31/2020 Perf: $1,074.95 Date: 11/30/2020 Perf: $1,035.90 Date: 10/31/2020 Perf: $1,026.86 Date: 9/30/2020 Perf: $1,030.16 Date: 8/31/2020 Perf: $1,045.42 Date: 7/31/2020 Perf: $1,057.37 Date: 6/30/2020 Perf: $1,037.55 Date: 5/31/2020 Perf: $1,051.01 Date: 4/30/2020 Perf: $1,063.45 Date: 3/31/2020 Perf: $1,059.95 Date: 2/29/2020 Perf: $1,059.32 Date: 1/31/2020 Perf: $1,075.34 Date: 12/31/2019 Perf: $1,064.59 Date: 11/30/2019 Perf: $1,071.23 Date: 10/31/2019 Perf: $1,060.83 Date: 9/30/2019 Perf: $1,084.81 Date: 8/31/2019 Perf: $1,115.71 Date: 7/31/2019 Perf: $1,076.73 Date: 6/30/2019 Perf: $1,041.23 Date: 5/31/2019 Perf: $1,020.81 Date: 4/30/2019 Perf: $1,041.22 Date: 3/31/2019 Perf: $1,013.35 Date: 2/28/2019 Perf: $978.23 Date: 1/31/2019 Perf: $972.01 Date: 12/31/2018 Perf: $990.03 Date: 11/30/2018 Perf: $985.89 Date: 10/31/2018 Perf: $997.86 Date: 9/30/2018 Perf: $1,023.14 Date: 8/31/2018 Perf: $1,027.76 Date: 7/31/2018 Perf: $1,002.20 Date: 6/30/2018 Perf: $1,009.78 Date: 5/31/2018 Perf: $1,001.37 Date: 4/30/2018 Perf: $1,014.45 Date: 3/31/2018 Perf: $1,003.61 Date: 2/28/2018 Perf: $1,004.52 Date: 1/31/2018 Perf: $1,069.77 Date: 12/31/2017 Perf: $1,034.40 Date: 11/30/2017 Perf: $1,023.24 Date: 10/31/2017 Perf: $1,021.92 Date: 9/30/2017 Perf: $980.82 Date: 8/31/2017 Perf: $1,001.96 Date: 7/31/2017 Perf: $985.60 Date: 6/30/2017 Perf: $981.77 Date: 5/31/2017 Perf: $1,011.30 Date: 4/30/2017 Perf: $1,009.38 Date: 3/31/2017 Perf: $1,015.48 Date: 2/28/2017 Perf: $1,030.52 Date: 1/31/2017 Perf: $1,008.54 Date: 12/31/2016 Perf: $1,021.72 Date: 11/30/2016 Perf: $1,014.01 Date: 10/31/2016 Perf: $1,025.29 Date: 9/30/2016 Perf: $1,052.44 Date: 8/31/2016 Perf: $1,066.19 Date: 7/31/2016 Perf: $1,095.67 Date: 6/30/2016 Perf: $1,084.60 Date: 5/31/2016 Perf: $1,040.39 Date: 4/30/2016 Perf: $1,058.92 Date: 3/31/2016 Perf: $1,086.18 Date: 2/29/2016 Perf: $1,118.28 Date: 1/31/2016 Perf: $1,091.43 Date: 12/31/2015 Perf: $1,054.72 Date: 11/30/2015 Perf: $1,079.55 Date: 10/31/2015 Perf: $1,043.95 Date: 9/30/2015 Perf: $1,062.44 Date: 8/31/2015 Perf: $1,039.88 Date: 7/31/2015 Perf: $1,058.18 Date: 6/30/2015 Perf: $1,018.36 Date: 5/31/2015 Perf: $1,074.22 Date: 4/30/2015 Perf: $1,082.01 Date: 3/31/2015 Perf: $1,125.46 Date: 2/28/2015 Perf: $1,101.12 Date: 1/31/2015 Perf: $1,102.89 Date: 12/31/2014 Perf: $1,053.78 Date: 11/30/2014 Perf: $1,035.55 Date: 10/31/2014 Perf: $977.40 Date: 9/30/2014 Perf: $963.24 Date: 8/31/2014 Perf: $949.10 Date: 7/31/2014 Perf: $910.58 Date: 6/30/2014 Perf: $917.92 Date: 5/31/2014 Perf: $910.10 Date: 4/30/2014 Perf: $887.38 Date: 3/31/2014 Perf: $880.69 Date: 2/28/2014 Perf: $893.92 Date: 1/31/2014 Perf: $886.65 Date: 12/31/2013 Perf: $910.41 Date: 11/30/2013 Perf: $911.68 Date: 10/31/2013 Perf: $895.48 Date: 9/30/2013 Perf: $875.43 Date: 8/31/2013 Perf: $880.71 Date: 7/31/2013 Perf: $897.95 Date: 6/30/2013 Perf: $905.84 Date: 5/31/2013 Perf: $941.52 Date: 4/30/2013 Perf: $983.82 Date: 3/31/2013 Perf: $959.08 Date: 2/28/2013 Perf: $945.46 Date: 1/31/2013 Perf: $950.98 Date: 12/31/2012 Perf: $933.25 Date: 11/30/2012 Perf: $928.70 Date: 10/31/2012 Perf: $926.10 Date: 9/30/2012 Perf: $960.89 Date: 