Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LRRAX (QS STRATEGIC REAL RETURN FUND CLASS A) | NA | -3,391,547.97% | nan% | nan% | nan% | NA | NA | … | … |
Data as of 04/19/2024, Common starting date is 03/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LRRAX (QS STRATEGIC REAL RETURN FUND CLASS A) | 03/05/2010 | 04/19/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3,203,436.81 | -3,391,547.97 | nan | nan | nan | NA | NA | … | … | -3,289,179.23 | 6.18 | -9.79 | 15.93 | 3.50 | 16.31 | -8.16 | 12.22 | 3.00 | -10.44 | -7.17 | 1.79 | 8.59 | 2.81 | 10.52 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 0.20 | -0.74 | 1.71 | 0.17 | 2.14 | -0.97 | 2.12 | 0.28 | -1.05 | -1.21 | 0.20 | 0.99 | 0.20 | 0.96 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 9.57 | 15.10 | 9.28 | 19.29 | 6.97 | 9.80 | 5.50 | 9.94 | 9.93 | 5.92 | 8.68 | 8.70 | 14.11 | 13.24 |
| Draw Down(%) | NA | 3,193,447.19 | 2,997,719.10 | 2,997,719.10 | 2,997,719.10 | NA | NA | … | … | 3,193,447.19 | 8.02 | 20.85 | 5.40 | 27.38 | 4.10 | 13.68 | 2.80 | 6.85 | 13.25 | 13.35 | 10.36 | 8.36 | 14.35 | 11.30 |
| Yield(%) | 0.00 | 3.10 | 9.08 | 7.19 | 4.32 | 4.11 | 3.09 | … | … | 103.45 | 3.23 | 9.27 | 17.67 | 2.29 | 4.22 | 7.69 | 3.87 | 2.13 | 3.38 | 1.37 | 2.80 | 2.11 | 0.63 | 4.23 |
Data as of 04/19/2024, Common starting date is 03/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRRAX (QS STRATEGIC REAL RETURN FUND CLASS A) |
-7.31%
Jan 2013 – Jan 2016 |
-2.64%
Feb 2011 – Feb 2016 |
0.32%
Apr 2010 – Apr 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRRAX (QS STRATEGIC REAL RETURN FUND CLASS A) |
12.04%
Mar 2020 – Mar 2023 |
7.70%
Mar 2017 – Mar 2022 |
3.37%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart