KeyQuant SAS

Key Trends Program 20 Vol *FRN*


Monthly Performance (%)

Date Range: 12/09 - 10/19
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2019 -5.81 1.07 12.29 4.63 -2.95 12.37 4.05 7.42 -7.38 -4.31   20.83 
2018 10.03 -11.45 0.39 2.78 -0.58 2.27 1.21 2.72 -1.22 -10.90 -2.22 -2.59  -10.92 
2017 -7.03 11.75 -5.53 2.44 2.63 -13.17 1.79 4.83 -8.59 9.22 -1.16 -0.15  -5.80 
2016 7.47 2.18 -6.06 -2.69 -0.38 7.11 1.84 -5.57 -0.93 -8.40 0.53 5.19  -1.15 
2015 15.74 -2.56 4.44 -10.16 -1.70 -4.30 5.68 -5.28 6.91 -1.56 4.88 -4.39  5.16 
2014 -5.47 3.42 -4.85 4.98 6.09 -0.59 -6.15 13.24 6.35 5.72 12.38 5.61  46.06 
2013 -2.21 5.16 4.77 7.04 -2.56 -6.32 -0.91 -7.35 -1.60 6.25 5.37 -5.13  1.01 
2012 7.28 1.32 -3.35 1.78 -4.28 -7.73 13.00 -2.99 -3.29 -7.70 2.78 -1.69  -6.63 
2011 -1.31 4.53 -2.22 8.57 -2.87 -4.52 10.24 3.29 -4.16 -4.89 -1.88 5.43  9.05 
2010 -6.45 4.57 8.93 3.62 -2.85 -1.75 1.97 10.53 8.34 7.72 -3.73 7.72  43.76 

Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

Key Trends is a medium-to-long-term systematic trading system, investing in the most liquid global futures markets, aiming to outperform traditional CTAs. Based on its innovative probabilistic model, Key Trends is able to detect establishing trends quickly, to characterize high potential established trends, as well as detecting trend reversals sooner, thus elevating Key Trends' profit potential versus its peers. Moreover, thanks to a unique “Global Economic Factor” (GEF), Key Trends is able to assess the strength of global economic trends in order to optimize its portfolio exposure.

Performance Statistics

Date Range: 12/09 - 10/19
  Program S&P 500 Coquest 40 
Total Return 127.62% 240.75% 11.98% 
Annualized Return 8.72% 13.16% 1.15% 
Annualized Std. Deviation 21.03% 12.42% 8.67% 
Correlation 0.24 0.86 
Sharpe Ratio (rf=2.5%) 0.30 0.86 -0.16 
Worst Month -13.17% -9.03% -6.10% 
Date of Worst Month 06/2017 12/2018 02/2018 
Worst Drawdown -30.24% -16.26% -15.74% 
Date of Worst Drawdown 3/15 - 1/19 4/11 - 9/11 4/11 - 9/13 

Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 12/09 - 10/19
Year or YTD Program S&P 500 Coquest 40 
2019 20.83 23.18 7.15 
2018 -10.92 -4.38 -4.29 
2017 -5.80 21.84 1.24 
2016 -1.15 11.98 -3.13 
2015 5.16 1.41 0.09 
2014 46.06 13.69 15.75 
2013 1.01 32.41 -2.45 
2012 -6.63 15.98 -4.75 
2011 9.05 2.12 -3.23 
2010 43.76 15.06 11.33 

Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 12/09 - 10/19
Date: 10/31/2019
Perf: $1,166.49 Date: 9/30/2019
Perf: $1,192.85 Date: 8/31/2019
Perf: $1,226.83 Date: 7/31/2019
Perf: $1,183.97 Date: 6/30/2019
Perf: $1,144.93 Date: 5/31/2019
Perf: $1,122.48 Date: 4/30/2019
Perf: $1,144.92 Date: 3/31/2019
Perf: $1,114.28 Date: 2/28/2019
Perf: $1,075.66 Date: 1/31/2019
Perf: $1,068.82 Date: 12/31/2018
Perf: $1,088.63 Date: 11/30/2018
Perf: $1,084.08 Date: 10/31/2018
Perf: $1,097.25 Date: 9/30/2018
Perf: $1,125.04 Date: 8/31/2018
Perf: $1,130.12 Date: 7/31/2018
Perf: $1,102.02 Date: 6/30/2018
Perf: $1,110.35 Date: 5/31/2018
Perf: $1,101.10 Date: 4/30/2018
Perf: $1,115.49 Date: 3/31/2018
Perf: $1,103.57 Date: 2/28/2018
Perf: $1,104.56 Date: 1/31/2018
Perf: $1,176.32 Date: 12/31/2017
Perf: $1,137.42 Date: 11/30/2017
Perf: $1,125.16 Date: 10/31/2017
Perf: $1,123.69 Date: 9/30/2017
Perf: $1,078.51 Date: 8/31/2017
Perf: $1,101.75 Date: 7/31/2017
Perf: $1,083.76 Date: 6/30/2017
Perf: $1,079.55 Date: 5/31/2017
Perf: $1,112.02 Date: 4/30/2017
Perf: $1,109.91 Date: 3/31/2017
Perf: $1,116.61 Date: 2/28/2017
Perf: $1,133.16 Date: 1/31/2017
Perf: $1,108.98 Date: 12/31/2016
Perf: $1,123.47 Date: 11/30/2016
Perf: $1,115.00 Date: 10/31/2016
Perf: $1,127.40 Date: 9/30/2016
Perf: $1,157.26 Date: 8/31/2016
Perf: $1,172.38 Date: 7/31/2016
Perf: $1,204.79 Date: 6/30/2016
Perf: $1,192.63 Date: 5/31/2016
Perf: $1,144.01 Date: 4/30/2016
Perf: $1,164.38 Date: 3/31/2016
Perf: $1,194.36 Date: 2/29/2016
Perf: $1,229.65 Date: 1/31/2016
Perf: $1,200.13 Date: 12/31/2015
Perf: $1,159.77 Date: 11/30/2015
Perf: $1,187.07 Date: 10/31/2015
Perf: $1,147.93 Date: 9/30/2015
Perf: $1,168.26 Date: 8/31/2015
Perf: $1,143.44 Date: 7/31/2015
Perf: $1,163.57 Date: 6/30/2015
Perf: $1,119.79 Date: 5/31/2015
Perf: $1,181.21 Date: 4/30/2015
Perf: $1,189.78 Date: 3/31/2015
Perf: $1,237.55 Date: 2/28/2015
Perf: $1,210.79 Date: 1/31/2015
Perf: $1,212.73 Date: 12/31/2014
Perf: $1,158.73 Date: 11/30/2014
Perf: $1,138.69 Date: 10/31/2014
Perf: $1,074.74 Date: 9/30/2014
Perf: $1,059.18 Date: 8/31/2014
Perf: $1,043.63 Date: 7/31/2014
Perf: $1,001.27 Date: 6/30/2014
Perf: $1,009.35 Date: 5/31/2014
Perf: $1,000.74 Date: 4/30/2014
Perf: $975.76 Date: 3/31/2014
Perf: $968.40 Date: 2/28/2014
Perf: $982.95 Date: 1/31/2014
Perf: $974.95 Date: 12/31/2013
Perf: $1,001.08 Date: 11/30/2013
Perf: $1,002.49 Date: 10/31/2013
Perf: $984.66 Date: 9/30/2013
Perf: $962.62 Date: 8/31/2013
Perf: $968.43 Date: 7/31/2013
Perf: $987.39 Date: 6/30/2013
Perf: $996.05 Date: 5/31/2013
Perf: $1,035.29 Date: 4/30/2013
Perf: $1,081.81 Date: 3/31/2013
Perf: $1,054.60 Date: 2/28/2013
Perf: $1,039.63 Date: 1/31/2013
Perf: $1,045.69 Date: 12/31/2012
Perf: $1,026.20 Date: 11/30/2012
Perf: $1,021.19 Date: 10/31/2012
Perf: $1,018.34 Date: 9/30/2012
Perf: $1,056.59 Date: 8/31/2012
Perf: $1,074.32 Date: 7/31/2012
Perf: $1,089.13 Date: 6/30/2012
Perf: $1,046.33 Date: 5/31/2012
Perf: $1,087.21 Date: 4/30/2012
Perf: $1,066.94 Date: 3/31/2012
Perf: $1,060.58 Date: 2/29/2012
Perf: $1,085.21 Date: 1/31/2012
Perf: $1,080.78 Date: 12/31/2011
Perf: $1,077.33 Date: 11/30/2011
Perf: $1,067.09 Date: 10/31/2011
Perf: $1,063.90 Date: 9/30/2011
Perf: $1,107.76 Date: 8/31/2011
Perf: $1,108.43 Date: 7/31/2011
Perf: $1,110.65 Date: 6/30/2011
Perf: $1,072.16 Date: 5/31/2011
Perf: $1,100.78 Date: 4/30/2011
Perf: $1,142.48 Date: 3/31/2011
Perf: $1,099.60 Date: 2/28/2011
Perf: $1,116.68 Date: 1/31/2011
Perf: $1,098.02 Date: 12/31/2010
Perf: $1,113.27 Date: 11/30/2010
Perf: $1,067.47 Date: 10/31/2010
Perf: $1,106.65 Date: 9/30/2010
Perf: $1,065.31 Date: 8/31/2010
Perf: $1,046.27 Date: 7/31/2010
Perf: $1,004.68 Date: 6/30/2010
Perf: $1,017.81 Date: 5/31/2010
Perf: $1,013.95 Date: 4/30/2010
Perf: $1,039.10 Date: 3/31/2010
Perf: $1,023.34 Date: 2/28/2010
Perf: $984.27 Date: 1/31/2010
Perf: $975.10 Date: 12/31/2009
Perf: $1,000.00 Date: 10/31/2019
Perf: $3,343.01 Date: 9/30/2019
Perf: $3,272.01 Date: 8/31/2019
Perf: $3,211.94 Date: 7/31/2019
Perf: $3,263.51 Date: 6/30/2019
Perf: $3,217.18 Date: 5/31/2019
Perf: $3,005.31 Date: 4/30/2019
Perf: $3,209.08 Date: 3/31/2019
Perf: $3,084.17 Date: 2/28/2019
Perf: $3,025.48 Date: 1/31/2019
Perf: $2,931.38 Date: 12/31/2018
Perf: $2,713.99 Date: 11/30/2018
Perf: $2,983.39 Date: 10/31/2018
Perf: $2,923.75 Date: 9/30/2018
Perf: $3,138.42 Date: 8/31/2018
Perf: $3,120.63 Date: 7/31/2018
Perf: $3,022.11 Date: 6/30/2018
Perf: $2,913.72 Date: 5/31/2018
Perf: $2,895.76 Date: 4/30/2018
Perf: $2,827.62 Date: 3/31/2018
Perf: $2,816.91 Date: 2/28/2018
Perf: $2,890.33 Date: 1/31/2018
Perf: $3,001.07 Date: 12/31/2017
Perf: $2,838.43 Date: 11/30/2017
Perf: $2,807.26 Date: 10/31/2017
Perf: $2,723.65 Date: 9/30/2017
Perf: $2,661.63 Date: 8/31/2017
Perf: $2,607.91 Date: 7/31/2017
Perf: $2,599.85 Date: 6/30/2017
Perf: $2,547.37 Date: 5/31/2017
Perf: $2,531.68 Date: 4/30/2017
Perf: $2,496.48 Date: 3/31/2017
Perf: $2,471.03 Date: 2/28/2017
Perf: $2,468.06 Date: 1/31/2017
Perf: $2,373.82 Date: 12/31/2016
Perf: $2,329.56 Date: 11/30/2016
Perf: $2,284.33 Date: 10/31/2016
Perf: $2,202.83 Date: 9/30/2016
Perf: $2,243.66 Date: 8/31/2016
Perf: $2,243.21 Date: 7/31/2016
Perf: $2,240.08 Date: 6/30/2016
Perf: $2,160.36 Date: 5/31/2016
Perf: $2,154.76 Date: 4/30/2016
Perf: $2,116.66 Date: 3/31/2016
Perf: $2,108.43 Date: 2/29/2016
Perf: $1,974.56 Date: 1/31/2016
Perf: $1,977.13 Date: 12/31/2015
Perf: $2,080.31 Date: 11/30/2015
Perf: $2,113.71 Date: 10/31/2015
Perf: $2,107.39 Date: 9/30/2015
Perf: $1,943.37 Date: 8/31/2015
Perf: $1,992.58 Date: 7/31/2015
Perf: $2,120.45 Date: 6/30/2015
Perf: $2,076.83 Date: 5/31/2015
Perf: $2,117.92 Date: 4/30/2015
Perf: $2,090.95 Date: 3/31/2015
Perf: $2,071.07 Date: 2/28/2015
Perf: $2,104.31 Date: 1/31/2015
Perf: $1,989.90 Date: 12/31/2014
Perf: $2,051.44 Date: 11/30/2014
Perf: $2,056.58 Date: 10/31/2014
Perf: $2,002.71 Date: 9/30/2014
Perf: $1,955.01 Date: 8/31/2014
Perf: $1,982.76 Date: 7/31/2014
Perf: $1,906.50 Date: 6/30/2014
Perf: $1,933.18 Date: 5/31/2014
Perf: $1,893.98 Date: 4/30/2014
Perf: $1,850.49 Date: 3/31/2014
Perf: $1,836.90 Date: 2/28/2014
Perf: $1,821.60 Date: 1/31/2014
Perf: $1,741.99 Date: 12/31/2013
Perf: $1,804.42 Date: 11/30/2013
Perf: $1,759.89 Date: 10/31/2013
Perf: $1,707.81 Date: 9/30/2013
Perf: $1,632.70 Date: 8/31/2013
Perf: $1,583.00 Date: 7/31/2013
Perf: $1,630.27 Date: 6/30/2013
Perf: $1,551.31 Date: 5/31/2013
Perf: $1,572.38 Date: 4/30/2013
Perf: $1,536.43 Date: 3/31/2013
Perf: $1,507.34 Date: 2/28/2013
Perf: $1,452.86 Date: 1/31/2013
Perf: $1,433.36 Date: 12/31/2012
Perf: $1,362.77 Date: 11/30/2012
Perf: $1,350.48 Date: 10/31/2012
Perf: $1,342.69 Date: 9/30/2012
Perf: $1,368.00 Date: 8/31/2012
Perf: $1,333.59 Date: 7/31/2012
Perf: $1,304.25 Date: 6/30/2012
Perf: $1,286.37 Date: 5/31/2012
Perf: $1,235.47 Date: 4/30/2012
Perf: $1,314.47 Date: 3/31/2012
Perf: $1,322.80 Date: 2/29/2012
Perf: $1,280.67 Date: 1/31/2012
Perf: $1,227.63 Date: 12/31/2011
Perf: $1,174.99 Date: 11/30/2011
Perf: $1,163.13 Date: 10/31/2011
Perf: $1,165.69 Date: 9/30/2011
Perf: $1,050.84 Date: 8/31/2011
Perf: $1,130.30 Date: 7/31/2011
Perf: $1,195.20 Date: 6/30/2011
Perf: $1,219.96 Date: 5/31/2011
Perf: $1,240.68 Date: 4/30/2011
Perf: $1,254.86 Date: 3/31/2011
Perf: $1,218.78 Date: 2/28/2011
Perf: $1,218.30 Date: 1/31/2011
Perf: $1,177.90 Date: 12/31/2010
Perf: $1,150.63 Date: 11/30/2010
Perf: $1,078.58 Date: 10/31/2010
Perf: $1,078.47 Date: 9/30/2010
Perf: $1,038.89 Date: 8/31/2010
Perf: $953.81 Date: 7/31/2010
Perf: $998.86 Date: 6/30/2010
Perf: $933.42 Date: 5/31/2010
Perf: $984.94 Date: 4/30/2010
Perf: $1,070.47 Date: 3/31/2010
Perf: $1,053.82 Date: 2/28/2010
Perf: $993.88 Date: 1/31/2010
Perf: $964.00 Date: 12/31/2009
Perf: $1,000.00 Date: 10/31/2019
Perf: $2,276.23 Date: 9/30/2019
Perf: $2,378.75 Date: 8/31/2019
Perf: $2,568.29 Date: 7/31/2019
Perf: $2,390.89 Date: 6/30/2019
Perf: $2,297.82 Date: 5/31/2019
Perf: $2,044.87 Date: 4/30/2019
Perf: $2,107.03 Date: 3/31/2019
Perf: $2,013.79 Date: 2/28/2019
Perf: $1,793.39 Date: 1/31/2019
Perf: $1,774.40 Date: 12/31/2018
Perf: $1,883.85 Date: 11/30/2018
Perf: $1,933.94 Date: 10/31/2018
Perf: $1,977.85 Date: 9/30/2018
Perf: $2,219.81 Date: 8/31/2018
Perf: $2,247.22 Date: 7/31/2018
Perf: $2,187.72 Date: 6/30/2018
Perf: $2,161.56 Date: 5/31/2018
Perf: $2,113.58 Date: 4/30/2018
Perf: $2,125.91 Date: 3/31/2018
Perf: $2,068.41 Date: 2/28/2018
Perf: $2,060.38 Date: 1/31/2018
Perf: $2,326.80 Date: 12/31/2017
Perf: $2,114.69 Date: 11/30/2017
Perf: $2,117.87 Date: 10/31/2017
Perf: $2,142.72 Date: 9/30/2017
Perf: $1,961.84 Date: 8/31/2017
Perf: $2,146.20 Date: 7/31/2017
Perf: $2,047.32 Date: 6/30/2017
Perf: $2,011.31 Date: 5/31/2017
Perf: $2,316.38 Date: 4/30/2017
Perf: $2,257.02 Date: 3/31/2017
Perf: $2,203.26 Date: 2/28/2017
Perf: $2,332.23 Date: 1/31/2017
Perf: $2,087.01 Date: 12/31/2016
Perf: $2,244.82 Date: 11/30/2016
Perf: $2,134.06 Date: 10/31/2016
Perf: $2,122.81 Date: 9/30/2016
Perf: $2,317.48 Date: 8/31/2016
Perf: $2,339.24 Date: 7/31/2016
Perf: $2,477.22 Date: 6/30/2016
Perf: $2,432.46 Date: 5/31/2016
Perf: $2,270.99 Date: 4/30/2016
Perf: $2,279.65 Date: 3/31/2016
Perf: $2,342.67 Date: 2/29/2016
Perf: $2,493.80 Date: 1/31/2016
Perf: $2,440.59 Date: 12/31/2015
Perf: $2,270.95 Date: 11/30/2015
Perf: $2,375.22 Date: 10/31/2015
Perf: $2,264.71 Date: 9/30/2015
Perf: $2,300.60 Date: 8/31/2015
Perf: $2,151.90 Date: 7/31/2015
Perf: $2,271.85 Date: 6/30/2015
Perf: $2,149.75 Date: 5/31/2015
Perf: $2,246.34 Date: 4/30/2015
Perf: $2,285.19 Date: 3/31/2015
Perf: $2,543.62 Date: 2/28/2015
Perf: $2,435.48 Date: 1/31/2015
Perf: $2,499.47 Date: 12/31/2014
Perf: $2,159.56 Date: 11/30/2014
Perf: $2,044.84 Date: 10/31/2014
Perf: $1,819.58 Date: 9/30/2014
Perf: $1,721.13 Date: 8/31/2014
Perf: $1,618.36 Date: 7/31/2014
Perf: $1,429.14 Date: 6/30/2014
Perf: $1,522.80 Date: 5/31/2014
Perf: $1,531.83 Date: 4/30/2014
Perf: $1,443.90 Date: 3/31/2014
Perf: $1,375.41 Date: 2/28/2014
Perf: $1,445.51 Date: 1/31/2014
Perf: $1,397.71 Date: 12/31/2013
Perf: $1,478.59 Date: 11/30/2013
Perf: $1,558.54 Date: 10/31/2013
Perf: $1,479.11 Date: 9/30/2013
Perf: $1,392.11 Date: 8/31/2013
Perf: $1,414.74 Date: 7/31/2013
Perf: $1,526.98 Date: 6/30/2013
Perf: $1,541.00 Date: 5/31/2013
Perf: $1,644.96 Date: 4/30/2013
Perf: $1,688.18 Date: 3/31/2013
Perf: $1,577.15 Date: 2/28/2013
Perf: $1,505.34 Date: 1/31/2013
Perf: $1,431.48 Date: 12/31/2012
Perf: $1,463.83 Date: 11/30/2012
Perf: $1,488.99 Date: 10/31/2012
Perf: $1,448.72 Date: 9/30/2012
Perf: $1,569.58 Date: 8/31/2012
Perf: $1,622.97 Date: 7/31/2012
Perf: $1,672.99 Date: 6/30/2012
Perf: $1,480.53 Date: 5/31/2012
Perf: $1,604.56 Date: 4/30/2012
Perf: $1,676.30 Date: 3/31/2012
Perf: $1,646.99 Date: 2/29/2012
Perf: $1,704.07 Date: 1/31/2012
Perf: $1,681.87 Date: 12/31/2011
Perf: $1,567.74 Date: 11/30/2011
Perf: $1,487.00 Date: 10/31/2011
Perf: $1,515.49 Date: 9/30/2011
Perf: $1,593.41 Date: 8/31/2011
Perf: $1,662.57 Date: 7/31/2011
Perf: $1,609.61 Date: 6/30/2011
Perf: $1,460.10 Date: 5/31/2011
Perf: $1,529.22 Date: 4/30/2011
Perf: $1,574.40 Date: 3/31/2011
Perf: $1,450.13 Date: 2/28/2011
Perf: $1,483.05 Date: 1/31/2011
Perf: $1,418.78 Date: 12/31/2010
Perf: $1,437.61 Date: 11/30/2010
Perf: $1,334.58 Date: 10/31/2010
Perf: $1,386.29 Date: 9/30/2010
Perf: $1,286.94 Date: 8/31/2010
Perf: $1,187.87 Date: 7/31/2010
Perf: $1,074.71 Date: 6/30/2010
Perf: $1,053.94 Date: 5/31/2010
Perf: $1,072.72 Date: 4/30/2010
Perf: $1,104.19 Date: 3/31/2010
Perf: $1,065.61 Date: 2/28/2010
Perf: $978.25 Date: 1/31/2010
Perf: $935.50 Date: 12/31/2009
Perf: $1,000.00

Note: All performance data is since program inception.

Monthly Returns

Date Range: 12/09 - 10/19
Date: 10/31/2019
Return: -4.31 % Date: 9/30/2019
Return: -7.38 % Date: 8/31/2019
Return: 7.42 % Date: 7/31/2019
Return: 4.05 % Date: 6/30/2019
Return: 12.37 % Date: 5/31/2019
Return: -2.95 % Date: 4/30/2019
Return: 4.63 % Date: 3/31/2019
Return: 12.29 % Date: 2/28/2019
Return: 1.07 % Date: 1/31/2019
Return: -5.81 % Date: 12/31/2018
Return: -2.59 % Date: 11/30/2018
Return: -2.22 % Date: 10/31/2018
Return: -10.90 % Date: 9/30/2018
Return: -1.22 % Date: 8/31/2018
Return: 2.72 % Date: 7/31/2018
Return: 1.21 % Date: 6/30/2018
Return: 2.27 % Date: 5/31/2018
Return: -0.58 % Date: 4/30/2018
Return: 2.78 % Date: 3/31/2018
Return: 0.39 % Date: 2/28/2018
Return: -11.45 % Date: 1/31/2018
Return: 10.03 % Date: 12/31/2017
Return: -0.15 % Date: 11/30/2017
Return: -1.16 % Date: 10/31/2017
Return: 9.22 % Date: 9/30/2017
Return: -8.59 % Date: 8/31/2017
Return: 4.83 % Date: 7/31/2017
Return: 1.79 % Date: 6/30/2017
Return: -13.17 % Date: 5/31/2017
Return: 2.63 % Date: 4/30/2017
Return: 2.44 % Date: 3/31/2017
Return: -5.53 % Date: 2/28/2017
Return: 11.75 % Date: 1/31/2017
Return: -7.03 % Date: 12/31/2016
Return: 5.19 % Date: 11/30/2016
Return: 0.53 % Date: 10/31/2016
Return: -8.40 % Date: 9/30/2016
Return: -0.93 % Date: 8/31/2016
Return: -5.57 % Date: 7/31/2016
Return: 1.84 % Date: 6/30/2016
Return: 7.11 % Date: 5/31/2016
Return: -0.38 % Date: 4/30/2016
Return: -2.69 % Date: 3/31/2016
Return: -6.06 % Date: 2/29/2016
Return: 2.18 % Date: 1/31/2016
Return: 7.47 % Date: 12/31/2015
Return: -4.39 % Date: 11/30/2015
Return: 4.88 % Date: 10/31/2015
Return: -1.56 % Date: 9/30/2015
Return: 6.91 % Date: 8/31/2015
Return: -5.28 % Date: 7/31/2015
Return: 5.68 % Date: 6/30/2015
Return: -4.30 % Date: 5/31/2015
Return: -1.70 % Date: 4/30/2015
Return: -10.16 % Date: 3/31/2015
Return: 4.44 % Date: 2/28/2015
Return: -2.56 % Date: 1/31/2015
Return: 15.74 % Date: 12/31/2014
Return: 5.61 % Date: 11/30/2014
Return: 12.38 % Date: 10/31/2014
Return: 5.72 % Date: 9/30/2014
Return: 6.35 % Date: 8/31/2014
Return: 13.24 % Date: 7/31/2014
Return: -6.15 % Date: 6/30/2014
Return: -0.59 % Date: 5/31/2014
Return: 6.09 % Date: 4/30/2014
Return: 4.98 % Date: 3/31/2014
Return: -4.85 % Date: 2/28/2014
Return: 3.42 % Date: 1/31/2014
Return: -5.47 % Date: 12/31/2013
Return: -5.13 % Date: 11/30/2013
Return: 5.37 % Date: 10/31/2013
Return: 6.25 % Date: 9/30/2013
Return: -1.60 % Date: 8/31/2013
Return: -7.35 % Date: 7/31/2013
Return: -0.91 % Date: 6/30/2013
Return: -6.32 % Date: 5/31/2013
Return: -2.56 % Date: 4/30/2013
Return: 7.04 % Date: 3/31/2013
Return: 4.77 % Date: 2/28/2013
Return: 5.16 % Date: 1/31/2013
Return: -2.21 % Date: 12/31/2012
Return: -1.69 % Date: 11/30/2012
Return: 2.78 % Date: 10/31/2012
Return: -7.70 % Date: 9/30/2012
Return: -3.29 % Date: 8/31/2012
Return: -2.99 % Date: 7/31/2012
Return: 13.00 % Date: 6/30/2012
Return: -7.73 % Date: 5/31/2012
Return: -4.28 % Date: 4/30/2012
Return: 1.78 % Date: 3/31/2012
Return: -3.35 % Date: 2/29/2012
Return: 1.32 % Date: 1/31/2012
Return: 7.28 % Date: 12/31/2011
Return: 5.43 % Date: 11/30/2011
Return: -1.88 % Date: 10/31/2011
Return: -4.89 % Date: 9/30/2011
Return: -4.16 % Date: 8/31/2011
Return: 3.29 % Date: 7/31/2011
Return: 10.24 % Date: 6/30/2011
Return: -4.52 % Date: 5/31/2011
Return: -2.87 % Date: 4/30/2011
Return: 8.57 % Date: 3/31/2011
Return: -2.22 % Date: 2/28/2011
Return: 4.53 % Date: 1/31/2011
Return: -1.31 % Date: 12/31/2010
Return: 7.72 % Date: 11/30/2010
Return: -3.73 % Date: 10/31/2010
Return: 7.72 % Date: 9/30/2010
Return: 8.34 % Date: 8/31/2010
Return: 10.53 % Date: 7/31/2010
Return: 1.97 % Date: 6/30/2010
Return: -1.75 % Date: 5/31/2010
Return: -2.85 % Date: 4/30/2010
Return: 3.62 % Date: 3/31/2010
Return: 8.93 % Date: 2/28/2010
Return: 4.57 % Date: 1/31/2010
Return: -6.45 % Date: 12/31/2009
Return: 0.00 %

Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 12/09 - 10/19
Return: -11.00 %
Count: 2 Return: -9.00 %
Count: 1 Return: -13.00 %
Count: 1 Return: -10.00 %
Count: 1 Return: 16.00 %
Count: 1 Return: 12.00 %
Count: 4 Return: 6.00 %
Count: 6 Return: -7.00 %
Count: 3 Return: 13.00 %
Count: 2 Return: -8.00 %
Count: 3 Return: 1.00 %
Count: 4 Return: 7.00 %
Count: 6 Return: 3.00 %
Count: 6 Return: 10.00 %
Count: 2 Return: -5.00 %
Count: 6 Return: -1.00 %
Count: 7 Return: -4.00 %
Count: 6 Return: 8.00 %
Count: 3 Return: 11.00 %
Count: 1 Return: 2.00 %
Count: 7 Return: -2.00 %
Count: 9 Return: -3.00 %
Count: 10 Return: 4.00 %
Count: 3 Return: 9.00 %
Count: 3 Return: 5.00 %
Count: 11 Return: -6.00 %
Count: 7 Return: 0.00 %
Count: 4

Note: All performance data is since program inception.

Underwater Curve

Date Range: 12/09 - 10/19
Date: 10/31/2019
Drawdown: -11.37 % Date: 9/30/2019
Drawdown: -7.38 % Date: 8/31/2019
Drawdown: 0.00 % Date: 7/31/2019
Drawdown: -6.00 % Date: 6/30/2019
Drawdown: -9.66 % Date: 5/31/2019
Drawdown: -19.61 % Date: 4/30/2019
Drawdown: -17.16 % Date: 3/31/2019
Drawdown: -20.83 % Date: 2/28/2019
Drawdown: -29.49 % Date: 1/31/2019
Drawdown: -30.24 % Date: 12/31/2018
Drawdown: -25.94 % Date: 11/30/2018
Drawdown: -23.97 % Date: 10/31/2018
Drawdown: -22.24 % Date: 9/30/2018
Drawdown: -12.73 % Date: 8/31/2018
Drawdown: -11.65 % Date: 7/31/2018
Drawdown: -13.99 % Date: 6/30/2018
Drawdown: -15.02 % Date: 5/31/2018
Drawdown: -16.91 % Date: 4/30/2018
Drawdown: -16.42 % Date: 3/31/2018
Drawdown: -18.68 % Date: 2/28/2018
Drawdown: -19.00 % Date: 1/31/2018
Drawdown: -8.52 % Date: 12/31/2017
Drawdown: -16.86 % Date: 11/30/2017
Drawdown: -16.74 % Date: 10/31/2017
Drawdown: -15.76 % Date: 9/30/2017
Drawdown: -22.87 % Date: 8/31/2017
Drawdown: -15.62 % Date: 7/31/2017
Drawdown: -19.51 % Date: 6/30/2017
Drawdown: -20.93 % Date: 5/31/2017
Drawdown: -8.93 % Date: 4/30/2017
Drawdown: -11.27 % Date: 3/31/2017
Drawdown: -13.38 % Date: 2/28/2017
Drawdown: -8.31 % Date: 1/31/2017
Drawdown: -17.95 % Date: 12/31/2016
Drawdown: -11.75 % Date: 11/30/2016
Drawdown: -16.10 % Date: 10/31/2016
Drawdown: -16.54 % Date: 9/30/2016
Drawdown: -8.89 % Date: 8/31/2016
Drawdown: -8.04 % Date: 7/31/2016
Drawdown: -2.61 % Date: 6/30/2016
Drawdown: -4.37 % Date: 5/31/2016
Drawdown: -10.72 % Date: 4/30/2016
Drawdown: -10.38 % Date: 3/31/2016
Drawdown: -7.90 % Date: 2/29/2016
Drawdown: -1.96 % Date: 1/31/2016
Drawdown: -4.05 % Date: 12/31/2015
Drawdown: -10.72 % Date: 11/30/2015
Drawdown: -6.62 % Date: 10/31/2015
Drawdown: -10.97 % Date: 9/30/2015
Drawdown: -9.55 % Date: 8/31/2015
Drawdown: -15.40 % Date: 7/31/2015
Drawdown: -10.68 % Date: 6/30/2015
Drawdown: -15.48 % Date: 5/31/2015
Drawdown: -11.69 % Date: 4/30/2015
Drawdown: -10.16 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -2.56 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: 0.00 % Date: 9/30/2014
Drawdown: 0.00 % Date: 8/31/2014
Drawdown: -5.03 % Date: 7/31/2014
Drawdown: -16.13 % Date: 6/30/2014
Drawdown: -10.64 % Date: 5/31/2014
Drawdown: -10.11 % Date: 4/30/2014
Drawdown: -15.27 % Date: 3/31/2014
Drawdown: -19.29 % Date: 2/28/2014
Drawdown: -15.17 % Date: 1/31/2014
Drawdown: -17.98 % Date: 12/31/2013
Drawdown: -13.23 % Date: 11/30/2013
Drawdown: -8.54 % Date: 10/31/2013
Drawdown: -13.20 % Date: 9/30/2013
Drawdown: -18.31 % Date: 8/31/2013
Drawdown: -16.98 % Date: 7/31/2013
Drawdown: -10.39 % Date: 6/30/2013
Drawdown: -9.57 % Date: 5/31/2013
Drawdown: -3.47 % Date: 4/30/2013
Drawdown: -0.93 % Date: 3/31/2013
Drawdown: -7.45 % Date: 2/28/2013
Drawdown: -11.66 % Date: 1/31/2013
Drawdown: -16.00 % Date: 12/31/2012
Drawdown: -14.10 % Date: 11/30/2012
Drawdown: -12.62 % Date: 10/31/2012
Drawdown: -14.99 % Date: 9/30/2012
Drawdown: -7.89 % Date: 8/31/2012
Drawdown: -4.76 % Date: 7/31/2012
Drawdown: -1.82 % Date: 6/30/2012
Drawdown: -13.12 % Date: 5/31/2012
Drawdown: -5.84 % Date: 4/30/2012
Drawdown: -1.63 % Date: 3/31/2012
Drawdown: -3.35 % Date: 2/29/2012
Drawdown: 0.00 % Date: 1/31/2012
Drawdown: 0.00 % Date: 12/31/2011
Drawdown: -5.70 % Date: 11/30/2011
Drawdown: -10.56 % Date: 10/31/2011
Drawdown: -8.85 % Date: 9/30/2011
Drawdown: -4.16 % Date: 8/31/2011
Drawdown: 0.00 % Date: 7/31/2011
Drawdown: 0.00 % Date: 6/30/2011
Drawdown: -7.26 % Date: 5/31/2011
Drawdown: -2.87 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: -2.22 % Date: 2/28/2011
Drawdown: 0.00 % Date: 1/31/2011
Drawdown: -1.31 % Date: 12/31/2010
Drawdown: 0.00 % Date: 11/30/2010
Drawdown: -3.73 % Date: 10/31/2010
Drawdown: 0.00 % Date: 9/30/2010
Drawdown: 0.00 % Date: 8/31/2010
Drawdown: 0.00 % Date: 7/31/2010
Drawdown: -2.67 % Date: 6/30/2010
Drawdown: -4.55 % Date: 5/31/2010
Drawdown: -2.85 % Date: 4/30/2010
Drawdown: 0.00 % Date: 3/31/2010
Drawdown: 0.00 % Date: 2/28/2010
Drawdown: -2.17 % Date: 1/31/2010
Drawdown: -6.45 %

Note: All performance data is since program inception.

Manager Information

Manager Name:  KeyQuant SAS
Address: 20 Rue Quentin-Bauchart
City: Paris
State:
Zip: 75008
Country: France

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 
 Meats Yes 
 Investment Methodology
 Technical Yes 
 Trend Following Yes 
 Systematic Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $5,000,000 
 Margin / Equity Ratio: 20% 
 Managed Account Availability: Open 
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