8/31/2012 Perf: $977.01 Date: 7/31/2012 Perf: $990.48 Date: 6/30/2012 Perf: $951.56 Date: 5/31/2012 Perf: $988.74 Date: 4/30/2012 Perf: $970.30 Date: 3/31/2012 Perf: $964.51 Date: 2/29/2012 Perf: $986.92 Date: 1/31/2012 Perf: $982.89 Date: 12/31/2011 Perf: $979.75 Date: 11/30/2011 Perf: $970.44 Date: 10/31/2011 Perf: $967.53 Date: 9/30/2011 Perf: $1,007.43 Date: 8/31/2011 Perf: $1,008.03 Date: 7/31/2011 Perf: $1,010.05 Date: 6/30/2011 Perf: $975.05 Date: 5/31/2011 Perf: $1,001.08 Date: 4/30/2011 Perf: $1,039.00 Date: 3/31/2011 Perf: $1,000.00 Date: 2/28/2023 Perf: $3,789.92 Date: 1/31/2023 Perf: $3,884.70 Date: 12/31/2022 Perf: $3,655.16 Date: 11/30/2022 Perf: $3,878.57 Date: 10/31/2022 Perf: $3,673.23 Date: 9/30/2022 Perf: $3,397.99 Date: 8/31/2022 Perf: $3,742.70 Date: 7/31/2022 Perf: $3,901.89 Date: 6/30/2022 Perf: $3,572.51 Date: 5/31/2022 Perf: $3,893.74 Date: 4/30/2022 Perf: $3,886.75 Date: 3/31/2022 Perf: $4,258.05 Date: 2/28/2022 Perf: $4,105.73 Date: 1/31/2022 Perf: $4,232.27 Date: 12/31/2021 Perf: $4,463.01 Date: 11/30/2021 Perf: $4,271.64 Date: 10/31/2021 Perf: $4,301.32 Date: 9/30/2021 Perf: $4,019.55 Date: 8/31/2021 Perf: $4,215.57 Date: 7/31/2021 Perf: $4,091.20 Date: 6/30/2021 Perf: $3,996.09 Date: 5/31/2021 Perf: $3,905.10 Date: 4/30/2021 Perf: $3,877.96 Date: 3/31/2021 Perf: $3,681.37 Date: 2/28/2021 Perf: $3,526.89 Date: 1/31/2021 Perf: $3,432.17 Date: 12/31/2020 Perf: $3,467.18 Date: 11/30/2020 Perf: $3,338.97 Date: 10/31/2020 Perf: $3,009.44 Date: 9/30/2020 Perf: $3,091.67 Date: 8/31/2020 Perf: $3,213.80 Date: 7/31/2020 Perf: $2,998.23 Date: 6/30/2020 Perf: $2,838.15 Date: 5/31/2020 Perf: $2,782.78 Date: 4/30/2020 Perf: $2,656.33 Date: 3/31/2020 Perf: $2,354.49 Date: 2/29/2020 Perf: $2,686.24 Date: 1/31/2020 Perf: $2,927.14 Date: 12/31/2019 Perf: $2,928.32 Date: 11/30/2019 Perf: $2,842.47 Date: 10/31/2019 Perf: $2,742.91 Date: 9/30/2019 Perf: $2,684.65 Date: 8/31/2019 Perf: $2,635.37 Date: 7/31/2019 Perf: $2,677.67 Date: 6/30/2019 Perf: $2,639.66 Date: 5/31/2019 Perf: $2,465.82 Date: 4/30/2019 Perf: $2,633.02 Date: 3/31/2019 Perf: $2,530.53 Date: 2/28/2019 Perf: $2,482.37 Date: 1/31/2019 Perf: $2,405.17 Date: 12/31/2018 Perf: $2,226.80 Date: 11/30/2018 Perf: $2,447.84 Date: 10/31/2018 Perf: $2,398.90 Date: 9/30/2018 Perf: $2,575.04 Date: 8/31/2018 Perf: $2,560.44 Date: 7/31/2018 Perf: $2,479.61 Date: 6/30/2018 Perf: $2,390.67 Date: 5/31/2018 Perf: $2,375.94 Date: 4/30/2018 Perf: $2,320.03 Date: 3/31/2018 Perf: $2,311.25 Date: 2/28/2018 Perf: $2,371.48 Date: 1/31/2018 Perf: $2,462.34 Date: 12/31/2017 Perf: $2,328.90 Date: 11/30/2017 Perf: $2,303.33 Date: 10/31/2017 Perf: $2,234.73 Date: 9/30/2017 Perf: $2,183.84 Date: 8/31/2017 Perf: $2,139.76 Date: 7/31/2017 Perf: $2,133.15 Date: 6/30/2017 Perf: $2,090.09 Date: 5/31/2017 Perf: $2,077.21 Date: 4/30/2017 Perf: $2,048.33 Date: 3/31/2017 Perf: $2,027.45 Date: 2/28/2017 Perf: $2,025.02 Date: 1/31/2017 Perf: $1,947.70 Date: 12/31/2016 Perf: $1,911.38 Date: 11/30/2016 Perf: $1,874.27 Date: 10/31/2016 Perf: $1,807.40 Date: 9/30/2016 Perf: $1,840.90 Date: 8/31/2016 Perf: $1,840.53 Date: 7/31/2016 Perf: $1,837.96 Date: 6/30/2016 Perf: $1,772.55 Date: 5/31/2016 Perf: $1,767.96 Date: 4/30/2016 Perf: $1,736.70 Date: 3/31/2016 Perf: $1,729.95 Date: 2/29/2016 Perf: $1,620.11 Date: 1/31/2016 Perf: $1,622.21 Date: 12/31/2015 Perf: $1,706.88 Date: 11/30/2015 Perf: $1,734.28 Date: 10/31/2015 Perf: $1,729.09 Date: 9/30/2015 Perf: $1,594.51 Date: 8/31/2015 Perf: $1,634.89 Date: 7/31/2015 Perf: $1,739.80 Date: 6/30/2015 Perf: $1,704.02 Date: 5/31/2015 Perf: $1,737.73 Date: 4/30/2015 Perf: $1,715.60 Date: 3/31/2015 Perf: $1,699.29 Date: 2/28/2015 Perf: $1,726.57 Date: 1/31/2015 Perf: $1,632.69 Date: 12/31/2014 Perf: $1,683.18 Date: 11/30/2014 Perf: $1,687.40 Date: 10/31/2014 Perf: $1,643.20 Date: 9/30/2014 Perf: $1,604.06 Date: 8/31/2014 Perf: $1,626.84 Date: 7/31/2014 Perf: $1,564.27 Date: 6/30/2014 Perf: $1,586.16 Date: 5/31/2014 Perf: $1,553.99 Date: 4/30/2014 Perf: $1,518.31 Date: 3/31/2014 Perf: $1,507.15 Date: 2/28/2014 Perf: $1,494.60 Date: 1/31/2014 Perf: $1,429.28 Date: 12/31/2013 Perf: $1,480.51 Date: 11/30/2013 Perf: $1,443.97 Date: 10/31/2013 Perf: $1,401.24 Date: 9/30/2013 Perf: $1,339.61 Date: 8/31/2013 Perf: $1,298.83 Date: 7/31/2013 Perf: $1,337.62 Date: 6/30/2013 Perf: $1,272.84 Date: 5/31/2013 Perf: $1,290.12 Date: 4/30/2013 Perf: $1,260.62 Date: 3/31/2013 Perf: $1,236.75 Date: 2/28/2013 Perf: $1,192.05 Date: 1/31/2013 Perf: $1,176.06 Date: 12/31/2012 Perf: $1,118.14 Date: 11/30/2012 Perf: $1,108.06 Date: 10/31/2012 Perf: $1,101.67 Date: 9/30/2012 Perf: $1,122.43 Date: 8/31/2012 Perf: $1,094.20 Date: 7/31/2012 Perf: $1,070.12 Date: 6/30/2012 Perf: $1,055.45 Date: 5/31/2012 Perf: $1,013.69 Date: 4/30/2012 Perf: $1,078.51 Date: 3/31/2012 Perf: $1,085.34 Date: 2/29/2012 Perf: $1,050.77 Date: 1/31/2012 Perf: $1,007.26 Date: 12/31/2011 Perf: $964.07 Date: 11/30/2011 Perf: $954.34 Date: 10/31/2011 Perf: $956.44 Date: 9/30/2011 Perf: $862.20 Date: 8/31/2011 Perf: $927.40 Date: 7/31/2011 Perf: $980.65 Date: 6/30/2011 Perf: $1,000.97 Date: 5/31/2011 Perf: $1,017.97 Date: 4/30/2011 Perf: $1,029.60 Date: 3/31/2011 Perf: $1,000.00 Date: 2/28/2023 Perf: $1,411.54 Date: 1/31/2023 Perf: $1,407.03 Date: 12/31/2022 Perf: $1,493.03 Date: 11/30/2022 Perf: $1,515.00 Date: 10/31/2022 Perf: $1,528.76 Date: 9/30/2022 Perf: $1,564.75 Date: 8/31/2022 Perf: $1,505.14 Date: 7/31/2022 Perf: $1,517.43 Date: 6/30/2022 Perf: $1,495.89 Date: 5/31/2022 Perf: $1,478.16 Date: 4/30/2022 Perf: $1,431.35 Date: 3/31/2022 Perf: $1,401.64 Date: 2/28/2022 Perf: $1,344.49 Date: 1/31/2022 Perf: $1,308.89 Date: 12/31/2021 Perf: $1,300.18 Date: 11/30/2021 Perf: $1,316.51 Date: 10/31/2021 Perf: $1,303.99 Date: 9/30/2021 Perf: $1,253.71 Date: 8/31/2021 Perf: $1,240.69 Date: 7/31/2021 Perf: $1,231.08 Date: 6/30/2021 Perf: $1,273.62 Date: 5/31/2021 Perf: $1,290.27 Date: 4/30/2021 Perf: $1,282.19 Date: 3/31/2021 Perf: $1,280.27 Date: 2/28/2021 Perf: $1,294.64 Date: 1/31/2021 Perf: $1,236.41 Date: 12/31/2020 Perf: $1,254.98 Date: 11/30/2020 Perf: $1,247.00 Date: 10/31/2020 Perf: $1,220.15 Date: 9/30/2020 Perf: $1,219.79 Date: 8/31/2020 Perf: $1,211.67 Date: 7/31/2020 Perf: $1,217.15 Date: 6/30/2020 Perf: $1,257.38 Date: 5/31/2020 Perf: $1,236.97 Date: 4/30/2020 Perf: $1,250.35 Date: 3/31/2020 Perf: $1,277.96 Date: 2/29/2020 Perf: $1,153.81 Date: 1/31/2020 Perf: $1,100.96 Date: 12/31/2019 Perf: $1,136.18 Date: 11/30/2019 Perf: $1,119.61 Date: 10/31/2019 Perf: $1,109.74 Date: 9/30/2019 Perf: $1,102.02 Date: 8/31/2019 Perf: $1,076.09 Date: 7/31/2019 Perf: $1,038.80 Date: 6/30/2019 Perf: $1,042.76 Date: 5/31/2019 Perf: $1,034.69 Date: 4/30/2019 Perf: $1,054.62 Date: 3/31/2019 Perf: $1,045.21 Date: 2/28/2019 Perf: $1,050.46 Date: 1/31/2019 Perf: $1,062.79 Date: 12/31/2018 Perf: $1,086.26 Date: 11/30/2018 Perf: $1,094.13 Date: 10/31/2018 Perf: $1,113.40 Date: 9/30/2018 Perf: $1,075.85 Date: 8/31/2018 Perf: $1,121.84 Date: 7/31/2018 Perf: $1,152.38 Date: 6/30/2018 Perf: $1,170.88 Date: 5/31/2018 Perf: $1,200.91 Date: 4/30/2018 Perf: $1,203.55 Date: 3/31/2018 Perf: $1,227.99 Date: 2/28/2018 Perf: $1,264.67 Date: 1/31/2018 Perf: $1,254.50 Date: 12/31/2017 Perf: $1,262.20 Date: 11/30/2017 Perf: $1,230.46 Date: 10/31/2017 Perf: $1,259.04 Date: 9/30/2017 Perf: $1,251.28 Date: 8/31/2017 Perf: $1,230.36 Date: 7/31/2017 Perf: $1,231.10 Date: 6/30/2017 Perf: $1,195.71 Date: 5/31/2017 Perf: $1,156.62 Date: 4/30/2017 Perf: $1,163.60 Date: 3/31/2017 Perf: $1,164.30 Date: 2/28/2017 Perf: $1,177.96 Date: 1/31/2017 Perf: $1,216.65 Date: 12/31/2016 Perf: $1,223.13 Date: 11/30/2016 Perf: $1,230.27 Date: 10/31/2016 Perf: $1,242.44 Date: 9/30/2016 Perf: $1,312.53 Date: 8/31/2016 Perf: $1,378.86 Date: 7/31/2016 Perf: $1,417.85 Date: 6/30/2016 Perf: $1,399.24 Date: 5/31/2016 Perf: $1,391.58 Date: 4/30/2016 Perf: $1,424.34 Date: 3/31/2016 Perf: $1,395.18 Date: 2/29/2016 Perf: $1,393.37 Date: 1/31/2016 Perf: $1,342.23 Date: 12/31/2015 Perf: $1,290.24 Date: 11/30/2015 Perf: $1,327.68 Date: 10/31/2015 Perf: $1,298.21 Date: 9/30/2015 Perf: $1,274.38 Date: 8/31/2015 Perf: $1,268.79 Date: 7/31/2015 Perf: $1,210.57 Date: 6/30/2015 Perf: $1,163.22 Date: 5/31/2015 Perf: $1,174.14 Date: 4/30/2015 Perf: $1,141.38 Date: 3/31/2015 Perf: $1,118.35 Date: 2/28/2015 Perf: $1,073.48 Date: 1/31/2015 Perf: $1,055.64 Date: 12/31/2014 Perf: $1,068.67 Date: 11/30/2014 Perf: $1,023.63 Date: 10/31/2014 Perf: $997.40 Date: 9/30/2014 Perf: $962.74 Date: 8/31/2014 Perf: $993.24 Date: 7/31/2014 Perf: $963.65 Date: 6/30/2014 Perf: $969.96 Date: 5/31/2014 Perf: $966.86 Date: 4/30/2014 Perf: $946.23 Date: 3/31/2014 Perf: $963.68 Date: 2/28/2014 Perf: $972.43 Date: 1/31/2014 Perf: $947.97 Date: 12/31/2013 Perf: $952.73 Date: 11/30/2013 Perf: $925.07 Date: 10/31/2013 Perf: $935.93 Date: 9/30/2013 Perf: $927.03 Date: 8/31/2013 Perf: $946.34 Date: 7/31/2013 Perf: $948.42 Date: 6/30/2013 Perf: $945.49 Date: 5/31/2013 Perf: $918.22 Date: 4/30/2013 Perf: $923.49 Date: 3/31/2013 Perf: $917.70 Date: 2/28/2013 Perf: $932.25 Date: 1/31/2013 Perf: $965.96 Date: 12/31/2012 Perf: $952.34 Date: 11/30/2012 Perf: $968.02 Date: 10/31/2012 Perf: $981.17 Date: 9/30/2012 Perf: $1,021.41 Date: 8/31/2012 Perf: $1,027.58 Date: 7/31/2012 Perf: $1,047.16 Date: 6/30/2012 Perf: $1,005.92 Date: 5/31/2012 Perf: $1,036.39 Date: 4/30/2012 Perf: $961.13 Date: 3/31/2012 Perf: $982.95 Date: 2/29/2012 Perf: $975.15 Date: 1/31/2012 Perf: $996.78 Date: 12/31/2011 Perf: $1,004.11 Date: 11/30/2011 Perf: $996.24 Date: 10/31/2011 Perf: $1,006.51 Date: 9/30/2011 Perf: $1,023.19 Date: 8/31/2011 Perf: $976.32 Date: 7/31/2011 Perf: $961.70 Date: 6/30/2011 Perf: $966.15 Date: 5/31/2011 Perf: $955.73 Date: 4/30/2011 Perf: $1,001.50 Date: 3/31/2011 Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 03/11 - 01/23
Date: 2/28/2023 Return: 0.32 % Date: 1/31/2023 Return: -5.76 % Date: 12/31/2022 Return: -1.45 % Date: 11/30/2022 Return: -0.90 % Date: 10/31/2022 Return: -2.30 % Date: 9/30/2022 Return: 3.96 % Date: 8/31/2022 Return: -0.81 % Date: 7/31/2022 Return: 1.44 % Date: 6/30/2022 Return: 1.20 % Date: 5/31/2022 Return: 3.27 % Date: 4/30/2022 Return: 2.12 % Date: 3/31/2022 Return: 4.25 % Date: 2/28/2022 Return: 2.72 % Date: 1/31/2022 Return: 0.67 % Date: 12/31/2021 Return: -1.24 % Date: 11/30/2021 Return: 0.96 % Date: 10/31/2021 Return: 4.01 % Date: 9/30/2021 Return: 1.05 % Date: 8/31/2021 Return: 0.78 % Date: 7/31/2021 Return: -3.34 % Date: 6/30/2021 Return: -1.29 % Date: 5/31/2021 Return: 0.63 % Date: 4/30/2021 Return: 0.15 % Date: 3/31/2021 Return: -1.11 % Date: 2/28/2021 Return: 4.71 % Date: 1/31/2021 Return: -1.48 % Date: 12/31/2020 Return: 0.64 % Date: 11/30/2020 Return: 2.20 % Date: 10/31/2020 Return: 0.03 % Date: 9/30/2020 Return: 0.67 % Date: 8/31/2020 Return: -0.45 % Date: 7/31/2020 Return: -3.20 % Date: 6/30/2020 Return: 1.65 % Date: 5/31/2020 Return: -1.07 % Date: 4/30/2020 Return: -2.16 % Date: 3/31/2020 Return: 10.76 % Date: 2/29/2020 Return: 4.80 % Date: 1/31/2020 Return: -3.10 % Date: 12/31/2019 Return: 1.48 % Date: 11/30/2019 Return: 0.89 % Date: 10/31/2019 Return: 0.70 % Date: 9/30/2019 Return: 2.41 % Date: 8/31/2019 Return: 3.59 % Date: 7/31/2019 Return: -0.38 % Date: 6/30/2019 Return: 0.78 % Date: 5/31/2019 Return: -1.89 % Date: 4/30/2019 Return: 0.90 % Date: 3/31/2019 Return: -0.50 % Date: 2/28/2019 Return: -1.16 % Date: 1/31/2019 Return: -2.16 % Date: 12/31/2018 Return: -0.72 % Date: 11/30/2018 Return: -1.73 % Date: 10/31/2018 Return: 3.49 % Date: 9/30/2018 Return: -4.10 % Date: 8/31/2018 Return: -2.65 % Date: 7/31/2018 Return: -1.58 % Date: 6/30/2018 Return: -2.50 % Date: 5/31/2018 Return: -0.22 % Date: 4/30/2018 Return: -1.99 % Date: 3/31/2018 Return: -2.90 % Date: 2/28/2018 Return: 0.81 % Date: 1/31/2018 Return: -0.61 % Date: 12/31/2017 Return: 2.58 % Date: 11/30/2017 Return: -2.27 % Date: 10/31/2017 Return: 0.62 % Date: 9/30/2017 Return: 1.70 % Date: 8/31/2017 Return: -0.06 % Date: 7/31/2017 Return: 2.96 % Date: 6/30/2017 Return: 3.38 % Date: 5/31/2017 Return: -0.60 % Date: 4/30/2017 Return: -0.06 % Date: 3/31/2017 Return: -1.16 % Date: 2/28/2017 Return: -3.18 % Date: 1/31/2017 Return: -0.53 % Date: 12/31/2016 Return: -0.58 % Date: 11/30/2016 Return: -0.98 % Date: 10/31/2016 Return: -5.34 % Date: 9/30/2016 Return: -4.81 % Date: 8/31/2016 Return: -2.75 % Date: 7/31/2016 Return: 1.33 % Date: 6/30/2016 Return: 0.55 % Date: 5/31/2016 Return: -2.30 % Date: 4/30/2016 Return: 2.09 % Date: 3/31/2016 Return: 0.13 % Date: 2/29/2016 Return: 3.81 % Date: 1/31/2016 Return: 4.03 % Date: 12/31/2015 Return: -2.82 % Date: 11/30/2015 Return: 2.27 % Date: 10/31/2015 Return: 1.87 % Date: 9/30/2015 Return: 0.44 % Date: 8/31/2015 Return: 4.81 % Date: 7/31/2015 Return: 4.07 % Date: 6/30/2015 Return: -0.93 % Date: 5/31/2015 Return: 2.87 % Date: 4/30/2015 Return: 2.06 % Date: 3/31/2015 Return: 4.18 % Date: 2/28/2015 Return: 1.69 % Date: 1/31/2015 Return: -1.22 % Date: 12/31/2014 Return: 4.40 % Date: 11/30/2014 Return: 2.63 % Date: 10/31/2014 Return: 3.60 % Date: 9/30/2014 Return: -3.07 % Date: 8/31/2014 Return: 3.07 % Date: 7/31/2014 Return: -0.65 % Date: 6/30/2014 Return: 0.32 % Date: 5/31/2014 Return: 2.18 % Date: 4/30/2014 Return: -1.81 % Date: 3/31/2014 Return: -0.90 % Date: 2/28/2014 Return: 2.58 % Date: 1/31/2014 Return: -0.50 % Date: 12/31/2013 Return: 2.99 % Date: 11/30/2013 Return: -1.16 % Date: 10/31/2013 Return: 0.96 % Date: 9/30/2013 Return: -2.04 % Date: 8/31/2013 Return: -0.22 % Date: 7/31/2013 Return: 0.31 % Date: 6/30/2013 Return: 2.97 % Date: 5/31/2013 Return: -0.57 % Date: 4/30/2013 Return: 0.63 % Date: 3/31/2013 Return: -1.56 % Date: 2/28/2013 Return: -3.49 % Date: 1/31/2013 Return: 1.43 % Date: 12/31/2012 Return: -1.62 % Date: 11/30/2012 Return: -1.34 % Date: 10/31/2012 Return: -3.94 % Date: 9/30/2012 Return: -0.60 % Date: 8/31/2012 Return: -1.87 % Date: 7/31/2012 Return: 4.10 % Date: 6/30/2012 Return: -2.94 % Date: 5/31/2012 Return: 7.83 % Date: 4/30/2012 Return: -2.22 % Date: 3/31/2012 Return: 0.80 % Date: 2/29/2012 Return: -2.17 % Date: 1/31/2012 Return: -0.73 % Date: 12/31/2011 Return: 0.79 % Date: 11/30/2011 Return: -1.02 % Date: 10/31/2011 Return: -1.63 % Date: 9/30/2011 Return: 4.80 % Date: 8/31/2011 Return: 1.52 % Date: 7/31/2011 Return: -0.46 % Date: 6/30/2011 Return: 1.09 % Date: 5/31/2011 Return: -4.57 % Date: 4/30/2011 Return: 0.15 % Date: 3/31/2011 Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 03/11 - 01/23
Return: -6.00 % Count: 1 Return: 11.00 % Count: 1 Return: 3.00 % Count: 12 Return: -4.00 % Count: 2 Return: 4.00 % Count: 11 Return: -3.00 % Count: 11 Return: 8.00 % Count: 1 Return: -1.00 % Count: 27 Return: -2.00 % Count: 18 Return: 5.00 % Count: 4 Return: 2.00 % Count: 12 Return: 1.00 % Count: 24 Return: -5.00 % Count: 3 Return: 0.00 % Count: 17

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 03/11 - 01/23
Date: 2/28/2023 Drawdown: -9.79 % Date: 1/31/2023 Drawdown: -10.08 % Date: 12/31/2022 Drawdown: -4.58 % Date: 11/30/2022 Drawdown: -3.18 % Date: 10/31/2022 Drawdown: -2.30 % Date: 9/30/2022 Drawdown: 0.00 % Date: 8/31/2022 Drawdown: -0.81 % Date: 7/31/2022 Drawdown: 0.00 % Date: 6/30/2022 Drawdown: 0.00 % Date: 5/31/2022 Drawdown: 0.00 % Date: 4/30/2022 Drawdown: 0.00 % Date: 3/31/2022 Drawdown: -1.59 % Date: 2/28/2022 Drawdown: -5.61 % Date: 1/31/2022 Drawdown: -8.11 % Date: 12/31/2021 Drawdown: -8.72 % Date: 11/30/2021 Drawdown: -7.57 % Date: 10/31/2021 Drawdown: -8.45 % Date: 9/30/2021 Drawdown: -11.98 % Date: 8/31/2021 Drawdown: -12.89 % Date: 7/31/2021 Drawdown: -13.57 % Date: 6/30/2021 Drawdown: -10.58 % Date: 5/31/2021 Drawdown: -9.41 % Date: 4/30/2021 Drawdown: -9.98 % Date: 3/31/2021 Drawdown: -10.12 % Date: 2/28/2021 Drawdown: -9.11 % Date: 1/31/2021 Drawdown: -13.19 % Date: 12/31/2020 Drawdown: -11.89 % Date: 11/30/2020 Drawdown: -12.45 % Date: 10/31/2020 Drawdown: -14.34 % Date: 9/30/2020 Drawdown: -14.36 % Date: 8/31/2020 Drawdown: -14.93 % Date: 7/31/2020 Drawdown: -14.55 % Date: 6/30/2020 Drawdown: -11.72 % Date: 5/31/2020 Drawdown: -13.15 % Date: 4/30/2020 Drawdown: -12.22 % Date: 3/31/2020 Drawdown: -10.28 % Date: 2/29/2020 Drawdown: -18.99 % Date: 1/31/2020 Drawdown: -22.70 % Date: 12/31/2019 Drawdown: -20.23 % Date: 11/30/2019 Drawdown: -21.39 % Date: 10/31/2019 Drawdown: -22.09 % Date: 9/30/2019 Drawdown: -22.63 % Date: 8/31/2019 Drawdown: -24.45 % Date: 7/31/2019 Drawdown: -27.07 % Date: 6/30/2019 Drawdown: -26.79 % Date: 5/31/2019 Drawdown: -27.36 % Date: 4/30/2019 Drawdown: -25.96 % Date: 3/31/2019 Drawdown: -26.62 % Date: 2/28/2019 Drawdown: -26.25 % Date: 1/31/2019 Drawdown: -25.38 % Date: 12/31/2018 Drawdown: -23.74 % Date: 11/30/2018 Drawdown: -23.18 % Date: 10/31/2018 Drawdown: -21.83 % Date: 9/30/2018 Drawdown: -24.47 % Date: 8/31/2018 Drawdown: -21.24 % Date: 7/31/2018 Drawdown: -19.09 % Date: 6/30/2018 Drawdown: -17.79 % Date: 5/31/2018 Drawdown: -15.69 % Date: 4/30/2018 Drawdown: -15.50 % Date: 3/31/2018 Drawdown: -13.79 % Date: 2/28/2018 Drawdown: -11.21 % Date: 1/31/2018 Drawdown: -11.92 % Date: 12/31/2017 Drawdown: -11.38 % Date: 11/30/2017 Drawdown: -13.61 % Date: 10/31/2017 Drawdown: -11.61 % Date: 9/30/2017 Drawdown: -12.15 % Date: 8/31/2017 Drawdown: -13.62 % Date: 7/31/2017 Drawdown: -13.57 % Date: 6/30/2017 Drawdown: -16.05 % Date: 5/31/2017 Drawdown: -18.80 % Date: 4/30/2017 Drawdown: -18.31 % Date: 3/31/2017 Drawdown: -18.26 % Date: 2/28/2017 Drawdown: -17.30 % Date: 1/31/2017 Drawdown: -14.58 % Date: 12/31/2016 Drawdown: -14.13 % Date: 11/30/2016 Drawdown: -13.63 % Date: 10/31/2016 Drawdown: -12.77 % Date: 9/30/2016 Drawdown: -7.85 % Date: 8/31/2016 Drawdown: -3.19 % Date: 7/31/2016 Drawdown: -0.46 % Date: 6/30/2016 Drawdown: -1.76 % Date: 5/31/2016 Drawdown: -2.30 % Date: 4/30/2016 Drawdown: 0.00 % Date: 3/31/2016 Drawdown: 0.00 % Date: 2/29/2016 Drawdown: 0.00 % Date: 1/31/2016 Drawdown: 0.00 % Date: 12/31/2015 Drawdown: -2.82 % Date: 11/30/2015 Drawdown: 0.00 % Date: 10/31/2015 Drawdown: 0.00 % Date: 9/30/2015 Drawdown: 0.00 % Date: 8/31/2015 Drawdown: 0.00 % Date: 7/31/2015 Drawdown: 0.00 % Date: 6/30/2015 Drawdown: -0.93 % Date: 5/31/2015 Drawdown: 0.00 % Date: 4/30/2015 Drawdown: 0.00 % Date: 3/31/2015 Drawdown: 0.00 % Date: 2/28/2015 Drawdown: 0.00 % Date: 1/31/2015 Drawdown: -1.22 % Date: 12/31/2014 Drawdown: 0.00 % Date: 11/30/2014 Drawdown: -2.25 % Date: 10/31/2014 Drawdown: -4.75 % Date: 9/30/2014 Drawdown: -8.06 % Date: 8/31/2014 Drawdown: -5.15 % Date: 7/31/2014 Drawdown: -7.97 % Date: 6/30/2014 Drawdown: -7.37 % Date: 5/31/2014 Drawdown: -7.67 % Date: 4/30/2014 Drawdown: -9.64 % Date: 3/31/2014 Drawdown: -7.97 % Date: 2/28/2014 Drawdown: -7.14 % Date: 1/31/2014 Drawdown: -9.47 % Date: 12/31/2013 Drawdown: -9.02 % Date: 11/30/2013 Drawdown: -11.66 % Date: 10/31/2013 Drawdown: -10.62 % Date: 9/30/2013 Drawdown: -11.47 % Date: 8/31/2013 Drawdown: -9.63 % Date: 7/31/2013 Drawdown: -9.43 % Date: 6/30/2013 Drawdown: -9.71 % Date: 5/31/2013 Drawdown: -12.31 % Date: 4/30/2013 Drawdown: -11.81 % Date: 3/31/2013 Drawdown: -12.36 % Date: 2/28/2013 Drawdown: -10.97 % Date: 1/31/2013 Drawdown: -7.75 % Date: 12/31/2012 Drawdown: -9.06 % Date: 11/30/2012 Drawdown: -7.56 % Date: 10/31/2012 Drawdown: -6.30 % Date: 9/30/2012 Drawdown: -2.46 % Date: 8/31/2012 Drawdown: -1.87 % Date: 7/31/2012 Drawdown: 0.00 % Date: 6/30/2012 Drawdown: -2.94 % Date: 5/31/2012 Drawdown: 0.00 % Date: 4/30/2012 Drawdown: -6.06 % Date: 3/31/2012 Drawdown: -3.93 % Date: 2/29/2012 Drawdown: -4.69 % Date: 1/31/2012 Drawdown: -2.58 % Date: 12/31/2011 Drawdown: -1.86 % Date: 11/30/2011 Drawdown: -2.63 % Date: 10/31/2011 Drawdown: -1.63 % Date: 9/30/2011 Drawdown: 0.00 % Date: 8/31/2011 Drawdown: -2.51 % Date: 7/31/2011 Drawdown: -3.97 % Date: 6/30/2011 Drawdown: -3.53 % Date: 5/31/2011 Drawdown: -4.57 % Date: 4/30/2011 Drawdown: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Manager Information

Manager Name:  Altiq LLP
Address: 29 Farm Street
City: London
State:
Zip: W1J 5RL
Country: United Kindom

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Investment Methodology
 Macro-economic Yes 
 Systematic Yes 
 Diversified Yes 
 Mean-reversion Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Medium Term Yes 
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $1,000,000 
 Margin / Equity Ratio:  
 Managed Account Availability: Open 
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There are substantial risks and conflicts of interests associated with Managed Futures and commodities accounts, and you should only invest risk capital. The success of an investment is dependent upon the ability of a commodity trading advisor (CTA) to identify profitable investment opportunities and successfully trade. The identification of attractive trading opportunities is difficult, requires skill, and involves a significant degree of uncertainty. CTAs have total trading authority, and the use of a single CTA could mean a lack of diversification and higher risk. The high degree of leverage often obtainable in commodity trading can work against you as well as for you, and can lead to large losses as well as gains. Returns generated from a CTA’s trading, if any, may not adequately compensate you for the business and financial risks you assume. You can lose all or a substantial amount of your investment. If you use notional funding, you may lose more than your initial cash investment. Managed Futures and commodities accounts may be subject to substantial charges for management and advisory fees. It may be necessary for accounts that are subject to these charges to make substantial trading profits in order to avoid depletion or exhaustion of their assets. The disclosure document contains a complete description of each fee to be charged to your account by a CTA. CTAs may trade highly illiquid markets, or on foreign markets, and may not be able to close or offset positions immediately upon request. You may have market exposure even after the CTA has a request for closure or liquidation. PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.




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