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QACFX: QUANTIFIED ALL-CAP EQUITY FUND QUANTIFIED ALL-CAP EQUITY FUND INVESTOR CLASS SHARES (MUTUAL FUND)
Basic Info
| Asset Class: | EQUITY |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 08/12/2013 |
| Last Dividend Date: | 12/26/2019 |
| 12-Mo. Yield | 1.27% |
| Expenses | - |
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Performance Analytics (As of 09/11/2020)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 07/09/2018 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 5.2 | 1.3 | 5.2 | -4.3 | 0.2 | 6.8 | -11.1 | 18.8 | 10.8 | -2.7 | -0.0 | 4.2 |
| Sharpe Ratio | NA | 0.18 | 0.19 | 0.23 | 0.25 | 0.1 | 0.47 | -0.69 | 2.02 | 0.97 | -0.21 | -0.01 | 0.8 |
| Draw Down(%) | NA | 7.7 | 20.5 | 20.5 | 20.5 | 3.2 | 7.7 | 20.5 | 3.5 | 7.0 | 11.2 | 8.8 | 5.5 |
| Standard Deviation(%) | NA | 11.9 | 13.4 | 12.8 | 12.7 | 10.9 | 11.6 | 18.1 | 9.0 | 10.9 | 13.0 | 11.1 | 13.7 |
| Treynor Ratio | NA | 0.02 | 0.03 | 0.04 | 0.04 | 0.02 | 0.07 | -0.13 | 0.16 | 0.17 | -0.04 | 0.0 | 0.09 |
| Alpha | NA | -0.06 | -0.04 | -0.02 | -0.03 | -0.08 | -0.06 | -0.03 | -0.02 | 0.01 | -0.01 | -0.04 | -0.08 |
| Beta | NA | 0.88 | 0.91 | 0.82 | 0.84 | 0.63 | 0.78 | 0.97 | 1.15 | 0.63 | 0.76 | 0.85 | 1.19 |
| RSquared | NA | 0.8 | 0.78 | 0.75 | 0.75 | 0.5 | 0.74 | 0.83 | 0.8 | 0.61 | 0.81 | 0.81 | 0.84 |
| Yield(%) | N/A | 1.3 | 8.0 | 5.2 | N/A | 0.0 | 1.3 | 5.8 | 17.0 | 0.0 | 0.0 | 4.8 | 2.3 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | -100.0 | -81.9 | -64.7 | N/A | N/A | -100.0 | 116.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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