Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QSTFX (QUANTIFIED STF FUND QUANTIFIED STF FUND INVESTOR CLASS SHARES) | -10.73% | -1.28% | 15.65% | 9.99% | NA | NA | NA | 15.12% |
Data as of 08/01/2025, AR inception is 11/16/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QSTFX (QUANTIFIED STF FUND QUANTIFIED STF FUND INVESTOR CLASS SHARES) | 11/16/2015 | 08/01/2025 |
| 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 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.05 | -1.28 | 15.65 | 9.99 | NA | NA | NA | 15.12 | -10.73 | 29.94 | 61.87 | -46.15 | 28.79 | 78.20 | 16.43 | -6.87 | 68.46 | -14.58 | -1.90 |
| Sharpe Ratio | NA | -0.17 | 0.45 | 0.29 | NA | NA | NA | 0.45 | -0.76 | 0.93 | 2.21 | -1.81 | 0.94 | 2.00 | 0.66 | -0.26 | 3.34 | -0.88 | -0.52 |
| Standard Deviation(%) | NA | 26.52 | 27.53 | 29.07 | NA | NA | NA | 27.72 | 27.52 | 28.21 | 26.66 | 26.43 | 30.64 | 38.80 | 22.78 | 32.01 | 20.40 | 16.81 | 28.26 |
| Draw Down(%) | NA | 29.88 | 32.22 | 49.03 | NA | NA | NA | 49.03 | 29.88 | 20.47 | 20.68 | 47.42 | 17.42 | 24.96 | 18.73 | 26.12 | 10.45 | 18.86 | 7.54 |
| Yield(%) | 0.00 | 5.39 | 3.24 | 10.35 | 12.31 | 8.21 | 6.16 | 13.68 | 0.00 | 6.57 | 1.64 | 0.00 | 24.02 | 29.60 | 0.61 | 2.26 | 46.91 | 0.00 | 0.00 |
Data as of 08/01/2025, AR inception is 11/16/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QSTFX (QUANTIFIED STF FUND QUANTIFIED STF FUND INVESTOR CLASS SHARES) |
1.47%
Aug 2020 - Aug 2023 |
3.00%
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 |
|---|---|---|---|---|
| QSTFX (QUANTIFIED STF FUND QUANTIFIED STF FUND INVESTOR CLASS SHARES) |
38.77%
Dec 2018 - Dec 2021 |
33.19%
Dec 2016 - Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart