Tracking CTAs since 1994
AlphaQuest LLC
AlphaQuest Market Neutral (AQMN)
Principal(s): Nigol Koulajian, Robert Toth, & Darren Johnston
Strategy: Systematic / Breakouts / Diverisified
Investment Restrictions: 4.7 Exempt - QEPs Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
AlphaQuest Market Neutral (AQMN) represents the beta neutral implementation of AlphaQuest Original (AQO). AQO is a fully systematic investment strategy that seeks to measure and capture breakouts and breakdowns across global markets, asset classes, factors, investment strategies, and time frames. AQO sources convexity within futures and FX, individual equities, alternative markets, and other well-established systematic investment strategies. We aim to deliver strong absolute returns that exhibit positive skew (right-tails). In that effort, we are intensely focused on certain dimensions of risk that most others ignore. AQMN delivers AQO Alpha without the long-term negative beta profile. The strategy was launched March 1, 2025. To see previous simulated performance please contact investorrelations@alphaquest.com
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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 | 1.60% | – | – | – | – | – | – | – | – | – | – | – | 1.60% | 0.00% |
| 2025 | – | – | 1.18% | -1.79% | -0.99% | 0.93% | -3.68% | -3.94% | 1.40% | 2.80% | -6.30% | 0.40% | -9.90% | -11.31% |
Accounting Notes: Returns beginning March 1, 2025 represent the actual net returns of the Market Neutral class of AlphaQuest Original LLC. To see previous simulated performance please contact investorrelations@alphaquest.com
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.