Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LGEMX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS I) | NA | 10.02% | -1.88% | -3.32% | -1.82% | NA | NA | … | … |
Data as of 09/02/2016, Common starting date is 01/04/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LGEMX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS I) | 01/04/2002 | 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 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.02 | -1.88 | -3.32 | -1.82 | NA | NA | … | … | 11.94 | -15.20 | -5.68 | -7.26 | 14.74 | -22.38 | 18.59 | 74.26 | -57.79 | 21.30 | 18.44 | 18.27 | 13.46 | 70.25 | -18.87 |
| Sharpe Ratio | NA | 0.57 | -0.11 | -0.20 | -0.09 | NA | NA | … | … | 1.03 | -0.92 | -0.50 | -0.52 | 0.85 | -0.84 | 0.80 | 2.32 | -1.19 | 0.62 | 0.72 | 1.00 | 0.66 | 4.25 | -1.14 |
| Standard Deviation(%) | NA | 17.30 | 14.86 | 17.04 | 26.12 | NA | NA | … | … | 17.54 | 16.63 | 11.48 | 14.16 | 17.46 | 26.82 | 23.02 | 31.90 | 49.26 | 29.19 | 20.96 | 16.06 | 18.84 | 16.37 | 17.72 |
| Draw Down(%) | NA | 19.27 | 33.84 | 35.30 | 73.27 | NA | NA | … | … | 10.88 | 25.85 | 16.17 | 18.38 | 18.88 | 31.09 | 19.32 | 23.71 | 67.23 | 23.10 | 25.31 | 11.70 | 23.24 | 12.23 | 33.25 |
| Yield(%) | 0.00 | 1.48 | 1.05 | 1.08 | 0.65 | 0.90 | 0.67 | … | … | 0.00 | 1.27 | 0.74 | 1.27 | 1.86 | 0.59 | 0.81 | 0.87 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/02/2016, Common starting date is 01/04/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LGEMX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS I) |
-21.99%
Feb 2006 – Feb 2009 |
-10.31%
Oct 2007 – Oct 2012 |
-3.24%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LGEMX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS I) |
39.62%
Mar 2003 – Mar 2006 |
33.73%
Oct 2002 – Oct 2007 |
10.16%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart