Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QGSI (Quantgate Systems Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | -100.00% |
Data as of 09/27/2024, AR inception is 06/17/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QGSI (Quantgate Systems Inc) | 06/17/2011 | 09/27/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | -100.00 | -100.00 | 66.67 | -57.14 | -50.00 | 59.09 | -29.88 | -45.43 | -4.17 | -56.36 | 450.00 | -13.04 | -36.11 | -47.06 | -41.38 |
| Sharpe Ratio | NA | -0.32 | -0.23 | -0.16 | -0.12 | NA | NA | -0.13 | -0.28 | 0.21 | -0.26 | -0.22 | 0.16 | -0.06 | -0.13 | -0.02 | -0.33 | 1.81 | -0.08 | -0.17 | -0.31 | -0.75 |
| Standard Deviation(%) | NA | 306.32 | 277.12 | 314.13 | 304.99 | NA | NA | 277.63 | 341.19 | 294.94 | 225.80 | 225.82 | 365.15 | 524.54 | 349.50 | 236.18 | 168.69 | 249.14 | 165.96 | 212.63 | 152.86 | 83.36 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 83.33 | 76.92 | 84.00 | 79.37 | 97.13 | 90.60 | 75.00 | 73.33 | 58.36 | 64.29 | 81.67 | 56.63 | 41.38 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/27/2024, AR inception is 06/17/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QGSI (Quantgate Systems Inc) |
-68.72%
May 2016 - May 2019 |
-56.27%
Mar 2018 - Mar 2023 |
-34.84%
Jul 2014 - Jul 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QGSI (Quantgate Systems Inc) |
55.73%
Apr 2013 - Apr 2016 |
11.41%
Apr 2013 - Apr 2018 |
-12.83%
Aug 2013 - Aug 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart