Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QMFIX (Quantitative Managed Futures Strat I) | NA | 2.18% | NA | NA | NA | NA | NA | 3.10% |
Data as of 10/09/2013, AR inception is 11/10/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QMFIX (Quantitative Managed Futures Strat I) | 11/10/2011 | 10/09/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.18 | NA | NA | NA | NA | NA | 3.10 | 7.40 | -3.71 | -0.30 |
| Sharpe Ratio | NA | 0.16 | NA | NA | NA | NA | NA | 0.15 | 0.59 | -0.68 | -3.07 |
| Standard Deviation(%) | NA | 13.73 | NA | NA | NA | NA | NA | 10.83 | 16.34 | 5.61 | 0.72 |
| Draw Down(%) | NA | 14.67 | NA | NA | NA | NA | NA | 17.05 | 12.14 | 7.51 | 0.30 |
| Yield(%) | 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 10/09/2013, AR inception is 11/10/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QMFIX (Quantitative Managed Futures Strat I) |
0.00%
NA |
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 |
|---|---|---|---|---|
| QMFIX (Quantitative Managed Futures Strat I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart