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QBDAX: QUANTIFIED MANAGED INCOME FUND QUANTIFIED MANAGED INCOME FUND ADVISOR CLASS SHARES (MUTUAL FUND)
Basic Info 8.24 0.03(0.37%) April 19
Asset Class: | EQUITY |
MyPlanIQ Rating: | (55%) |
Start Date: | 03/21/2016 |
Last Dividend Date: | 12/26/2023 |
12-Mo. Yield | 0.00% |
Expenses | 1.55% |
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Performance Analytics (As of 04/18/2024)
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(%) | -0.7 | -0.6 | 1.8 | -1.1 | -2.1 | -1.4 | 1.6 | -4.7 | -1.2 | -9.8 | 9.7 | -3.8 | 4.4 | 3.7 |
Sharpe Ratio | NA | -0.82 | -0.46 | -0.76 | -0.57 | -0.27 | -0.69 | -1.31 | -0.34 | -0.89 | 2.18 | -1.09 | 1.37 | 1.08 |
Draw Down(%) | NA | 1.6 | 3.2 | 8.4 | 18.6 | 18.6 | 3.2 | 6.4 | 2.9 | 18.5 | 2.1 | 6.0 | 1.8 | 3.1 |
Standard Deviation(%) | NA | 3.9 | 4.0 | 4.1 | 6.2 | 5.5 | 3.9 | 4.7 | 3.8 | 11.3 | 3.8 | 4.6 | 2.7 | 4.2 |
Treynor Ratio | NA | -0.2 | -0.14 | -0.48 | -0.25 | -0.09 | -0.28 | -1.55 | -0.1 | -0.51 | 0.54 | -0.23 | 0.14 | 0.2 |
Alpha | NA | -0.03 | -0.02 | -0.01 | -0.02 | -0.01 | -0.02 | -0.02 | -0.02 | -0.06 | 0.02 | -0.02 | -0.01 | 0.0 |
Beta | NA | 0.17 | 0.13 | 0.06 | 0.14 | 0.15 | 0.09 | 0.04 | 0.13 | 0.2 | 0.15 | 0.22 | 0.28 | 0.23 |
RSquared | NA | 0.25 | 0.15 | 0.08 | 0.24 | 0.28 | 0.11 | 0.04 | 0.23 | 0.38 | 0.26 | 0.67 | 0.5 | 0.36 |
Yield(%) | N/A | 0.0 | 2.5 | 0.8 | 0.6 | N/A | 2.5 | 0.0 | 0.0 | 0.0 | 0.9 | 1.5 | 1.1 | 1.2 |
Dividend Growth(%) | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | -42.9 | 40.0 | -9.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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