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Quest Partners, LLC

Tracker Index program

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Monthly performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2017-3.19%-1.35%-3.19%-0.18%-0.54%-0.17%1.08%     -7.37%
20165.81%5.39%-5.43%-1.95%-3.07%2.11%2.26%-5.16%-4.34%-4.48%1.54%2.28%-5.81%
20159.00%-1.18%0.76%-3.56%-2.16%-5.97%0.89%-4.51%3.84%-4.09%3.72%-4.11%-8.11%
2014-0.88%4.60%-5.54%-2.73%4.11%3.77%-1.02%3.55%0.56%3.91%7.94%1.68%20.97%
20131.96%-1.32%1.39%1.61%-4.43%-3.78%0.56%-2.37%0.61%1.83%1.91%1.00%-1.32%
20124.30%0.20%-4.05%2.06%7.47%-4.29%6.04%-0.89%-1.00%-6.01%1.73%0.05%4.78%
2011         -4.72%-0.90%0.92%-4.71%

Performance statistics — Oct 2011 to Jul 2017

Cumulative total return -4.45%
Annualized compound return -0.78%
Annualized standard deviation 12.44%
Monthly correlation to S&P 500 TRI -0.09
Annualized sharpe ratio (0%) -0.02
Monthly maximum loss (Oct 2012) -6.01%
Maximum drawdown (Feb 2015 - Jun 2017) -23.54%

Annual performance (%) — Oct 2011 to Jul 2017

Year or YTD Quest Partners S&P 500 TRIBTOP50 Index
2017-7.3711.59-4.21
2016-5.8111.96-4.44
2015-8.111.38-0.92
201420.9713.6912.33
2013-1.3232.390.74
20124.7816.00-1.83
2011-4.71--

Performance comparison: Growth of $10,000 invested since inception — Oct 2011 to Jul 2017

This chart represents a hypothetical investment of $10,000 at the time of the strategy’s inception and is not intended to imply an actual investment. Hypothetical returns do not assume the reinvestment of dividends and income.

Monthly returns — Oct 2011 to Jul 2017

Distribution of monthly returns — Oct 2011 to Jul 2017

Underwater curve — Apr 1995 to Jul 2017

 

See glossary for index descriptions and definitions of terms.

Investors cannot directly invest in an index, unmanaged index returns do not reflect any fees, expenses, or sales charges.

EASP656

Company background

Founded in April 2001 by Nigol Koulajian, Quest Partners LLC is a New York based Commodity Trading Advisor and Commodity Pool Operator and is a member of the National Futures Association.

Investment goal

The Quest Tracker Index seeks to track generally the performance generated by the broad class of managed futures trading strategies of trend — following Commodity Trading Advisors (“CTAs”), and to match or exceed the performance of widely followed CTA indices on a risk‐adjusted basis.

Markets traded

The Quest Tracking Index comprises 47 specified futures contracts in markets for currencies, fixed income, equity indices and commodities.

Key personnel

Nigol Koulajian, Founder — Mr. Koulajian began his career in 1989 with Andersen Consulting, where he became a senior consultant.  Mr. Koulajian then moved to Deutsche Bank where he helped create and computerize a risk management system that became a widely used tool for senior management.  He then became the Head Trader for Carmel Capital, a fund that specializes in international equity risk arbitrage. While there, he designed and priced hedges on international equity and fixed-income arbitrage positions.  In 1996, Mr. Koulajian joined Weston Capital Management, LLC where he was the Director of Asset Allocation and Product Development, responsible for the allocation of assets to equity hedge funds and commodity trading advisors.  In 1998, Mr. Koulajian started Avalon Asset Management, LLC, a firm which managed fund of funds and consulting assets.  In 1999, Mr. Koulajian co-founded Enterprise Asset Management, LLC, a commodity trading advisor.  In 2001, Mr. Koulajian founded Quest Partners LLC.  He graduated from the University of Notre Dame in 1988, with a BS in Electrical Engineering and earned his MBA in Finance from Columbia Business School in 1994.

Pawel Czkwianianc, Head of Research —  Mr. Czkwianianc started his career in the financial industry in 1999 at Enterprise Asset Management, where he worked alongside Mr. Koulajian.  He then joined Quest Partners at its inception in 2001.  Mr. Czkwianianc holds a BS degree in Applied Mathematics from Columbia University and an MS degree in Mathematics from New York University.  At NYU, he was enrolled in the PhD program in the field of mathematical neuroscience.

 

See glossary for index descriptions and definitions of terms.

Investors cannot directly invest in an index, unmanaged index returns do not reflect any fees, expenses, or sales charges.

EASP656