Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LDIVX (QS International Dividend IS) | NA | -3.91% | 2.99% | 3.46% | NA | NA | NA | … | … |
Data as of 10/03/2018, Common starting date is 03/04/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LDIVX (QS International Dividend IS) | 03/04/2013 | 10/03/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.05 | -3.91 | 2.99 | 3.46 | NA | NA | NA | … | … | -5.67 | 16.97 | -0.42 | 1.48 | 4.94 | 9.12 |
| Sharpe Ratio | NA | -0.61 | 0.20 | 0.23 | NA | NA | NA | … | … | -0.96 | 2.93 | -0.05 | 0.07 | 0.63 | 1.17 |
| Standard Deviation(%) | NA | 8.25 | 14.78 | 13.49 | NA | NA | NA | … | … | 9.04 | 5.60 | 13.30 | 21.90 | 7.83 | 9.37 |
| Draw Down(%) | NA | 10.51 | 17.80 | 17.80 | NA | NA | NA | … | … | 10.51 | 2.45 | 9.92 | 12.76 | 8.17 | 9.37 |
| Yield(%) | 0.00 | 2.92 | 6.75 | 5.68 | 3.23 | 2.15 | 1.61 | … | … | 1.73 | 4.06 | 3.34 | 14.70 | 4.14 | 4.02 |
Data as of 10/03/2018, Common starting date is 03/04/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LDIVX (QS International Dividend IS) |
1.57%
Nov 2013 – Nov 2016 |
3.42%
Sep 2013 – Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LDIVX (QS International Dividend IS) |
6.34%
Jan 2015 – Jan 2018 |
5.34%
May 2013 – May 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart