Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GQSCX (Quantitative U S Small Cap Equity Portfolio) | -1.56% | 5.55% | 12.66% | 15.43% | NA | NA | NA | 9.60% |
Data as of 07/03/2025, AR inception is 11/16/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GQSCX (Quantitative U S Small Cap Equity Portfolio) | 11/16/2017 | 07/03/2025 |
| 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 (%) | 3.65 | 5.55 | 12.66 | 15.43 | NA | NA | NA | 9.60 | -1.56 | 11.78 | 18.94 | -8.47 | 31.76 | 7.61 | 22.17 | -11.31 | 3.23 |
| Sharpe Ratio | NA | -0.03 | 0.33 | 0.60 | NA | NA | NA | 0.26 | -0.49 | 0.40 | 0.75 | -0.38 | 1.51 | 0.16 | 1.26 | -0.75 | 2.72 |
| Standard Deviation(%) | NA | 24.26 | 22.31 | 22.65 | NA | NA | NA | 25.53 | 25.80 | 20.61 | 20.56 | 26.01 | 21.05 | 45.74 | 16.40 | 17.09 | 11.32 |
| Draw Down(%) | NA | 28.83 | 28.83 | 28.83 | NA | NA | NA | 46.86 | 24.64 | 9.39 | 16.76 | 21.43 | 9.37 | 46.17 | 12.97 | 25.70 | 2.63 |
| Yield(%) | 0.00 | 10.54 | 7.76 | 9.27 | 4.40 | 2.93 | 2.20 | 6.28 | 0.06 | 10.96 | 0.84 | 7.81 | 12.43 | 0.54 | 0.71 | 0.67 | 0.15 |
Data as of 07/03/2025, 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 |
|---|---|---|---|---|
| GQSCX (Quantitative U S Small Cap Equity Portfolio) |
4.42%
Mar 2022 - Mar 2025 |
4.82%
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 |
|---|---|---|---|---|
| GQSCX (Quantitative U S Small Cap Equity Portfolio) |
25.94%
Mar 2020 - Mar 2023 |
18.46%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart