Quintic Prime Dynamic Income

Report Date: October 2024

Strategy Description

Growth of 1,000

The strength of ProfitScore’s Regime-Adaptive Multi-Strat Program (PRAM) lies in its ability to measure changing market dynamics and systematically trade based on market states. Each highly liquid program uses unique sources of information to make trading decisions, reducing investment model correlation. The equity program places trades in S&P 500 Index secuties depending on the market's High Vol or Low Vol state. The program's US Treasury allocation systematically places trades in longer-dated US Treasury index securities based on Risk-On and Risk-Off market states. This program’s most significant value generally occurs during periods of high volatility and market stress when many other strategies are faced with performance challenges.

Risk/Return

Key Features

  • Highly liquid, transparent investments
  • Tactical models to minimize systematic risk
  • Multiple constructs to adapt to specific market states
  • 60/40 allocations to tactical Equity and Treasury components
  • Long and short positions

Monthly Returns Live Performance Data

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YEAR
2024 -1.85 0.05 1.44 -1.09 1.67 0.25 0.63 0.37 0.23 -1.62 0.02
2023 1.98 0.35 3.42 -1.04 1.35 3.80 0.89 -1.87 -2.26 -2.12 2.58 2.42 9.64
2022 0.00 6.25 0.69 -3.26 5.12 -5.54 -0.21 -3.17 -2.39 -3.83 0.33 -3.46 -9.71
2021 -0.54 1.21 -1.55 3.22 0.28 0.59 1.05 -0.89 -2.59 4.03 -0.57 -0.07 4.05
2020 1.79 -2.46 5.80 11.18 3.44 -2.01 2.87 2.22 -0.84 -3.01 4.97 1.49 27.54
2019 0.77 2.02 2.80 0.81 -2.41 2.34 0.34 0.37 1.86 2.75 1.73 1.49 15.80
2018 2.24 -1.38 2.82 0.60 0.63 -1.15 0.84 2.48 -0.83 -4.51 -2.41 -1.28 -2.19
2017 0.33 0.57 0.75 -0.20 2.12 0.55 1.71 0.81 0.54 1.02 0.38 2.36 11.47
2016 -3.25 2.77 4.67 -0.36 1.42 1.58 3.59 0.66 0.16 -1.69 2.87 1.74 14.80
2015 -0.64 8.06 -1.35 0.81 1.49 2.45 2.52 1.09 3.21 1.93 0.82 0.53 22.69
2014 -0.52 0.41 2.01 0.63 1.36 1.30 -0.24 4.97 0.10 0.68 11.11

Company Information

1234 Demo Street
Fictional,NY 54632

quinticprime.com

Contact Information

John Smith
Phone: 800-555-8756
Fax: 303-555-3742
[email protected]

Quintic Prime Dynamic Income

Reward Statistics (Annual) Regime-Adaptive Multi-Strat (PRAM) S&P 500 Index Barclay Hedge Fund Index
Compound ROR 9.36% 10.97% 4.87%
Average ROR 9.86% 12.00% 5.09%
Max Gain 27.54% 28.81% 11.14%
Consecutive Wins 4 3 4
% Winning Years 81.82% 72.73% 81.82%
Average Gain 13.01% 19.41% 7.53%
Gain Deviation 6.35% 8.97% 3.82%
Risk Statistics (Monthly) Regime-Adaptive Multi-Strat (PRAM) S&P 500 Index Barclay Hedge Fund Index
Standard Deviation 2.40% 4.29% 1.87%
Worst Loss -5.54% -12.51% -9.16%
Consecutive Losses 5 3 4
% Losing Months 30.47% 32.81% 37.50%
Average Loss -1.81% -3.77% -1.33%
Loss Deviation 1.28% 3.00% 1.55%
Risk/Reward Statistics (Annual) Regime-Adaptive Multi-Strat (PRAM) S&P 500 Index Barclay Hedge Fund Index
Sharpe Ratio (1%) - 0.98 0.85
Sortino Ratio (1%) - 0.71 0.61

Investment Allocation

Distribution of Monthly Returns