Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LQTIX (LS THETA FUND INSTITUTIONAL CLASS) | NA | 6.46% | 2.19% | 2.98% | NA | NA | NA | … | … |
Data as of 03/24/2021, Common starting date is 04/01/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LQTIX (LS THETA FUND INSTITUTIONAL CLASS) | 04/01/2014 | 03/24/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.02 | 6.46 | 2.19 | 2.98 | NA | NA | NA | … | … | -0.06 | 2.02 | 4.50 | -7.10 | 4.77 | 4.21 | 0.23 | -2.40 |
| Sharpe Ratio | NA | 3.47 | 0.44 | 0.68 | NA | NA | NA | … | … | -0.22 | 0.59 | -8.92 | -5.31 | -5.94 | -6.82 | -3.08 | -4.08 |
| Standard Deviation(%) | NA | 1.84 | 3.36 | 3.26 | NA | NA | NA | … | … | 1.32 | 3.00 | 2.10 | 5.40 | 2.44 | 4.37 | 5.94 | 5.29 |
| Draw Down(%) | NA | 1.09 | 6.52 | 8.05 | NA | NA | NA | … | … | 0.39 | 4.94 | 1.48 | 9.42 | 1.11 | 3.83 | 5.66 | 4.22 |
| Yield(%) | 0.00 | 3.00 | 2.29 | 2.03 | 1.34 | 0.89 | 0.67 | … | … | 0.00 | 2.87 | 2.08 | 1.91 | 0.99 | 1.84 | 2.58 | 0.96 |
Data as of 03/24/2021, Common starting date is 04/01/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LQTIX (LS THETA FUND INSTITUTIONAL CLASS) |
0.69%
Mar 2017 – Mar 2020 |
1.90%
Jun 2014 – Jun 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LQTIX (LS THETA FUND INSTITUTIONAL CLASS) |
5.36%
Jan 2015 – Jan 2018 |
3.30%
Jan 2016 – Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart