Q Capital Management Ltd

Q Capital Managed Futures Program *QEP*


Monthly Performance (%)

Date Range: 02/18 - 10/19
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2019 4.03 3.20 5.83 6.00 -4.32 2.83 4.45 -7.07 4.65 1.86   22.60 
2018 3.92 0.19 -3.37 3.12 2.50 -2.59 1.23 -3.02 2.44 0.92  5.13 

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

Strategy Description

Q Capital’s managed futures program is active in approximately 90 futures and FX markets through the systematic application of technical and fundamental forecasters with investment horizons ranging from days to multiple months. The methodology aims to deliver diversifying alpha by predicting market return for a discrete time period coupled with a computed error thus setting itself apart from traditional CTAs.

Performance Statistics

Date Range: 02/18 - 10/19
  Program S&P 500 Coquest 40 
Total Return 28.90% 11.39% -0.84% 
Annualized Return 16.45% 6.36% -0.48% 
Annualized Std. Deviation 12.22% 14.61% 8.45% 
Correlation 0.47 0.12 
Sharpe Ratio (rf=2.5%) 1.14 0.26 -0.35 
Worst Month -7.07% -9.03% -6.10% 
Date of Worst Month 08/2019 12/2018 02/2018 
Worst Drawdown -7.07% -13.52% -9.14% 
Date of Worst Drawdown 7/19 - 8/19 9/18 - 12/18 8/18 - 1/19 

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

Annual Performance (%)

Date Range: 02/18 - 10/19
Year or YTD Program S&P 500 Coquest 40 
2019 22.60 23.18 7.15 
2018 5.13 -6.10 -1.44 

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

Performance Comparison

Date Range: 02/18 - 10/19
Date: 10/31/2019
Perf: $1,056.06 Date: 9/30/2019
Perf: $1,079.93 Date: 8/31/2019
Perf: $1,110.69 Date: 7/31/2019
Perf: $1,071.89 Date: 6/30/2019
Perf: $1,036.54 Date: 5/31/2019
Perf: $1,016.22 Date: 4/30/2019
Perf: $1,036.54 Date: 3/31/2019
Perf: $1,008.79 Date: 2/28/2019
Perf: $973.83 Date: 1/31/2019
Perf: $967.64 Date: 12/31/2018
Perf: $985.58 Date: 11/30/2018
Perf: $981.46 Date: 10/31/2018
Perf: $993.38 Date: 9/30/2018
Perf: $1,018.53 Date: 8/31/2018
Perf: $1,023.14 Date: 7/31/2018
Perf: $997.70 Date: 6/30/2018
Perf: $1,005.24 Date: 5/31/2018
Perf: $996.86 Date: 4/30/2018
Perf: $1,009.89 Date: 3/31/2018
Perf: $999.10 Date: 2/28/2018
Perf: $1,000.00 Date: 10/31/2019
Perf: $1,156.62 Date: 9/30/2019
Perf: $1,132.05 Date: 8/31/2019
Perf: $1,111.27 Date: 7/31/2019
Perf: $1,129.11 Date: 6/30/2019
Perf: $1,113.09 Date: 5/31/2019
Perf: $1,039.78 Date: 4/30/2019
Perf: $1,110.28 Date: 3/31/2019
Perf: $1,067.07 Date: 2/28/2019
Perf: $1,046.76 Date: 1/31/2019
Perf: $1,014.20 Date: 12/31/2018
Perf: $938.99 Date: 11/30/2018
Perf: $1,032.20 Date: 10/31/2018
Perf: $1,011.56 Date: 9/30/2018
Perf: $1,085.83 Date: 8/31/2018
Perf: $1,079.68 Date: 7/31/2018
Perf: $1,045.59 Date: 6/30/2018
Perf: $1,008.09 Date: 5/31/2018
Perf: $1,001.88 Date: 4/30/2018
Perf: $978.30 Date: 3/31/2018
Perf: $974.60 Date: 2/28/2018
Perf: $1,000.00 Date: 10/31/2019
Perf: $1,288.98 Date: 9/30/2019
Perf: $1,265.44 Date: 8/31/2019
Perf: $1,209.21 Date: 7/31/2019
Perf: $1,301.21 Date: 6/30/2019
Perf: $1,245.77 Date: 5/31/2019
Perf: $1,211.49 Date: 4/30/2019
Perf: $1,266.18 Date: 3/31/2019
Perf: $1,194.51 Date: 2/28/2019
Perf: $1,128.71 Date: 1/31/2019
Perf: $1,093.71 Date: 12/31/2018
Perf: $1,051.34 Date: 11/30/2018
Perf: $1,041.76 Date: 10/31/2018
Perf: $1,016.94 Date: 9/30/2018
Perf: $1,048.61 Date: 8/31/2018
Perf: $1,035.87 Date: 7/31/2018
Perf: $1,063.41 Date: 6/30/2018
Perf: $1,037.48 Date: 5/31/2018
Perf: $1,006.09 Date: 4/30/2018
Perf: $1,041.17 Date: 3/31/2018
Perf: $1,039.20 Date: 2/28/2018
Perf: $1,000.00

Note: All performance data is since program inception.

Monthly Returns

Date Range: 02/18 - 10/19
Date: 10/31/2019
Return: 1.86 % Date: 9/30/2019
Return: 4.65 % Date: 8/31/2019
Return: -7.07 % Date: 7/31/2019
Return: 4.45 % Date: 6/30/2019
Return: 2.83 % Date: 5/31/2019
Return: -4.32 % Date: 4/30/2019
Return: 6.00 % Date: 3/31/2019
Return: 5.83 % Date: 2/28/2019
Return: 3.20 % Date: 1/31/2019
Return: 4.03 % Date: 12/31/2018
Return: 0.92 % Date: 11/30/2018
Return: 2.44 % Date: 10/31/2018
Return: -3.02 % Date: 9/30/2018
Return: 1.23 % Date: 8/31/2018
Return: -2.59 % Date: 7/31/2018
Return: 2.50 % Date: 6/30/2018
Return: 3.12 % Date: 5/31/2018
Return: -3.37 % Date: 4/30/2018
Return: 0.19 % Date: 3/31/2018
Return: 3.92 % Date: 2/28/2018
Return: 0.00 %

Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 02/18 - 10/19
Return: 5.00 %
Count: 1 Return: -7.00 %
Count: 1 Return: -4.00 %
Count: 1 Return: 6.00 %
Count: 2 Return: 1.00 %
Count: 2 Return: 2.00 %
Count: 3 Return: 3.00 %
Count: 3 Return: -3.00 %
Count: 3 Return: 4.00 %
Count: 3 Return: 0.00 %
Count: 2

Note: All performance data is since program inception.

Underwater Curve

Date Range: 02/18 - 10/19
Date: 10/31/2019
Drawdown: -0.94 % Date: 9/30/2019
Drawdown: -2.75 % Date: 8/31/2019
Drawdown: -7.07 % Date: 7/31/2019
Drawdown: 0.00 % Date: 6/30/2019
Drawdown: -1.61 % Date: 5/31/2019
Drawdown: -4.32 % Date: 4/30/2019
Drawdown: 0.00 % Date: 3/31/2019
Drawdown: 0.00 % Date: 2/28/2019
Drawdown: 0.00 % Date: 1/31/2019
Drawdown: 0.00 % Date: 12/31/2018
Drawdown: -1.14 % Date: 11/30/2018
Drawdown: -2.04 % Date: 10/31/2018
Drawdown: -4.37 % Date: 9/30/2018
Drawdown: -1.39 % Date: 8/31/2018
Drawdown: -2.59 % Date: 7/31/2018
Drawdown: 0.00 % Date: 6/30/2018
Drawdown: -0.36 % Date: 5/31/2018
Drawdown: -3.37 % Date: 4/30/2018
Drawdown: 0.00 % Date: 3/31/2018
Drawdown: 0.00 %

Note: All performance data is since program inception.

Manager Information

Manager Name:  Q Capital Management Ltd
Address: 65 Queen Street west, Suite 530
City: Toronto
State: ON
Zip: M5H 2M5
Country: Canada

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Investment Methodology
 Fundamental Analysis Yes 
 Technical Yes 
 Systematic Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Forwards Yes 
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Medium Term Yes 
 Short Term Yes 
 Intra-Week Yes 
 Investment Terms & Information
 Managed Account Minimum: $10,000,000 
 Margin / Equity Ratio:  
 Managed Account Availability: Open 
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