ARQuant Monthly NewsLetter - ARQuant Management

March 2025 NewsLetter20250407064232

March 2025 NewsLetter

Andrew Kartashov7 April 20250 comments

March 2025 NewsLetter Management comments March presented a challenging environment for our investment strategy; nonetheless, it closed the month with...

February 2025 NewsLetter20250307135056

February 2025 NewsLetter

Andrew Kartashov7 March 20250 comments

February 2025 NewsLetter Management comments In February 2025, the U.S. stock market experienced heightened volatility, driven by fluctuating interest...

December 2024 NewsLetter20250111183514

December 2024 NewsLetter

ARQuant11 January 20250 comments

December 2024 NewsLetter Management comments In December, the U.S. stock market experienced heightened volatility as investors grappled with mixed eco...

November 2024 NewsLetter20241210093728

November 2024 NewsLetter

Andrew Kartashov10 December 20240 comments

November 2024 NewsLetter Management comments In November, the strategy demonstrated strong recovery and consistent performance, capitalizing on the st...

October 2024 NewsLetter20241210093026

October 2024 NewsLetter

Andrew Kartashov10 December 20240 comments

October 2024 NewsLetter Management comments October began on a steady note, and by mid-month the strategy accumulated a profit above 2%. However, as t...

September 2024 NewsLetter20241010084335

September 2024 NewsLetter

Andrew Kartashov10 October 20240 comments

September 2024 NewsLetter Management comments September almost mirrored August’s pattern, with accumulated profits peaking on September 13th, fo...

August 2024 NewsLetter20240912110533

August 2024 NewsLetter

Andrew Kartashov12 September 20240 comments

August 2024 NewsLetter Management comments August mirrored June’s performance of the strategy, where accumulated profits peaked on the 19th, followed ...

July 2024 NewsLetter20240806084425

July 2024 NewsLetter

Andrew Kartashov6 August 20240 comments

July 2024 NewsLetter Management comments In July, the strategy performed quite well, achieving profits on 13 out of 23 days. However, significant loss...

June 2024 NewsLetter20240708101147

June 2024 NewsLetter

Andrew Kartashov8 July 20240 comments

June 2024 NewsLetter Management comments For the first time this year, the strategy posted a gross loss of -0.65% in June. Historically, the strategy ...

May 2024 NewsLetter20240610102558

May 2024 NewsLetter

Andrew Kartashov10 June 20240 comments

May 2024 NewsLetter Management comments The S&P 500’s 4.8% gain last month represented its strongest May performance since 2009. However, Ma...

The World Wildlife Fund (WWF)	Help to transform the future for the world’s wildlife, rivers, forests and seas
Greenpeace	Protect our natural world for future generations
Save The Children	Help children get the future they deserve
CALM (Campaign Against Living Miserably)	Standing together against suicide
International Rescue Committee	Help refugee families
Cash For Refugees	Give cash directly to people displaced by the war in Ukraine
Zeilen Van Vrijheid	Deliver medical cars and humanitarian aid to Ukraine
Vostok SOS	Humanitarian and psychological help to people in Ukraine
DEC: Unkraine Humanitarian Appeal	Meeting the needs of all refugees and displaced people

Statistics	Inception	Last 36 Months	2018	2019	2020	2021	2022	2023	2024	2025
Start	2018-03	2022-04	2018-03	2019-01	2020-01	2021-01	2022-01	2023-01	2024-01	2025-01
End	2025-03	2025-03	2018-12	2019-12	2020-12	2021-12	2022-12	2023-12	2024-12	2025-03
Cumulative Return	674.40%	33.60%	41.40%	22.50%	148.00%	13.50%	26.80%	-3.80%	21.60%	7.00%
CAGR%	33.50%	10.10%	51.50%	22.50%	148.00%	13.50%	26.80%	-3.80%	21.60%	31.10%
Volatility annualized	17.50%	9.30%	11.30%	11.50%	30.60%	15.70%	10.30%	5.20%	12.20%	14.80%
Risk Free Rate	2.44%	4.34%	2.00%	2.10%	0.40%	0.00%	2.02%	5.07%	4.97%	4.21%
Sharpe Ratio	1.62	0.62	3.61	1.65	3.19	0.88	2.18	-1.7	1.27	1.62
Calmar	3.49	1.62	27.42	4.91	35.14	1.58	7.7	-0.68	3.28
Sortino	4.12	1.09	40.09	3.53	-	1.21	3.02	-3.35	1.71
Kelly criterion	0.1	0.12	0.37	0.17	0.11	0.06	0.25	-0.15	0.15	0.19
Skew	1.84	0.15	0.11	0.04	0.81	-0.84	0.45	0.64	-0.75	0.35
Kurtosis	6.94	0.25	-0.89	-0.79	0	-0.13	-0.07	0.16	-0.13	-1.5
VaR (5%)	2.30%	3.60%	1.70%	3.70%	4.20%	7.30%	2.40%	2.50%	4.70%	3.30%
Max Drawdown	-8.80%	-6.20%	-1.60%	-4.30%	-2.80%	-8.80%	3.20%	5.50%	6.20%	1.40%
Geo. Avg. Monthly	2.40%	0.80%	3.50%	1.70%	7.90%	1.10%	2.00%	-0.30%	1.60%	2.30%
Volatility monthly	5.10%	2.70%	3.30%	3.30%	8.80%	4.50%	3.00%	1.50%	3.50%	4.30%
High Month	28.00%	7.00%	9.30%	7.60%	28.00%	6.40%	7.80%	3.00%	5.70%	7.00%
Low Month	-8.80%	-6.00%	-1.00%	-3.60%	-2.80%	-8.80%	-3.20%	-2.70%	-6.00%	-1.40%
Win rate weekly	69.40%	58.30%	80.00%	66.70%	91.70%	66.70%	83.30%	33.30%	66.70%	66.70%
Beta (S&P500)	0.29	0.03	0.16	0.64	-0.15	0.82	0.04	0.05