Quantix Commodities LP

Quantix Commodity Alpha Strategy *QEP*


Monthly Performance (%)

Date Range: 06/19 - 09/21
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2021 0.48 0.48 0.40 1.19 1.34 2.17 -0.87 -0.32 -0.21   4.72 
2020 4.00 1.17 5.04 3.68 0.01 1.14 2.79 -1.95 -2.80 -2.06 2.19 0.43  14.13 
2019 1.32 -1.39 -2.69 -0.66 1.88 -0.05  -1.65 

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

Relative value, absolute return strategy based on a form of ‘index arbitrage’. Differentiated investment philosophy incorporating a deep understanding of index mechanics as well as fundamentals, expressed via optimal vs suboptimal exposure Combining a persistent Structural Alpha with the flexibility ofTactical Implementations and active risk management.

Performance Statistics

Date Range: 06/19 - 09/21
  Program S&P 500 Coquest 40 
Total Return 17.54% 63.01% 12.39% 
Annualized Return 7.45% 23.30% 5.13% 
Annualized Std. Deviation 6.67% 17.74% 5.85% 
Correlation 0.02 0.28 
Sharpe Ratio (rf=2.5%) 0.74 1.17 0.45 
Worst Month -2.80% -12.35% -2.77% 
Date of Worst Month 09/2020 03/2020 09/2019 
Worst Drawdown -6.66% -19.60% -7.96% 
Date of Worst Drawdown 7/20 - 10/20 12/19 - 3/20 8/19 - 10/20 

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: 06/19 - 09/21
Year or YTD Program S&P 500 Coquest 40 
2021 4.72 15.93 6.73 
2020 14.13 18.40 0.97 
2019 -1.65 10.94 2.24 

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: 06/19 - 09/21
Date: 9/30/2021
Perf: $1,101.85 Date: 8/31/2021
Perf: $1,096.36 Date: 7/31/2021
Perf: $1,096.14 Date: 6/30/2021
Perf: $1,091.34 Date: 5/31/2021
Perf: $1,095.51 Date: 4/30/2021
Perf: $1,079.74 Date: 3/31/2021
Perf: $1,061.07 Date: 2/28/2021
Perf: $1,047.04 Date: 1/31/2021
Perf: $1,023.00 Date: 12/31/2020
Perf: $1,032.39 Date: 11/30/2020
Perf: $994.88 Date: 10/31/2020
Perf: $986.20 Date: 9/30/2020
Perf: $989.37 Date: 8/31/2020
Perf: $1,004.03 Date: 7/31/2020
Perf: $1,015.50 Date: 6/30/2020
Perf: $996.47 Date: 5/31/2020
Perf: $1,009.39 Date: 4/30/2020
Perf: $1,021.34 Date: 3/31/2020
Perf: $1,017.98 Date: 2/29/2020
Perf: $1,017.37 Date: 1/31/2020
Perf: $1,032.76 Date: 12/31/2019
Perf: $1,022.43 Date: 11/30/2019
Perf: $1,028.81 Date: 10/31/2019
Perf: $1,018.83 Date: 9/30/2019
Perf: $1,041.85 Date: 8/31/2019
Perf: $1,071.53 Date: 7/31/2019
Perf: $1,034.10 Date: 6/30/2019
Perf: $1,000.00 Date: 9/30/2021
Perf: $1,522.75 Date: 8/31/2021
Perf: $1,597.01 Date: 7/31/2021
Perf: $1,549.89 Date: 6/30/2021
Perf: $1,513.86 Date: 5/31/2021
Perf: $1,479.39 Date: 4/30/2021
Perf: $1,469.11 Date: 3/31/2021
Perf: $1,394.64 Date: 2/28/2021
Perf: $1,336.12 Date: 1/31/2021
Perf: $1,300.23 Date: 12/31/2020
Perf: $1,313.50 Date: 11/30/2020
Perf: $1,264.92 Date: 10/31/2020
Perf: $1,140.08 Date: 9/30/2020
Perf: $1,171.24 Date: 8/31/2020
Perf: $1,217.50 Date: 7/31/2020
Perf: $1,135.84 Date: 6/30/2020
Perf: $1,075.20 Date: 5/31/2020
Perf: $1,054.22 Date: 4/30/2020
Perf: $1,006.32 Date: 3/31/2020
Perf: $891.97 Date: 2/29/2020
Perf: $1,017.65 Date: 1/31/2020
Perf: $1,108.91 Date: 12/31/2019
Perf: $1,109.35 Date: 11/30/2019
Perf: $1,076.83 Date: 10/31/2019
Perf: $1,039.11 Date: 9/30/2019
Perf: $1,017.04 Date: 8/31/2019
Perf: $998.37 Date: 7/31/2019
Perf: $1,014.40 Date: 6/30/2019
Perf: $1,000.00 Date: 9/30/2021
Perf: $1,175.45 Date: 8/31/2021
Perf: $1,177.92 Date: 7/31/2021
Perf: $1,181.70 Date: 6/30/2021
Perf: $1,192.07 Date: 5/31/2021
Perf: $1,166.75 Date: 4/30/2021
Perf: $1,151.33 Date: 3/31/2021
Perf: $1,137.79 Date: 2/28/2021
Perf: $1,133.25 Date: 1/31/2021
Perf: $1,127.84 Date: 12/31/2020
Perf: $1,122.45 Date: 11/30/2020
Perf: $1,117.65 Date: 10/31/2020
Perf: $1,093.69 Date: 9/30/2020
Perf: $1,116.70 Date: 8/31/2020
Perf: $1,148.87 Date: 7/31/2020
Perf: $1,171.71 Date: 6/30/2020
Perf: $1,139.91 Date: 5/31/2020
Perf: $1,127.06 Date: 4/30/2020
Perf: $1,126.95 Date: 3/31/2020
Perf: $1,086.95 Date: 2/29/2020
Perf: $1,034.80 Date: 1/31/2020
Perf: $1,022.83 Date: 12/31/2019
Perf: $983.49 Date: 11/30/2019
Perf: $983.98 Date: 10/31/2019
Perf: $965.82 Date: 9/30/2019
Perf: $972.24 Date: 8/31/2019
Perf: $999.12 Date: 7/31/2019
Perf: $1,013.20 Date: 6/30/2019
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: 06/19 - 09/21
Date: 9/30/2021
Return: -0.21 % Date: 8/31/2021
Return: -0.32 % Date: 7/31/2021
Return: -0.87 % Date: 6/30/2021
Return: 2.17 % Date: 5/31/2021
Return: 1.34 % Date: 4/30/2021
Return: 1.19 % Date: 3/31/2021
Return: 0.40 % Date: 2/28/2021
Return: 0.48 % Date: 1/31/2021
Return: 0.48 % Date: 12/31/2020
Return: 0.43 % Date: 11/30/2020
Return: 2.19 % Date: 10/31/2020
Return: -2.06 % Date: 9/30/2020
Return: -2.80 % Date: 8/31/2020
Return: -1.95 % Date: 7/31/2020
Return: 2.79 % Date: 6/30/2020
Return: 1.14 % Date: 5/31/2020
Return: 0.01 % Date: 4/30/2020
Return: 3.68 % Date: 3/31/2020
Return: 5.04 % Date: 2/29/2020
Return: 1.17 % Date: 1/31/2020
Return: 4.00 % Date: 12/31/2019
Return: -0.05 % Date: 11/30/2019
Return: 1.88 % Date: 10/31/2019
Return: -0.66 % Date: 9/30/2019
Return: -2.69 % Date: 8/31/2019
Return: -1.39 % Date: 7/31/2019
Return: 1.32 % Date: 6/30/2019
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: 06/19 - 09/21
Return: -2.00 %
Count: 2 Return: 3.00 %
Count: 1 Return: 5.00 %
Count: 1 Return: 4.00 %
Count: 2 Return: 2.00 %
Count: 3 Return: -3.00 %
Count: 2 Return: -1.00 %
Count: 3 Return: 1.00 %
Count: 5 Return: 0.00 %
Count: 9

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: 06/19 - 09/21
Date: 9/30/2021
Drawdown: -1.39 % Date: 8/31/2021
Drawdown: -1.19 % Date: 7/31/2021
Drawdown: -0.87 % Date: 6/30/2021
Drawdown: 0.00 % Date: 5/31/2021
Drawdown: -0.42 % Date: 4/30/2021
Drawdown: -1.74 % Date: 3/31/2021
Drawdown: -2.90 % Date: 2/28/2021
Drawdown: -3.28 % Date: 1/31/2021
Drawdown: -3.74 % Date: 12/31/2020
Drawdown: -4.20 % Date: 11/30/2020
Drawdown: -4.61 % Date: 10/31/2020
Drawdown: -6.66 % Date: 9/30/2020
Drawdown: -4.70 % Date: 8/31/2020
Drawdown: -1.95 % Date: 7/31/2020
Drawdown: 0.00 % Date: 6/30/2020
Drawdown: 0.00 % Date: 5/31/2020
Drawdown: 0.00 % Date: 4/30/2020
Drawdown: 0.00 % Date: 3/31/2020
Drawdown: 0.00 % Date: 2/29/2020
Drawdown: 0.00 % Date: 1/31/2020
Drawdown: 0.00 % Date: 12/31/2019
Drawdown: -2.93 % Date: 11/30/2019
Drawdown: -2.88 % Date: 10/31/2019
Drawdown: -4.68 % Date: 9/30/2019
Drawdown: -4.04 % Date: 8/31/2019
Drawdown: -1.39 % Date: 7/31/2019
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:  Quantix Commodities LP
Address:
City:
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Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Meats Yes 
 Investment Methodology
 Fundamental Analysis Yes 
 Systematic Yes 
 Sector Specialist Yes 
 Mean-reversion Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Investment Terms & Information
 Managed Account Minimum:  
 Margin / Equity Ratio: 10% 
 Managed Account Availability: Open 
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