Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LQNIX (QS Global Market Neutral Fund Cl I) | NA | -311,063.91% | nan% | nan% | 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 |
|---|---|---|
| LQNIX (QS Global Market Neutral Fund Cl I) | 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 (%) | -281,864.71 | -311,063.91 | nan | nan | NA | NA | NA | … | … | 5.27 | 7.97 | 16.11 | -6.90 | -6.16 | -1.47 | 5.65 | -1.89 | 0.60 |
| Sharpe Ratio | NA | 1.20 | 1.09 | 0.19 | NA | NA | NA | … | … | 0.59 | 0.99 | 3.39 | -1.03 | -1.90 | -0.63 | 1.32 | -0.47 | 1.29 |
| Standard Deviation(%) | NA | 5.41 | 5.96 | 5.60 | NA | NA | NA | … | … | 4.97 | 6.71 | 4.75 | 6.92 | 3.99 | 4.44 | 3.83 | 4.45 | 5.66 |
| Draw Down(%) | NA | 3.08 | 7.03 | 16.99 | NA | NA | NA | … | … | 2.78 | 5.55 | 2.93 | 8.63 | 8.83 | 5.64 | 3.24 | 7.45 | 0.99 |
| Yield(%) | 100.04 | 109.26 | 41.62 | 22.17 | 11.65 | 7.77 | 5.82 | … | … | 105.54 | 16.97 | 0.00 | 0.00 | 0.19 | 2.38 | 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 |
|---|---|---|---|---|
| LQNIX (QS Global Market Neutral Fund Cl I) |
-4.94%
Dec 2017 – Dec 2020 |
-1.85%
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 |
|---|---|---|---|---|
| LQNIX (QS Global Market Neutral Fund Cl I) |
7.69%
Aug 2020 – Aug 2023 |
2.68%
Aug 2018 – Aug 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart