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QALTX: QUANTIFIED ALTERNATIVE INVESTMENT FUND QUANTIFIED ALTERNATIVE INVESTMENT FUND INVESTOR CLASS SHARES (MUTUAL FUND)
Basic Info 9.35 0.02(0.21%) April 24
Asset Class: | EQUITY |
MyPlanIQ Rating: | (55%) |
Start Date: | 08/09/2013 |
Last Dividend Date: | 12/26/2023 |
12-Mo. Yield | 1.70% |
Expenses | 2.55% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 08/09/2013 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.6 | 5.2 | 9.3 | 1.2 | 11.7 | 23.5 | 22.7 | 2.5 | -7.9 | 11.8 | 1.0 | 630.9 | -9.1 | 15.5 | -0.7 | -5.1 | 1.6 | 7.9 |
Sharpe Ratio | NA | 1.25 | 0.58 | -0.17 | 0.51 | 0.79 | 0.79 | -0.24 | -1.2 | 1.09 | 0.05 | 7.52 | -1.01 | 2.02 | -0.11 | -0.52 | 0.16 | 2.09 |
Draw Down(%) | NA | 3.1 | 8.0 | 13.0 | 22.9 | 22.9 | 22.9 | 8.0 | 11.1 | 4.4 | 22.9 | 3.3 | 15.6 | 2.7 | 6.0 | 9.8 | 6.7 | 3.6 |
Standard Deviation(%) | NA | 9.0 | 8.1 | 8.4 | 19.6 | 28.3 | 27.5 | 7.3 | 7.8 | 10.8 | 15.5 | 83.7 | 10.3 | 7.4 | 8.7 | 9.8 | 10.0 | 10.3 |
Treynor Ratio | NA | 0.2 | 0.1 | -0.05 | 0.3 | 0.63 | 0.59 | -0.05 | -0.53 | 0.17 | 0.02 | -19.34 | -0.21 | 0.16 | -0.02 | -0.09 | 0.03 | 0.23 |
Alpha | NA | 0.02 | -0.01 | -0.01 | 0.03 | 0.08 | 0.08 | -0.03 | -0.02 | -0.02 | -0.03 | 0.98 | -0.03 | -0.01 | -0.02 | -0.02 | -0.02 | -0.02 |
Beta | NA | 0.56 | 0.47 | 0.28 | 0.33 | 0.36 | 0.36 | 0.33 | 0.18 | 0.67 | 0.34 | -0.33 | 0.5 | 0.93 | 0.45 | 0.56 | 0.52 | 0.95 |
RSquared | NA | 0.55 | 0.49 | 0.37 | 0.1 | 0.04 | 0.04 | 0.38 | 0.32 | 0.73 | 0.61 | 0.0 | 0.69 | 0.79 | 0.49 | 0.77 | 0.38 | 0.94 |
Yield(%) | N/A | 0.0 | 3.6 | 5.3 | 10.1 | 17.2 | N/A | 3.6 | 1.5 | 12.7 | 0.0 | 162.2 | 0.1 | 3.4 | 0.0 | 1.3 | 10.2 | 2.3 |
Dividend Growth(%) | N/A | -100.0 | 113.3 | -88.3 | -63.8 | N/A | N/A | 113.3 | -88.2 | N/A | -100.0 | 148000.0 | -96.8 | N/A | -100.0 | -88.9 | 369.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/09/2013
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