Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LQISX (QS Global Market Neutral Fund Cl IS) | NA | 1,774,431.60% | 2,627.67% | 610.62% | NA | NA | NA | … | … |
Data as of 09/27/2023, Common starting date is 12/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LQISX (QS Global Market Neutral Fund Cl IS) | 12/01/2015 | 09/27/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1,603,233.33 | 1,774,431.60 | 2,627.67 | 610.62 | NA | NA | NA | … | … | 5.37 | 8.28 | 16.18 | -6.79 | -6.25 | -1.36 | 5.65 | -1.79 | 0.60 |
| Sharpe Ratio | NA | 1.25 | 1.11 | 0.21 | NA | NA | NA | … | … | 0.62 | 1.03 | 3.43 | -1.00 | -1.92 | -0.60 | 1.34 | -0.45 | 1.29 |
| Standard Deviation(%) | NA | 5.42 | 5.94 | 5.60 | NA | NA | NA | … | … | 4.97 | 6.71 | 4.71 | 6.99 | 4.00 | 4.51 | 3.75 | 4.45 | 5.66 |
| Draw Down(%) | NA | 3.07 | 6.91 | 16.87 | NA | NA | NA | … | … | 2.77 | 5.53 | 2.82 | 8.61 | 8.82 | 5.55 | 3.14 | 7.45 | 0.99 |
| Yield(%) | 99.99 | 109.49 | 41.74 | 22.28 | 11.72 | 7.81 | 5.86 | … | … | 105.71 | 17.13 | 0.00 | 0.00 | 0.27 | 2.39 | 1.09 | 0.00 | 0.00 |
Data as of 09/27/2023, Common starting date is 12/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LQISX (QS Global Market Neutral Fund Cl IS) |
-4.87%
Dec 2017 – Dec 2020 |
-1.79%
Jan 2016 – Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LQISX (QS Global Market Neutral Fund Cl IS) |
7.78%
Aug 2020 – Aug 2023 |
2.75%
Aug 2018 – Aug 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart