Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LIATX (QS INTERNATIONAL EQUITY FUND CLASS A2) | NA | 12.07% | 11.05% | 7.45% | NA | NA | NA | … | … |
Data as of 12/29/2021, Common starting date is 06/01/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LIATX (QS INTERNATIONAL EQUITY FUND CLASS A2) | 06/01/2016 | 12/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.07 | 11.05 | 7.45 | NA | NA | NA | … | … | 12.35 | 3.22 | 16.38 | -16.13 | 24.40 | 2.28 |
| Sharpe Ratio | NA | 1.39 | 0.58 | 0.43 | NA | NA | NA | … | … | 1.43 | 0.10 | 1.38 | -1.35 | 3.21 | 0.21 |
| Standard Deviation(%) | NA | 8.68 | 18.33 | 15.71 | NA | NA | NA | … | … | 8.71 | 28.68 | 10.87 | 12.91 | 7.45 | 17.35 |
| Draw Down(%) | NA | 4.08 | 34.77 | 39.11 | NA | NA | NA | … | … | 4.08 | 34.77 | 8.55 | 23.85 | 2.51 | 10.31 |
| Yield(%) | 0.00 | 0.00 | 1.30 | 1.86 | 1.19 | 0.79 | 0.60 | … | … | 0.00 | 1.32 | 2.36 | 2.03 | 2.91 | 2.65 |
Data as of 12/29/2021, Common starting date is 06/01/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LIATX (QS INTERNATIONAL EQUITY FUND CLASS A2) |
-4.74%
Mar 2017 – Mar 2020 |
7.29%
Sep 2016 – Sep 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LIATX (QS INTERNATIONAL EQUITY FUND CLASS A2) |
9.20%
Nov 2018 – Nov 2021 |
8.00%
Nov 2016 – Nov 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart