Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QSPMX (Quantified Pattern Recognition Fund Investor Class Shares) | 5.66% | 9.20% | 15.32% | 9.74% | NA | NA | NA | 11.60% |
Data as of 07/18/2025, AR inception is 08/30/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QSPMX (Quantified Pattern Recognition Fund Investor Class Shares) | 08/30/2019 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.20 | 15.32 | 9.74 | NA | NA | NA | 11.60 | 5.66 | 18.76 | 13.84 | -18.49 | 33.83 | -0.34 | 11.50 |
| Sharpe Ratio | NA | 0.33 | 0.79 | 0.43 | NA | NA | NA | 0.42 | 0.37 | 1.11 | 0.81 | -0.87 | 1.68 | -0.02 | 4.80 |
| Standard Deviation(%) | NA | 18.19 | 15.21 | 17.85 | NA | NA | NA | 18.95 | 20.54 | 13.66 | 12.65 | 22.88 | 20.13 | 24.21 | 7.80 |
| Draw Down(%) | NA | 12.36 | 13.16 | 28.36 | NA | NA | NA | 28.36 | 9.66 | 8.22 | 13.16 | 27.34 | 10.44 | 23.63 | 1.64 |
| Yield(%) | 0.00 | 2.62 | 2.78 | 7.20 | 4.18 | 2.79 | 2.09 | 8.36 | 0.00 | 2.97 | 4.37 | 0.11 | 29.27 | 0.21 | 4.09 |
Data as of 07/18/2025, AR inception is 08/30/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QSPMX (Quantified Pattern Recognition Fund Investor Class Shares) |
0.64%
Aug 2021 - Aug 2024 |
7.64%
May 2020 - May 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QSPMX (Quantified Pattern Recognition Fund Investor Class Shares) |
16.34%
Jun 2022 - Jun 2025 |
11.34%
Feb 2020 - Feb 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart