Find A Portfolio/Ticker
Comparison Box
QALAX: QUANTIFIED ALTERNATIVE INVESTMENT FUND QUANTIFIED ALTERNATIVE INVESTMENT FUND ADVISOR CLASS SHARES (MUTUAL FUND)
Basic Info 9.47 0.01(0.11%) March 28
Asset Class: | EQUITY |
MyPlanIQ Rating: | (55%) |
Start Date: | 03/21/2016 |
Last Dividend Date: | 12/26/2023 |
12-Mo. Yield | 0.90% |
Expenses | 2.55% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.5 | 7.6 | 13.1 | 1.9 | 3.7 | 3.0 | 1.9 | -8.4 | 11.2 | 0.5 | 10.9 | -9.5 | 14.7 | 0.4 |
Sharpe Ratio | NA | 3.73 | 1.2 | -0.09 | 0.21 | 0.2 | -0.33 | -1.24 | 1.05 | 0.02 | 1.43 | -1.04 | 1.89 | 0.03 |
Draw Down(%) | NA | 1.8 | 8.1 | 13.5 | 22.9 | 24.1 | 8.1 | 11.2 | 4.5 | 22.9 | 4.4 | 16.2 | 2.7 | 6.2 |
Standard Deviation(%) | NA | 8.4 | 7.7 | 8.2 | 10.2 | 9.7 | 7.2 | 7.9 | 10.6 | 15.4 | 6.6 | 10.4 | 7.5 | 9.4 |
Treynor Ratio | NA | 0.56 | 0.21 | -0.02 | 0.06 | 0.05 | -0.07 | -0.54 | 0.17 | 0.01 | 0.23 | -0.21 | 0.15 | 0.0 |
Alpha | NA | 0.03 | -0.01 | -0.01 | -0.01 | -0.01 | -0.03 | -0.02 | -0.02 | -0.03 | -0.01 | -0.03 | -0.02 | -0.03 |
Beta | NA | 0.56 | 0.44 | 0.28 | 0.34 | 0.37 | 0.33 | 0.18 | 0.67 | 0.35 | 0.42 | 0.51 | 0.93 | 0.59 |
RSquared | NA | 0.6 | 0.48 | 0.38 | 0.52 | 0.53 | 0.38 | 0.32 | 0.75 | 0.64 | 0.63 | 0.7 | 0.76 | 0.5 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See EQUITY Asset Class Trend Rankings |