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QACAX: Quantified All-Cap Equity Fund Adv Cl (MUTUAL FUND)
Basic Info
| Asset Class: | EQUITY |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 03/21/2016 |
| Last Dividend Date: | 12/26/2019 |
| 12-Mo. Yield | 0.90% |
| Expenses | - |
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Performance Analytics (As of 09/11/2020)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | Since 03/21/2016 |
2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 5.0 | 1.2 | 6.8 | 0.2 | 9.4 | -17.5 | 18.0 | 13.0 |
| Sharpe Ratio | NA | 0.34 | 0.21 | 0.44 | 0.1 | 0.7 | -0.94 | 1.94 | 1.46 |
| Draw Down(%) | NA | 7.7 | 20.7 | 20.7 | 3.2 | 7.7 | 26.0 | 3.5 | 5.3 |
| Standard Deviation(%) | NA | 11.9 | 13.4 | 13.0 | 11.0 | 11.5 | 20.1 | 9.0 | 11.4 |
| Treynor Ratio | NA | 0.05 | 0.03 | 0.06 | 0.02 | 0.1 | -0.18 | 0.15 | 0.2 |
| Alpha | NA | -0.05 | -0.04 | -0.03 | -0.08 | -0.05 | -0.05 | -0.02 | 0.01 |
| Beta | NA | 0.88 | 0.91 | 0.91 | 0.62 | 0.78 | 1.03 | 1.14 | 0.84 |
| RSquared | NA | 0.81 | 0.78 | 0.77 | 0.48 | 0.75 | 0.77 | 0.81 | 0.69 |
| Yield(%) | N/A | 0.9 | 7.8 | N/A | 0.0 | 1.2 | 5.6 | 16.8 | 0.0 |
| Dividend Growth(%) | N/A | -86.9 | N/A | N/A | -100.0 | -82.9 | -66.3 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/21/2016
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