Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LRRIX (QS STRATEGIC REAL RETURN FUND CLASS I) | NA | -623,706.31% | 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 |
|---|---|---|
| LRRIX (QS STRATEGIC REAL RETURN FUND CLASS I) | 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 (%) | -587,158.82 | -623,706.31 | nan | nan | nan | NA | NA | … | … | -603,482.81 | 6.42 | -9.62 | 16.17 | 3.83 | 16.53 | -7.93 | 12.49 | 3.31 | -10.20 | -6.95 | 2.05 | 8.86 | 3.14 | 10.71 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 0.23 | -0.73 | 1.74 | 0.19 | 2.19 | -0.94 | 2.19 | 0.31 | -1.04 | -1.18 | 0.23 | 1.02 | 0.22 | 0.98 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 9.61 | 15.18 | 9.26 | 19.29 | 6.90 | 9.82 | 5.44 | 9.91 | 9.86 | 5.91 | 8.68 | 8.72 | 14.08 | 13.21 |
| Draw Down(%) | NA | 585,399.41 | 552,316.25 | 552,316.25 | 552,316.25 | NA | NA | … | … | 585,399.41 | 8.01 | 20.81 | 5.33 | 27.37 | 4.02 | 13.49 | 2.82 | 6.90 | 13.11 | 13.23 | 10.42 | 8.35 | 14.27 | 11.22 |
| Yield(%) | 0.00 | 3.24 | 8.93 | 7.13 | 4.38 | 4.18 | 3.13 | … | … | 103.44 | 3.37 | 9.16 | 17.10 | 2.30 | 4.20 | 7.92 | 4.32 | 2.09 | 3.33 | 1.61 | 2.76 | 1.03 | 0.89 | 4.51 |
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 |
|---|---|---|---|---|
| LRRIX (QS STRATEGIC REAL RETURN FUND CLASS I) |
-7.05%
Jan 2013 – Jan 2016 |
-2.38%
Feb 2011 – Feb 2016 |
0.58%
Apr 2010 – Apr 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LRRIX (QS STRATEGIC REAL RETURN FUND CLASS I) |
12.33%
Mar 2020 – Mar 2023 |
7.95%
Mar 2017 – Mar 2022 |
3.63%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart