Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LBERX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS R) | NA | 4.79% | -3.58% | -4.46% | NA | NA | NA | … | … |
Data as of 09/02/2016, Common starting date is 05/20/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LBERX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS R) | 05/20/2011 | 09/02/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.24 | 4.79 | -3.58 | -4.46 | NA | NA | NA | … | … | 6.77 | -15.64 | -5.53 | -7.58 | 14.38 | -21.01 |
| Sharpe Ratio | NA | 0.26 | -0.23 | -0.26 | NA | NA | NA | … | … | 0.55 | -0.94 | -0.48 | -0.54 | 0.83 | -1.00 |
| Standard Deviation(%) | NA | 17.86 | 15.10 | 17.18 | NA | NA | NA | … | … | 18.36 | 16.67 | 11.53 | 14.20 | 17.49 | 31.72 |
| Draw Down(%) | NA | 19.36 | 34.25 | 35.87 | NA | NA | NA | … | … | 10.90 | 26.07 | 16.23 | 18.54 | 18.91 | 28.97 |
| Yield(%) | 0.00 | 1.24 | 0.74 | 0.75 | 0.34 | 0.22 | 0.17 | … | … | 0.00 | 1.07 | 0.00 | 1.29 | 1.42 | 0.22 |
Data as of 09/02/2016, Common starting date is 05/20/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LBERX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS R) |
-11.01%
Jan 2013 – Jan 2016 |
-6.37%
Jun 2011 – Jun 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LBERX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS R) |
3.31%
Sep 2011 – Sep 2014 |
-4.06%
Aug 2011 – Aug 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart