Investment Objective
The Quantica Managed Futures (QMF) Program is a diversified systematic trend-following strategy with a 20-year track record. The QMF Program aims to deliver attractive risk-adjusted returns while being largely uncorrelated to traditional market risk factors over a medium to long-term investment horizon. The QMF Program trades around 100 liquid futures markets within equities, fixed income, interest rates, commodities, and currencies. It seeks to identify and take advantage of medium-to-long-term market trends in risk-adjusted relative price movements based on a proprietary robust statistical signal generation and risk management framework.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.5 | 0.2 | 0.9 | 0.6 | 0.8 | 0.8 | 0.8 | 0.8 | 0.6 | 0.0 | 0.6 | 0.6 | 0.4 | |
| 2023 | 0.9 | 0.1 | 0.3 | 0.3 | 0.5 | 1.0 | 0.0 | 0.9 | 0.1 | 0.1 | 0.3 | 0.6 | 0.6 |
