Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QACFX (QUANTIFIED ALL-CAP EQUITY FUND QUANTIFIED ALL-CAP EQUITY FUND INVESTOR CLASS SHARES) | NA | 5.44% | 4.31% | 4.12% | NA | NA | NA | 4.37% |
Data as of 02/06/2020, AR inception is 08/12/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QACFX (QUANTIFIED ALL-CAP EQUITY FUND QUANTIFIED ALL-CAP EQUITY FUND INVESTOR CLASS SHARES) | 08/12/2013 | 02/06/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.44 | 4.31 | 4.12 | NA | NA | NA | 4.37 | 0.21 | 6.80 | -11.15 | 18.84 | 10.81 | -2.68 | -0.04 | 4.16 |
| Sharpe Ratio | NA | 0.18 | 0.19 | 0.23 | NA | NA | NA | 0.25 | 0.10 | 0.47 | -0.69 | 2.02 | 0.97 | -0.21 | -0.01 | 0.80 |
| Standard Deviation(%) | NA | 11.92 | 13.44 | 12.83 | NA | NA | NA | 12.65 | 10.88 | 11.55 | 18.11 | 9.05 | 10.90 | 13.01 | 11.14 | 13.74 |
| Draw Down(%) | NA | 7.71 | 20.53 | 20.53 | NA | NA | NA | 20.53 | 3.22 | 7.71 | 20.53 | 3.45 | 6.99 | 11.21 | 8.78 | 5.49 |
| Yield(%) | 0.00 | 1.27 | 8.00 | 5.18 | 3.26 | 2.17 | 1.63 | 5.44 | 0.00 | 1.31 | 5.85 | 17.03 | 0.00 | 0.00 | 4.82 | 2.26 |
Data as of 02/06/2020, AR inception is 08/12/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QACFX (QUANTIFIED ALL-CAP EQUITY FUND QUANTIFIED ALL-CAP EQUITY FUND INVESTOR CLASS SHARES) |
1.29%
Oct 2013 - Oct 2016 |
2.59%
May 2014 - May 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QACFX (QUANTIFIED ALL-CAP EQUITY FUND QUANTIFIED ALL-CAP EQUITY FUND INVESTOR CLASS SHARES) |
12.99%
Aug 2015 - Aug 2018 |
7.74%
Sep 2013 - Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart