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Quality Capital Management 

QCM Global Diversified Programme

Manager: Aref Karim

Address: Horizon Business Village,1 Brooklands rd, Weybridge, KT130TJ, United Kingdom

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Dec 13, 1995
AUM:$42
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:510.72%225.80%
Annual ROR:10.08%6.47%
YTD:2.73%6.70%
1 Year:6.21%17.29%
Alpha:0.99
Beta:-0.04
Statistics Program S&P 500
Average Monthly Gain:5.29%3.33%
Average Monthly Loss:-3.52%-3.86%
Winning Months:115141
Losing Months:11185
Current DD:33.601.55
Max DD:38.7652.56
Sharpe Ratio (RF 1%):0.46
Annualized Std Dev:19.81

Methodology

Discretionary:0%
Systematic:100%

Strategy

DirectionalLong / Short
Holding PeriodLong Term
---------------------------
Trend Following:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2014-4.782.26-2.702.314.921.05-3.075.12-1.892.73
20135.12-3.25-1.232.60-3.54-10.09-0.99-3.62-0.403.302.29-2.16-12.17
20122.584.00-1.44-0.35-1.25-3.336.851.54-0.31-10.910.88-0.76-3.51
2011-0.522.09-2.855.04-4.94-3.983.62-3.26-9.58-3.10-4.00-0.90-20.96
2010-10.20-0.127.371.19-5.99-0.541.905.613.576.38-0.698.3616.26
2009-6.15-3.12-4.63-4.347.01-3.30-1.434.951.69-3.538.71-7.02-11.95
20089.2120.02-6.282.112.007.65-12.33-3.14-8.4313.7716.1012.7659.51
2007-5.890.05-5.168.21-0.12-0.21-3.15-6.4920.447.330.403.7817.48
200612.16-5.005.1116.83-2.46-0.13-6.63-0.450.4210.394.41-1.5435.01
2005-4.360.492.852.342.587.64-4.128.93-0.65-9.147.367.6121.66
20040.827.33-2.39-3.53-2.98-5.020.89-6.37-0.972.244.61-3.90-9.72
20034.184.44-2.97-1.6010.74-3.56-0.46-1.470.329.70-0.894.9924.61
2002-2.49-6.545.70-8.431.346.934.904.266.92-7.11-5.497.505.49
2001-0.422.5210.51-6.88-0.27-0.92-0.521.859.845.35-3.160.4918.44
2000-0.38-0.40-1.77-2.522.46-1.18-3.002.64-0.341.945.814.127.20
1999-7.691.79-3.355.92-0.753.540.511.740.02-5.506.812.014.10
19983.562.69-0.73-8.02-1.353.72-2.2215.432.51-1.512.965.6923.20
19972.224.572.71-5.445.56-3.322.75-5.71-2.834.02-1.257.5610.20
19961.68-8.5011.626.18-9.46-0.14-7.230.19-1.5215.145.054.6415.50
199514.5114.51

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The GLOBAL DIVERSIFIED PROGRAMME ('GDP'), QCM's Flagship product, commenced trading in December 1995. The GDP trades 116 exchange-traded Financial and Commodities futures in major exchanges worldwide.
The strategy is actively managed and seeks long-term capital appreciation through a highly liquid non-correlated alternative investment. It is designed to be robust always looking for relative opportunities in financial and commodity markets. QCM is best described as a systematic global macro manager.
QCM's profile is largely long volatility, taking advantage of directional moves, which is modulated by short volatility elements. The strategy is agnostic in market direction and positions are both long and short. At its core, the strategy takes a long term macro approach in establishing directional bets in each market based on momentum, and continuously rebalances the portfolio through use of a unique proprietary risk allocation model. It does not compromise on return opportunities in the long run bull markets and attempts to bear low correlation with major asset classes such as stocks and bonds.
The emphasis is on portfolio management rather than market timing. Controlled leverage is applied on the portfolio, systematically, targeting risk. Both market as well as portfolio risks are actively monitored. By trading only exchange-trade futures, the level of transparency and liquidity in the strategy is taken to the highest level.

Company Info

Quality Capital Management Ltd. ('QCM') is a UK limited liability company incorporated in 1995 with its head office in Weybridge, just outside London. The firm is regulated in the UK by the Financial Services Authority and is registered in the US with the CFTC/NFA as a Commodity Trading Advisor and a Commodity Pool Operator. It has an office in Tokyo and is registered with the Japanese FSA. The company was founded by Aref Karim who is its Chief Executive Officer and Chief Investment Officer. Mr Karim qualified as a Chartered Accountant from the Institute of Chartered Accountants in England & Wales. He holds a Fellowship (FCA) of the Institute. Prior to setting up QCM, Mr Karim spent 13 years at the world's largest sovereign wealth fund, Abu Dhabi Investment Authority. He designed, built up, and managed a multi-billion dollar portfolio of alternative investments for the institution.

QCM is a systematic macro hedge fund manager and actively manages investments for its clients by applying its proprietary strategies on a diverse set of liquid and listed financial and commodity futures markets traded in major global exchanges. QCM currently offers four products. Through an integrated and seamless investment process, QCM aims to deliver investors a non-correlated source of absolute return ('alpha'). It runs the strategy, including its risk management, in a quantitative and systematic manner.

QCM's investor base is global and largely institutional, sovereigns and pensions.

Manager Info

Aref Karim, FCA, Chief Executive Officer and Chief Investment Officer, carries overall responsibility for QCM, its investment strategies and research. Mr Karim qualified in 1978 as a Chartered Accountant from the UK and is a Fellow of the ICAEW. After serving a few years as Senior Audit Manager with a firm in public practice in London, he went overseas to take up a position with Abu Dhabi Investment Authority ("ADIA"), the largest Sovereign Fund worldwide, investing globally in various asset classes, including equities, fixed income, real estate and alternative investments. Mr Karim was with the Alternative Investment Department of ADIA from March 1982 until May 1995 when he returned to the UK and founded QCM. During his tenure there, as Senior Investment Manager, he looked after the investment policies, strategies and asset allocation for a multi-billion dollar Alternative Investment Portfolio for this institution.