Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LGMSX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS IS) | NA | 0.90% | -4.46% | -4.79% | NA | NA | NA | -2.56% |
Data as of 09/02/2016, AR inception is 09/04/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LGMSX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS IS) | 09/04/2008 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.42 | 0.90 | -4.46 | -4.79 | NA | NA | NA | -2.56 | 2.60 | -14.92 | -5.56 | -6.87 | 14.89 | -22.36 | 18.60 | 74.34 | -41.12 |
| Sharpe Ratio | NA | 0.04 | -0.27 | -0.27 | NA | NA | NA | -0.09 | 0.18 | -0.90 | -0.48 | -0.49 | 0.86 | -0.83 | 0.80 | 2.33 | -1.01 |
| Standard Deviation(%) | NA | 19.83 | 16.05 | 17.83 | NA | NA | NA | 26.47 | 20.58 | 16.64 | 11.50 | 14.17 | 17.48 | 26.89 | 23.06 | 31.84 | 79.89 |
| Draw Down(%) | NA | 19.23 | 33.63 | 34.69 | NA | NA | NA | 54.14 | 10.84 | 25.81 | 16.28 | 18.35 | 18.83 | 31.08 | 19.28 | 23.69 | 54.14 |
| Yield(%) | 0.00 | 1.72 | 1.42 | 1.29 | 0.82 | 0.55 | 0.41 | 1.17 | 0.00 | 1.49 | 1.08 | 1.78 | 1.96 | 0.59 | 0.83 | 0.87 | 0.00 |
Data as of 09/02/2016, AR inception is 09/04/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LGMSX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS IS) |
-10.51%
Jan 2013 - Jan 2016 |
-7.77%
Dec 2010 - Dec 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LGMSX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS IS) |
29.62%
Feb 2009 - Feb 2012 |
13.75%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart