ESQTR Composite
Executive Summary
Episteme Capital claims compliance with the Global Investment Performance Standards (GIPS(R)).
Episteme Capital is an alternative investment management firm comprising its parent holding company, Episteme Capital Partners (Cayman), Ltd, its London office affiliate, Episteme Capital Partners (UK), LLP and its West Palm Beach, FL office affiliate Episteme Capital Partners (US), LLC. Episteme Systematic Quest TR ("ESQTR") is a multi-asset class systematic global macro program. ESQTR's investment approach has a balanced combination of fundamental, technical, and liquidity strategies. ESQTR includes cash management, therefore its returns are Total Returns (TR). The program trades the most liquid foreign exchange forwards and government bond, short term interest rate, equity index and commodity futures, as well as short-term instruments for cash management, including US Treasury Bills. The benchmark is the Societe Generale CTA Index (Bloomberg ticker NEIXCTA). The Societe General CTA Index is designed to track the largest 20 (by AUM) CTAs and be representative of the managed futures space. Managers must be open to new investment and report returns on a daily basis. The Societe Generale CTA Index is equally weighted, and rebalanced and reconstituted annually. Please note that as of January 1, 2023, Episteme Systematic Quest TR (ESQTR) is one of the components of the Societe Generale CTA Index. Use of SG CTA Index courtesy of SG Prime Services and Clearing. Returns are presented in U.S. dollars net of model management and incentive fees. Further detail regarding the calculation of fees is provided in the GIPS compliant presentation. Leverage is embedded in the products which the ESQTR program trades, namely futures and FX forwards. Consequently, leverage is utilized daily and is not due to the size of its balance sheet, but rather to the underlying market value of its derivatives positions. To receive a copy of the GIPS compliant presentation and/or a complete list of composite descriptions, both of which are available upon request, please send an email to invrelations@epistemecap.com.
Please note, the assets reported are Firm Assets.
Past Performance is not necessarily indicative of future results. Investment in the program involves a risk of loss.
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Disclaimer Info
The performance data displayed herein is compiled from various sources, including BarclayHedge, and reports directly from the advisors. These performance figures should not be relied on independent of the individual advisor's disclosure document, which has important information regarding the method of calculation used, whether or not the performance includes proprietary results, and other important footnotes on the advisor's track record.
The programs listed here are a sub-set of the full list of programs able to be accessed by subscribing to the database and reflect programs we currently work with and/or are more familiar with.
Benchmark index performance is for the constituents of that index only, and does not represent the entire universe of possible investments within that asset class. And further, that there can be limitations and biases to indices such as survivorship, self reporting, and instant history. Individuals cannot invest in the index itself, and actual rates of return may be significantly different and more volatile than those of the index.
Managed futures accounts can subject to substantial charges for management and advisory fees. The numbers within this website include all such fees, but it may be necessary for those accounts that are subject to these charges to make substantial trading profits in the future to avoid depletion or exhaustion of their assets.
Investors interested in investing with a managed futures program (excepting those programs which are offered exclusively to qualified eligible persons as that term is defined by CFTC regulation 4.7) will be required to receive and sign off on a disclosure document in compliance with certain CFT rules The disclosure documents contains a complete description of the principal risk factors and each fee to be charged to your account by the CTA, as well as the composite performance of accounts under the CTA's management over at least the most recent five years. Investor interested in investing in any of the programs on this website are urged to carefully read these disclosure documents, including, but not limited to the performance information, before investing in any such programs.
Those investors who are qualified eligible persons as that term is defined by CFTC regulation 4.7 and interested in investing in a program exempt from having to provide a disclosure document and considered by the regulations to be sophisticated enough to understand the risks and be able to interpret the accuracy and completeness of any performance information on their own.
RCM may receive a portion of the commodity brokerage commissions you pay in connection with your futures trading and/or a portion of the interest income (if any) earned on an account's assets. The listed manager may also pay RCM a portion of the fees they receive from accounts introduced to them by RCM.
Limitations on RCM Quintile + Star Rankings
The Quintile Rankings and RCM Star Rankings shown here are provided for informational purposes only. RCM does not guarantee the accuracy, timeliness or completeness of this information. The ranking methodology is proprietary and the results have not been audited or verified by an independent third party. Some CTAs may employ trading programs or strategies that are riskier than others. CTAs may manage customer accounts differently than their model results shown or make different trades in actual customer accounts versus their own accounts. Different CTAs are subject to different market conditions and risks that can significantly impact actual results. RCM and its affiliates receive compensation from some of the rated CTAs. Investors should perform their own due diligence before investing with any CTA. This ranking information should not be the sole basis for any investment decision.
See the full terms of use and risk disclaimer here.