Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QEAAX (QUAKER EVENT ARBITRAGE FUND CLASS A) | NA | 10.08% | 4.74% | 5.83% | 4.82% | NA | NA | 2.20% |
Data as of 06/22/2018, AR inception is 12/30/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QEAAX (QUAKER EVENT ARBITRAGE FUND CLASS A) | 12/30/2004 | 06/22/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.14 | 10.08 | 4.74 | 5.83 | 4.82 | NA | NA | 2.20 | 7.91 | 8.16 | 13.80 | -8.57 | 2.12 | 12.37 | 5.59 | -5.53 | 6.61 | 27.84 | -25.74 | -5.76 | 1.54 | 8.71 | -9.36 |
| Sharpe Ratio | NA | 1.65 | 0.48 | 0.67 | 0.49 | NA | NA | 0.13 | 2.67 | 1.56 | 1.23 | -0.88 | 0.29 | 2.43 | 1.13 | -0.54 | 1.10 | 2.02 | -1.71 | -1.01 | -0.16 | 0.94 | NA |
| Standard Deviation(%) | NA | 5.53 | 8.83 | 8.02 | 9.36 | NA | NA | 9.73 | 6.07 | 4.85 | 11.04 | 9.74 | 7.21 | 5.08 | 4.94 | 10.28 | 5.92 | 13.75 | 15.59 | 8.76 | 10.77 | 6.96 | 0.00 |
| Draw Down(%) | NA | 2.81 | 23.62 | 23.62 | 23.62 | NA | NA | 40.48 | 2.81 | 2.67 | 11.62 | 15.38 | 9.13 | 2.23 | 3.67 | 13.94 | 4.20 | 9.19 | 30.33 | 11.97 | 8.72 | 3.65 | 9.36 |
| Yield(%) | 0.00 | 3.84 | 3.86 | 3.96 | 2.69 | 1.55 | 1.16 | 1.79 | 0.00 | 4.04 | 0.61 | 7.90 | 6.31 | 0.64 | 1.27 | 2.16 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.55 | 0.75 |
Data as of 06/22/2018, AR inception is 12/30/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QEAAX (QUAKER EVENT ARBITRAGE FUND CLASS A) |
-12.84%
Feb 2006 - Feb 2009 |
-3.43%
Sep 2006 - Sep 2011 |
-0.80%
Jan 2006 - Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QEAAX (QUAKER EVENT ARBITRAGE FUND CLASS A) |
11.72%
Feb 2009 - Feb 2012 |
9.72%
Feb 2009 - Feb 2014 |
4.51%
May 2008 - May 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart