Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LNFIX (QS Global Market Neutral Fund Cl A) | NA | 188,867.16% | 1,189.88% | 352.58% | NA | NA | NA | … | … |
Data as of 09/27/2023, Common starting date is 12/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LNFIX (QS Global Market Neutral Fund Cl A) | 12/01/2015 | 09/27/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 171,354.55 | 188,867.16 | 1,189.88 | 352.58 | NA | NA | NA | … | … | 179,936.81 | 8.03 | 15.48 | -7.24 | -6.65 | -1.80 | 5.34 | -2.19 | 0.60 |
| Sharpe Ratio | NA | 253.12 | 2.76 | 1.05 | NA | NA | NA | … | … | 3,127.75 | 0.99 | 3.28 | -1.07 | -2.07 | -0.71 | 1.21 | -0.55 | 1.36 |
| Standard Deviation(%) | NA | 746.15 | 430.26 | 333.48 | NA | NA | NA | … | … | 869.12 | 6.70 | 4.71 | 6.95 | 3.93 | 4.52 | 3.88 | 4.40 | 5.37 |
| Draw Down(%) | NA | 3.02 | 6.95 | 17.59 | NA | NA | NA | … | … | 2.82 | 5.41 | 2.85 | 8.96 | 9.51 | 5.86 | 3.25 | 7.56 | 0.99 |
| Yield(%) | 99.94 | 109.04 | 41.28 | 21.87 | 11.39 | 7.59 | 5.70 | … | … | 105.30 | 17.19 | 0.00 | 0.00 | 0.00 | 1.68 | 0.87 | 0.00 | 0.00 |
Data as of 09/27/2023, Common starting date is 12/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LNFIX (QS Global Market Neutral Fund Cl A) |
-5.29%
Nov 2017 – Nov 2020 |
-2.17%
Jan 2016 – Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LNFIX (QS Global Market Neutral Fund Cl A) |
7.38%
Aug 2020 – Aug 2023 |
2.34%
Aug 2018 – Aug 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart