Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LGFMX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS FI) | NA | 9.79% | -2.03% | -3.45% | -1.90% | NA | NA | 3.79% |
Data as of 09/02/2016, AR inception is 01/07/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LGFMX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS FI) | 01/07/2002 | 09/02/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.79 | -2.03 | -3.45 | -1.90 | NA | NA | 3.79 | 11.69 | -15.33 | -5.69 | -7.31 | 14.56 | -22.56 | 18.31 | 74.28 | -57.88 | 22.28 | 17.17 | 18.63 | 13.46 | 70.25 | -19.55 |
| Sharpe Ratio | NA | 0.56 | -0.12 | -0.20 | -0.09 | NA | NA | 0.11 | 1.01 | -0.92 | -0.50 | -0.52 | 0.84 | -0.84 | 0.79 | 2.33 | -1.19 | 0.66 | 0.67 | 1.02 | 0.66 | 4.25 | -1.18 |
| Standard Deviation(%) | NA | 17.32 | 14.96 | 17.16 | 26.61 | NA | NA | 24.02 | 17.51 | 16.66 | 11.52 | 14.19 | 17.45 | 26.83 | 23.05 | 31.85 | 49.32 | 29.14 | 20.92 | 16.11 | 18.84 | 16.37 | 17.73 |
| Draw Down(%) | NA | 19.25 | 33.98 | 35.45 | 73.30 | NA | NA | 73.30 | 10.90 | 25.90 | 16.17 | 18.43 | 18.86 | 31.13 | 19.32 | 23.75 | 67.28 | 22.97 | 25.33 | 11.70 | 23.24 | 12.23 | 33.25 |
| Yield(%) | 0.00 | 1.24 | 1.13 | 1.03 | 0.57 | 0.78 | 0.58 | 0.83 | 0.00 | 1.07 | 1.04 | 1.38 | 1.62 | 0.40 | 0.44 | 0.45 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/02/2016, AR inception is 01/07/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LGFMX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS FI) |
-22.11%
Feb 2006 - Feb 2009 |
-10.43%
Oct 2007 - Oct 2012 |
-3.37%
Jan 2006 - Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LGFMX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS FI) |
39.64%
Mar 2003 - Mar 2006 |
33.71%
Oct 2002 - Oct 2007 |
10.08%
Sep 2002 - Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart