Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
QALAX (QUANTIFIED ALTERNATIVE INVESTMENT FUND QUANTIFIED ALTERNATIVE INVESTMENT FUND ADVISOR CLASS SHARES) | 3.65% | 0.44% | 1.63% | 5.22% | NA | NA | NA | 2.90% |
Data as of 06/30/2025, AR inception is 03/21/2016
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
QALAX (QUANTIFIED ALTERNATIVE INVESTMENT FUND QUANTIFIED ALTERNATIVE INVESTMENT FUND ADVISOR CLASS SHARES) | 03/21/2016 | 06/30/2025 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 1.63 | 0.44 | 1.63 | 5.22 | NA | NA | NA | 2.90 | 3.65 | 3.75 | 1.88 | -8.59 | 11.17 | 0.51 | 10.94 | -9.50 | 14.73 | 0.36 |
Sharpe Ratio | NA | -0.32 | -0.24 | 0.34 | NA | NA | NA | 0.12 | 0.28 | 0.01 | -0.26 | -1.25 | 1.02 | 0.02 | 1.42 | -1.05 | 1.88 | 0.03 |
Standard Deviation(%) | NA | 10.91 | 8.75 | 9.38 | NA | NA | NA | 9.98 | 11.59 | 9.09 | 6.99 | 8.03 | 10.90 | 16.27 | 6.65 | 10.41 | 7.51 | 9.43 |
Draw Down(%) | NA | 11.85 | 11.85 | 13.52 | NA | NA | NA | 24.11 | 10.11 | 8.07 | 8.10 | 11.48 | 4.46 | 22.95 | 4.37 | 16.17 | 2.68 | 6.15 |
Yield(%) | 0.00 | 0.85 | 1.42 | 3.73 | 2.32 | 1.55 | 1.16 | 2.58 | 0.00 | 0.92 | 2.67 | 0.83 | 12.11 | 0.00 | 2.44 | 0.00 | 2.86 | 0.02 |
Data as of 06/30/2025, 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 |
---|---|---|---|---|
QALAX (QUANTIFIED ALTERNATIVE INVESTMENT FUND QUANTIFIED ALTERNATIVE INVESTMENT FUND ADVISOR CLASS SHARES) |
-3.03%
Oct 2017 - Oct 2020 |
-0.37%
Jan 2018 - Jan 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
QALAX (QUANTIFIED ALTERNATIVE INVESTMENT FUND QUANTIFIED ALTERNATIVE INVESTMENT FUND ADVISOR CLASS SHARES) |
7.42%
Dec 2018 - Dec 2021 |
5.18%
Dec 2016 - Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart