Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GQLVX (Quantitative U S Large Cap Value Equity Portfolio) | 3.95% | 11.98% | 11.10% | 13.32% | NA | NA | NA | 8.07% |
Data as of 06/30/2025, AR inception 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 | 06/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.65 | 11.98 | 11.10 | 13.32 | NA | NA | NA | 8.07 | 3.95 | 11.45 | 9.14 | -6.38 | 29.26 | -1.75 | 27.34 | -14.03 | 4.60 |
| Sharpe Ratio | NA | 0.48 | 0.41 | 0.71 | NA | NA | NA | 0.27 | 0.20 | 0.67 | 0.40 | -0.36 | 1.95 | -0.05 | 1.90 | -0.95 | 6.05 |
| Standard Deviation(%) | NA | 17.40 | 16.08 | 16.86 | NA | NA | NA | 21.05 | 21.18 | 11.76 | 13.86 | 21.61 | 14.96 | 40.86 | 13.60 | 16.27 | 7.76 |
| Draw Down(%) | NA | 17.95 | 17.95 | 19.92 | NA | NA | NA | 42.79 | 16.21 | 8.18 | 10.83 | 19.92 | 7.48 | 42.79 | 8.63 | 23.97 | 1.03 |
| Yield(%) | 0.00 | 13.20 | 7.92 | 7.12 | 3.58 | 2.38 | 1.79 | 5.11 | 0.33 | 13.58 | 2.58 | 5.34 | 1.74 | 1.81 | 2.12 | 1.77 | 0.22 |
Data as of 06/30/2025, AR inception 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