Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SIZ (QuantShares US Market Neutral Size) | NA | -6.27% | -7.30% | -6.29% | NA | NA | NA | … | … |
Data as of 12/30/2019, Common starting date is 09/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIZ (QuantShares US Market Neutral Size) | 09/07/2011 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.27 | -7.30 | -6.29 | NA | NA | NA | … | … | -6.27 | -6.56 | -9.06 | 2.90 | -11.81 | -4.91 | 2.00 | -0.08 | -0.39 |
| Sharpe Ratio | NA | -1.00 | -1.15 | -0.60 | NA | NA | NA | … | … | -1.02 | -1.18 | -1.26 | 0.21 | -0.63 | -0.35 | 0.44 | -0.01 | -0.15 |
| Standard Deviation(%) | NA | 7.51 | 7.31 | 11.63 | NA | NA | NA | … | … | 7.52 | 6.67 | 7.72 | 12.62 | 18.86 | 14.02 | 4.43 | 9.54 | 8.10 |
| Draw Down(%) | NA | 13.07 | 23.33 | 32.17 | NA | NA | NA | … | … | 13.07 | 8.95 | 11.17 | 7.26 | 14.62 | 15.97 | 2.18 | 7.05 | 5.42 |
| Yield(%) | 0.00 | 0.80 | 0.23 | 0.12 | 0.13 | 0.09 | 0.07 | … | … | 0.80 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.72 |
Data as of 12/30/2019, Common starting date is 09/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIZ (QuantShares US Market Neutral Size) |
-7.94%
Mar 2015 – Mar 2018 |
-7.25%
Aug 2014 – Aug 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIZ (QuantShares US Market Neutral Size) |
0.11%
Oct 2011 – Oct 2014 |
-2.54%
Dec 2011 – Dec 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart