Altiq LLP

Altiq Futures Program *QEP*


Monthly Performance (%)

Date Range: 03/11 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 -3.11 4.82 10.81 -2.17 -1.07 1.65 -3.20 -0.45 0.67 0.03   7.44 
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 - 10/20
  Program S&P 500 Coquest 40 
Total Return 22.07% 201.06% 1.12% 
Annualized Return 2.10% 12.08% 0.11% 
Annualized Std. Deviation 9.09% 13.29% 8.15% 
Correlation -0.31 0.21 
Sharpe Ratio (rf=2.5%) -0.04 0.72 -0.29 
Worst Month -5.34% -12.35% -6.10% 
Date of Worst Month 10/2016 03/2020 02/2018 
Worst Drawdown -27.36% -19.60% -15.74% 
Date of Worst Drawdown 4/16 - 5/19 12/19 - 3/20 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 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 7.44 2.77 -3.54 
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 - 10/20
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: 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: 10/31/2020
Perf: $1,220.69 Date: 9/30/2020
Perf: $1,220.32 Date: 8/31/2020
Perf: $1,212.20 Date: 7/31/2020
Perf: $1,217.68 Date: 6/30/2020
Perf: $1,257.93 Date: 5/31/2020
Perf: $1,237.51 Date: 4/30/2020
Perf: $1,250.90 Date: 3/31/2020
Perf: $1,278.65 Date: 2/29/2020
Perf: $1,153.91 Date: 1/31/2020
Perf: $1,100.85 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 - 10/20
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: -2.17 % Date: 3/31/2020
Return: 10.81 % Date: 2/29/2020
Return: 4.82 % Date: 1/31/2020
Return: -3.11 % 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 - 10/20
Return: 11.00 %
Count: 1 Return: 3.00 %
Count: 10 Return: -4.00 %
Count: 2 Return: 4.00 %
Count: 8 Return: -3.00 %
Count: 10 Return: 8.00 %
Count: 1 Return: -1.00 %
Count: 20 Return: -2.00 %
Count: 17 Return: 5.00 %
Count: 3 Return: 2.00 %
Count: 10 Return: 1.00 %
Count: 16 Return: -5.00 %
Count: 3 Return: 0.00 %
Count: 15

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 - 10/20
Date: 10/31/2020
Drawdown: -14.30 % Date: 9/30/2020
Drawdown: -14.32 % Date: 8/31/2020
Drawdown: -14.89 % Date: 7/31/2020
Drawdown: -14.51 % Date: 6/30/2020
Drawdown: -11.68 % Date: 5/31/2020
Drawdown: -13.12 % Date: 4/30/2020
Drawdown: -12.18 % Date: 3/31/2020
Drawdown: -10.23 % Date: 2/29/2020
Drawdown: -18.99 % Date: 1/31/2020
Drawdown: -22.71 % 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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