Tracking CTAs since 1994
Quantitative Investment Mgt LLC
Quantiative Global Program
Principal(s): Jaffray Woodriff, Michael Geismar & Greyson Williams
Strategy: Quantitative / Diversified
Investment Restrictions: 4.7 Exempt - Qualified Eligible Persons Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
Throughout QIM's 20-year history, the firm has created and adapted novel ways of using cutting-edge machine learning techniques to build trend- neutral models that seek to forecast market moves over the short-to- medium-term. QIM operates a pattern recognition strategy designed to identify human behavioral patterns and cognitive biases that are repeatedly embedded within price data. The result: an agglomeration of trend-neutral models that we believe are capable of predicting probable market or security direction over the short- to medium-term.
N/A
QIM's research team is guided by Jaffray Woodriff's overarching philosophy over the past 30 years that evidence - and not investment hypotheses - is the only basis on which models should be built.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.71% | 3.85% | – | – | – | – | – | – | – | – | – | – | 4.59% | 0.00% |
| 2025 | -2.67% | -1.95% | 7.04% | -7.75% | 3.19% | 4.87% | -0.91% | 3.05% | 0.38% | -0.90% | 3.37% | 1.96% | 9.17% | -7.75% |
| 2024 | 3.80% | -0.70% | -2.23% | 1.45% | 2.62% | 0.81% | -2.53% | -1.00% | -5.19% | 5.13% | -6.21% | 5.97% | 1.10% | -9.79% |
| 2023 | -1.07% | -3.27% | 0.44% | 1.49% | -1.73% | 1.22% | 2.80% | -4.57% | -3.03% | -4.95% | -0.95% | -4.78% | -17.25% | -17.25% |
| 2022 | 10.17% | -0.40% | 8.75% | 1.24% | 0.69% | 0.11% | 1.11% | -2.40% | -5.56% | 4.87% | 2.37% | -2.12% | 19.26% | -7.83% |
| 2021 | -1.92% | 0.61% | -1.05% | -0.42% | 2.18% | -5.40% | 2.66% | -1.16% | 3.62% | -0.33% | 2.68% | -3.41% | -2.31% | -6.01% |
| 2020 | 8.82% | -1.17% | -8.60% | -1.57% | 0.94% | -4.06% | -2.24% | -1.33% | 1.58% | -0.74% | 6.14% | -1.30% | -4.51% | -16.94% |
| 2019 | -1.48% | -4.22% | -0.65% | -2.56% | -1.75% | 3.47% | 5.33% | -5.52% | -1.63% | 1.84% | 4.02% | 2.33% | -1.46% | -10.25% |
| 2018 | -1.37% | -6.84% | 1.30% | 0.97% | 3.55% | 0.82% | -2.93% | 1.42% | 0.19% | -5.82% | -0.57% | 2.70% | -6.93% | -9.38% |
| 2017 | 3.17% | 1.06% | 0.99% | -0.09% | -0.05% | 0.18% | 0.13% | -2.93% | 2.99% | 2.42% | -1.56% | 1.05% | 7.43% | -2.93% |
| 2016 | 2.59% | 6.16% | -2.98% | 0.15% | 1.59% | 0.84% | 0.14% | 0.62% | 1.92% | -1.26% | 2.51% | 3.55% | 16.69% | -2.98% |
| 2015 | -0.18% | 2.27% | -1.42% | 5.07% | 0.73% | 3.95% | -1.46% | 3.17% | 4.60% | 0.23% | 4.07% | -1.62% | 20.82% | -1.62% |
| 2014 | 0.99% | 0.43% | -2.43% | -4.90% | -0.36% | -0.13% | -0.75% | -1.39% | 2.61% | -2.88% | -0.09% | -3.90% | -12.30% | -13.53% |
| 2013 | -2.51% | -0.43% | -2.61% | -1.32% | -0.05% | -0.38% | 0.43% | 1.30% | -1.15% | 0.04% | 2.21% | 4.24% | -0.43% | -7.11% |
| 2012 | -4.49% | -1.41% | 1.20% | 5.77% | 7.17% | 1.29% | -2.05% | 0.52% | 0.32% | -1.81% | -2.99% | 1.66% | 4.65% | -5.91% |
| 2011 | 0.33% | 1.29% | -0.41% | -2.33% | -3.22% | -0.90% | 1.14% | 0.30% | 4.55% | 3.01% | 4.36% | -2.87% | 4.99% | -6.71% |
| 2010 | -4.32% | -0.45% | -1.01% | 0.08% | -1.28% | 0.45% | -0.77% | 1.39% | 0.40% | 2.50% | -1.90% | 1.97% | -3.08% | -7.15% |
| 2009 | 5.99% | -0.10% | -2.29% | 4.29% | 3.43% | -0.52% | 1.82% | 0.70% | 1.45% | -2.38% | 2.18% | -3.70% | 10.93% | -3.94% |
| 2008 | -7.59% | 5.30% | 3.55% | 1.86% | 5.78% | -1.53% | -1.84% | 3.36% | 3.10% | -2.54% | 2.31% | 0.90% | 12.51% | -7.59% |
| 2007 | 1.67% | 1.37% | 5.40% | 1.27% | -3.80% | 1.18% | 2.03% | 7.56% | 1.04% | 4.27% | 3.40% | 1.19% | 29.53% | -3.80% |
| 2006 | 0.57% | 1.60% | 1.48% | -2.15% | 5.37% | -2.31% | 2.34% | -0.02% | -1.19% | 2.29% | 0.10% | -1.16% | 6.86% | -2.31% |
| 2005 | -0.40% | -1.65% | 4.26% | 5.77% | 2.85% | -1.97% | 0.55% | 1.40% | 0.86% | 0.56% | 2.04% | 3.05% | 18.43% | -2.04% |
| 2004 | 0.92% | 3.51% | -8.93% | -0.63% | 2.94% | 1.44% | 2.07% | 0.10% | 6.05% | 5.75% | 9.58% | -1.69% | 21.85% | -9.50% |
| 2003 | – | – | – | – | – | – | – | – | – | 5.88% | -2.64% | 3.35% | 6.54% | -2.64% |
Track Record Compiled By: N/A
Accounting Notes: Net returns for the Quantitative Global Program are calculated assuming 0% management fees and 30% incentive fees for a representative investor since the October 2003 inception of client trading, which reflects the most fees paid by any investor. Returns for each month for the period from 10/1/03 through 6/30/05 were calculated by summing a daily series of aggregate returns for all client managed accounts in the Global Program; the returns series then switches on 7/1/05 to the monthly aggregate for the Quantitative Global Funds at 1X leverage. In addition to the fees referenced above, such returns are shown net of all expenses incurred by the Quantitative Global Funds at 1X leverage. A direct investment in the Global Program returns is not possible; an individual account or particular trading portfolio may have realized more or less favorable results. Information herein that is related to the latest month’s performance is based on estimated data.
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.>
Risk Disclosure
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.