Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QACAX (Quantified All-Cap Equity Fund Adv Cl) | NA | 5.61% | 4.04% | NA | NA | NA | NA | 8.82% |
Data as of 02/06/2020, AR inception is 03/21/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QACAX (Quantified All-Cap Equity Fund Adv Cl) | 03/21/2016 | 02/06/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | 5.61 | 4.04 | NA | NA | NA | NA | 8.82 | 0.21 | 9.41 | -17.49 | 17.95 | 13.02 |
| Sharpe Ratio | NA | 0.34 | 0.21 | NA | NA | NA | NA | 0.44 | 0.10 | 0.70 | -0.94 | 1.94 | 1.46 |
| Standard Deviation(%) | NA | 11.85 | 13.45 | NA | NA | NA | NA | 12.99 | 11.02 | 11.51 | 20.07 | 8.99 | 11.35 |
| Draw Down(%) | NA | 7.72 | 20.71 | NA | NA | NA | NA | 20.71 | 3.24 | 7.72 | 25.97 | 3.47 | 5.31 |
| Yield(%) | 0.00 | 0.90 | 7.80 | 5.35 | 2.68 | 1.78 | 1.34 | 8.92 | 0.00 | 1.18 | 5.56 | 16.83 | 0.00 |
Data as of 02/06/2020, AR inception is 03/21/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QACAX (Quantified All-Cap Equity Fund Adv Cl) |
4.11%
May 2016 - May 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QACAX (Quantified All-Cap Equity Fund Adv Cl) |
7.08%
Apr 2016 - Apr 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart