Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LGSCX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS FI) | 4.85% | 8.27% | 9.11% | 6.38% | 3.05% | 8.17% | 3.58% | 3.89% |
Data as of 07/03/2025, AR inception is 01/07/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LGSCX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS FI) | 01/07/2002 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.43 | 8.27 | 9.11 | 6.38 | 3.05 | 8.17 | 3.58 | 3.89 | 4.85 | 6.20 | 13.99 | -19.54 | 3.29 | 7.87 | 20.44 | -15.94 | 8.53 | 19.48 | -4.99 | 8.91 | 37.66 | 15.74 | -2.45 | 27.65 | 27.79 | -38.18 | -14.35 | 1.01 | -8.48 | 6.34 | 36.59 | -13.68 |
| Sharpe Ratio | NA | 0.20 | 0.26 | 0.18 | 0.07 | NA | NA | 0.11 | 0.26 | -0.02 | 0.51 | -0.76 | 0.11 | 0.17 | 1.12 | -0.95 | 0.67 | 1.04 | -0.30 | 0.54 | 2.47 | 0.96 | -0.08 | 1.15 | 0.85 | -0.89 | -0.77 | -0.12 | -0.59 | 0.30 | 2.17 | -0.67 |
| Standard Deviation(%) | NA | 24.95 | 22.23 | 24.65 | 24.66 | NA | NA | 24.33 | 26.03 | 20.68 | 19.45 | 27.58 | 30.17 | 44.60 | 16.97 | 18.25 | 11.86 | 18.50 | 16.86 | 16.56 | 15.25 | 16.51 | 32.70 | 23.97 | 32.52 | 43.74 | 22.55 | 19.65 | 17.95 | 18.24 | 16.54 | 22.45 |
| Draw Down(%) | NA | 29.15 | 29.15 | 43.01 | 50.44 | NA | NA | 67.45 | 22.59 | 12.71 | 15.42 | 26.11 | 24.94 | 46.73 | 13.60 | 28.67 | 6.85 | 15.60 | 16.18 | 11.58 | 6.11 | 14.08 | 29.51 | 19.84 | 31.06 | 51.64 | 23.95 | 17.57 | 14.41 | 21.53 | 10.04 | 29.15 |
| Yield(%) | 0.00 | 0.39 | 0.47 | 0.30 | 3.09 | 6.77 | 3.16 | 3.27 | 0.00 | 0.86 | 0.14 | 0.22 | 0.00 | 0.48 | 1.62 | 8.72 | 9.05 | 6.75 | 6.74 | 11.55 | 11.21 | 0.51 | 0.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/03/2025, 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 |
|---|---|---|---|---|
| LGSCX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS FI) |
-26.86%
Feb 2006 - Feb 2009 |
-17.00%
Feb 2004 - Feb 2009 |
-0.70%
May 2002 - May 2012 |
0.88%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LGSCX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS FI) |
30.14%
Feb 2009 - Feb 2012 |
26.34%
Feb 2009 - Feb 2014 |
15.51%
Feb 2009 - Feb 2019 |
10.73%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart