Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GQLVX (Quantitative U S Large Cap Value Equity Portfolio) | 12.42% | 27.98% | 16.64% | 8.85% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 11/16/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GQLVX (Quantitative U S Large Cap Value Equity Portfolio) | 11/16/2017 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.01 | 27.98 | 16.64 | 8.85 | NA | NA | NA | … | … | 12.42 | 8.21 | 11.45 | 9.14 | -6.38 | 29.26 | -1.75 | 27.34 | -14.03 | 4.60 |
| Sharpe Ratio | NA | 2.02 | 0.97 | 0.40 | NA | NA | NA | … | … | 2.18 | 0.30 | 0.67 | 0.40 | -0.36 | 1.95 | -0.05 | 1.90 | -0.95 | 6.05 |
| Standard Deviation(%) | NA | 11.84 | 13.87 | 15.92 | NA | NA | NA | … | … | 12.18 | 18.32 | 11.76 | 13.86 | 21.61 | 14.96 | 40.86 | 13.60 | 16.27 | 7.76 |
| Draw Down(%) | NA | 6.73 | 17.95 | 19.92 | NA | NA | NA | … | … | 6.73 | 16.21 | 8.18 | 10.83 | 19.92 | 7.48 | 42.79 | 8.63 | 23.97 | 1.03 |
| Yield(%) | 0.00 | 7.62 | 8.49 | 5.96 | 4.53 | 3.02 | 2.26 | … | … | 0.00 | 7.97 | 13.58 | 2.58 | 5.34 | 1.74 | 1.81 | 2.12 | 1.77 | 0.22 |
Data as of 06/04/2026, Common starting date is 11/16/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GQLVX (Quantitative U S Large Cap Value Equity Portfolio) |
1.54%
Jan 2018 – Jan 2021 |
4.74%
May 2018 – May 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GQLVX (Quantitative U S Large Cap Value Equity Portfolio) |
20.55%
Mar 2020 – Mar 2023 |
16.41%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart