Tracking CTAs since 1994
AlphaQuest LLC
AlphaQuest Original
Principal(s): Nigol Koulajian, Robert Toth, & Darren Johnston
Strategy: Short-Term / Momentum / Diversified
Investment Restrictions: 4.7 Exempt - QEPs Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
AQO is a short term momentum strategy with trades lasting 8 days on average. Trades are filtered for maximum volatility expansion potential and are timed using short term trade entry techniques. Trading systems are weighted within the portfolio based on their contributions to targeted volatility and drawdown levels. Integrated risk models manage risks by monitoring volatility metrics, market liquidity and sector exposure limits.
N/A
AlphaQuest is a research driven alternative investment firm headquartered in New York founded in 2001. Alpha Quest employs a quantitative trading process in over 60 liquid global markets including commodities, currencies, equity indices and fixed income. Clients include family offices, foundations, FoFs and some of the world's largest pensions. Quest is registered with the CFTC as a CTA and CPO and is a member of the NFA.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.20% | – | – | – | – | – | – | – | – | – | – | – | 1.20% | 0.00% |
| 2025 | 1.80% | -3.65% | 3.70% | -1.45% | -2.85% | -0.80% | -4.14% | -4.40% | 0.20% | 1.70% | -6.45% | 0.50% | -15.18% | -17.10% |
| 2024 | 2.81% | -0.29% | 5.65% | 7.45% | -4.58% | -1.12% | -4.92% | -1.24% | 4.79% | -6.45% | -0.03% | -3.13% | -2.11% | -15.89% |
| 2023 | -4.21% | -0.26% | -7.43% | 2.08% | -1.77% | 0.22% | 0.85% | -5.85% | 7.48% | -0.54% | -2.31% | -1.16% | -12.89% | -15.61% |
| 2022 | -0.60% | 0.69% | 13.38% | 9.81% | -0.73% | 1.23% | -1.70% | 2.00% | 7.19% | -2.54% | -5.72% | 1.26% | 25.23% | -8.11% |
| 2021 | -4.84% | 13.09% | 2.90% | 2.68% | -1.23% | -0.33% | 0.74% | -1.82% | -0.12% | 7.65% | -4.82% | -1.90% | 11.13% | -6.63% |
| 2020 | 7.32% | 0.58% | 8.81% | -0.18% | -4.36% | -0.43% | 5.35% | -3.43% | -6.69% | 0.17% | -4.29% | 1.44% | 3.07% | -13.61% |
| 2019 | -7.73% | -2.46% | 3.98% | -1.54% | 6.52% | 6.06% | 2.10% | 8.47% | -4.44% | -0.90% | -0.38% | -1.80% | 6.79% | -10.00% |
| 2018 | 16.28% | -0.01% | -0.17% | 3.12% | 1.38% | -0.47% | -5.45% | 1.06% | 1.43% | -2.66% | -8.42% | 0.92% | 5.29% | -14.02% |
| 2017 | -6.31% | -4.14% | -0.86% | -0.02% | -2.75% | -0.82% | -2.30% | -1.99% | 0.44% | 6.99% | -0.04% | -1.44% | -12.94% | -17.78% |
| 2016 | 14.16% | 9.19% | -6.72% | -0.58% | -3.62% | 6.60% | 2.16% | -6.30% | -7.64% | -2.65% | 0.20% | 4.51% | 7.02% | -18.01% |
| 2015 | 7.97% | -0.68% | 2.90% | 0.33% | -1.65% | -10.70% | 7.39% | -2.01% | -1.64% | 2.17% | 8.72% | -5.47% | 5.69% | -12.17% |
| 2014 | 1.62% | 0.10% | -4.51% | -5.36% | 3.20% | 1.89% | -2.29% | 5.83% | 3.20% | 3.75% | 5.24% | 3.23% | 16.27% | -9.63% |
| 2013 | 0.07% | 4.45% | -0.53% | 9.07% | -3.46% | 0.86% | 1.86% | -1.42% | -1.68% | -0.25% | 2.11% | 4.39% | 15.94% | -4.10% |
| 2012 | 3.07% | 2.32% | -5.14% | -2.25% | 8.66% | -3.34% | 5.75% | -3.47% | -3.91% | -2.62% | -0.70% | 3.56% | 0.87% | -10.32% |
| 2011 | -4.91% | 5.83% | -6.52% | 16.41% | -5.93% | -9.40% | 11.37% | 0.96% | -4.11% | -3.85% | -2.92% | 2.10% | -4.11% | -14.77% |
| 2010 | -6.93% | 0.19% | 1.58% | 1.85% | 3.26% | -1.52% | -2.24% | 6.97% | 7.52% | 6.12% | -6.82% | 10.10% | 20.08% | -6.93% |
| 2009 | 0.38% | -2.32% | -7.57% | -2.43% | 13.30% | 0.36% | 0.57% | -1.73% | 3.60% | -5.17% | 1.77% | -11.16% | -11.75% | -14.26% |
| 2008 | 2.09% | 14.92% | -0.53% | 1.26% | 4.88% | 4.22% | -13.55% | 1.36% | -1.26% | 20.59% | 10.10% | 4.98% | 55.77% | -13.55% |
| 2007 | -0.49% | -3.23% | -0.50% | 6.26% | -0.79% | 6.81% | 2.07% | -11.84% | 13.80% | 6.73% | -3.71% | 4.04% | 18.11% | -11.84% |
| 2006 | 4.34% | -3.02% | 0.55% | 14.62% | 0.91% | -3.18% | -6.08% | 0.36% | 0.25% | 7.48% | 5.95% | 2.54% | 25.72% | -9.07% |
| 2005 | -7.67% | 2.58% | 0.41% | -3.46% | 1.48% | 5.15% | -4.02% | 2.35% | 2.94% | 0.11% | 4.36% | -3.35% | 0.04% | -8.19% |
| 2004 | -2.80% | 3.93% | -1.38% | -5.60% | 1.30% | -9.98% | 1.36% | -1.25% | -0.99% | 6.23% | -0.60% | -1.32% | -11.43% | -15.86% |
| 2003 | -1.84% | 6.16% | 0.93% | -7.90% | 14.36% | -4.59% | -1.86% | 1.85% | 4.23% | -4.62% | -3.28% | 1.13% | 2.74% | -8.30% |
| 2002 | – | -13.71% | 16.53% | -1.44% | -2.49% | 9.22% | 3.76% | 0.83% | 6.90% | 0.99% | -3.50% | 16.92% | 34.49% | -13.71% |
Accounting Notes: For the periods Feb 2002 through Oct 2002 and Feb 2005 through Jan 2009, the performance shown represents the pro forma extracted trading results of one client account managed by Quest. Beginning Feb 2009, the performance shown represents the total trading results of client accounts in this program and therefore no longer includes extracted performance or pro forma adjustments.
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.