Quest for Yield
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | (0.5%) | +1.9% | +1.5% | +0.3% | +1.0% | +0.3% | - | +0.8% | ||||
| 2013 | +0.6% | (0.4%) | - | +1.1% | (0.6%) |
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| Instruments | Stocks |
|---|---|
| Strategies | Buy undervalue |
| System started | 5/18/2012 (12 months ago) |
| System developer |
Quest Funds 
(Last login to C2: 5/24/13 21:16) C2 Score: 586  Vendor has created 1 other system. Show |
| Status | This system is no longer supported. |
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 3 |
| # Profitable | 3 (100.0%) |
| # months tracked | 13 |
| Profitable months | 8 (61.5%) |
| Avg trade duration | 365.6 days |
| Annual return (compounded) | 5.8% |
| Average win | $354.40 |
| Average loss | $0.00 |
| Profit factor | n/a |
| Max peak-to-valley drawdown (historical) | 1.19% |
| drawdown period | May 21, 2012 to June 04, 2012 |
| Correlation w/ S&P | 0.445 |
| Sharpe ratio | 3.668 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 0.0% |
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 52.16 |
| Average P/L per unit traded | |
| Sum of dividends and cash expir. in model account | $133 |
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System Description
This fund holds ETFs selected for diversification and yield. The fund will invest approximately 50% in replicating Morningstar's Multi-Asset High Income Index (IYLD), a benchmark that includes equity (20%), fixed income (60%), and alternative asset classes (20%). The fixed income portion is divided across 20-Yr U.S. Treasuries, international Treasuries, 10-year corporate bonds, high-yield corporate bonds, and USD-denominated emerging market bonds. The small equity portion is allocated to large-cap dividend-paying US stocks, large-cap dividend-paying international stocks, preferred stocks, and selected international infrastructure stocks.
10% of the fund will invest in Emerging Market USD-denominated high-yield corporate bonds (EMHY) diversified across approximately 60 companies in 12 countries.
10% of the fund will invest in Emerging Market local-currency high-yield corporate bonds (LEMB) with similar diversification.
0-30% of the fund will be reserved for opportunistic equity and equity mutual fund trades. This will consist of either long QLD, or cash, plus opportunistic large-cap dividend US stocks.
The fund will rebalance to this 50/10/10/30 blend once per calendar quarter by selling and buying just enough shares in order to rebalance. No other active management will take place.
10% of the fund will invest in Emerging Market USD-denominated high-yield corporate bonds (EMHY) diversified across approximately 60 companies in 12 countries.
10% of the fund will invest in Emerging Market local-currency high-yield corporate bonds (LEMB) with similar diversification.
0-30% of the fund will be reserved for opportunistic equity and equity mutual fund trades. This will consist of either long QLD, or cash, plus opportunistic large-cap dividend US stocks.
The fund will rebalance to this 50/10/10/30 blend once per calendar quarter by selling and buying just enough shares in order to rebalance. No other active management will take place.
- This System Description text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that this text above is an accurate system description. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.
