QTS Capital Management, LLC (the “Adviser”) offers the FX and Futures Strategies account management service to individuals and institutions. FX strategy profits from intraday mean reversion of foreign currencies and Futures strategy profits from extreme movements in the US equity index. Both strategies are fully automated. The live performance track records of the strategies are shown below.
FX Monthly % Returns
FX Summary Statistics Since Inception
Futures Monthly % Returns
Futures Summary Statistics Since Inception
QTS Capital Management, LLC is a Commodity Trading Advisor registered with the National Futures Association. Clients will retain full ownership of their brokerage account while giving QTS Capital Management, LLC trading authorization. Clients can withdraw funds from their accounts at any time. Please email Ernest Chan, Managing Member of the Adviser, for further information.
The FX performance data for the period from January 2011 through June 2011 represents the performance of Ernest Chan’s personal brokerage account and not Adviser performance. The performance data for the period from July 2011 forward represents actual results of an account of QTS Partners, LP which is a commodity pool managed by the Adviser. (This account represents approximately 10% of the total nominal assets of the commodity pool, and the results displayed here do not reflect the performance of the pool as a whole.) This account historically has a leverage of 1 to 13, but currently has a leverage of about 2. The Futures performance data reflects actual positions of an account of QTS Partners, LP from August 2012 onwards. (This account represents approximately 50% of the total assets of the commodity pool.) This account historically has a leverage of 1 to 6, but currently has a leverage of about 1. The client’s managed account will need similar leverages to achieve comparable results as the pool’s accounts.
Both strategies can be run concurrently in the same managed account, and its monthly returns will be approximately the sum (not average) of the monthly returns of each strategy. The results reflect the deduction of transaction fees actually incurred as well as hypothetical, pro forma deductions of (i) an annual asset management fee of 2%, charged monthly and (ii) a performance allocation of 20%, taken monthly, subject to a high water mark.
Both Mr. Chan’s personal account and the QTS Partners, LP accounts displayed above employed the same investment strategies to that which will be offered to managed account clients of the Adviser. No representation is being made that the clients of the Adviser will experience results that are the same or similar to the performance of Mr. Chan’s proprietary account or the QTS Partners, LP accounts, as shown herein.
All investments involve risk, including the loss of principal. There can be no assurance that the Adviser will achieve its objectives or will otherwise meet the Adviser’s expectations. We currently can only accept clients who are Qualified Eligible Persons defined in CFTC Rule 4.7.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.