Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LSRAX (QS STRATEGIC REAL RETURN FUND CLASS A2) | NA | -13.11% | 0.81% | 1.17% | NA | NA | NA | … | … |
Data as of 12/20/2021, Common starting date is 11/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LSRAX (QS STRATEGIC REAL RETURN FUND CLASS A2) | 11/01/2012 | 12/20/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -13.11 | 0.81 | 1.17 | NA | NA | NA | … | … | -14.41 | 3.26 | 12.02 | -8.30 | 11.67 | 3.13 | -10.67 | -7.35 | -1.22 | -0.64 |
| Sharpe Ratio | NA | -0.51 | 0.01 | 0.03 | NA | NA | NA | … | … | -0.55 | 0.16 | 1.16 | -1.11 | 2.07 | 0.30 | -1.08 | -1.24 | -0.13 | -0.49 |
| Standard Deviation(%) | NA | 26.82 | 19.46 | 15.71 | NA | NA | NA | … | … | 27.22 | 19.09 | 9.11 | 8.65 | 5.36 | 9.83 | 9.90 | 5.96 | 9.44 | 8.11 |
| Draw Down(%) | NA | 24.00 | 27.40 | 27.40 | NA | NA | NA | … | … | 24.00 | 27.40 | 6.65 | 13.82 | 2.75 | 6.83 | 13.29 | 13.43 | 10.41 | 2.94 |
| Yield(%) | 0.00 | 1.40 | 2.27 | 3.73 | 2.04 | 1.36 | 1.02 | … | … | 0.00 | 2.30 | 4.26 | 7.78 | 3.90 | 2.15 | 3.40 | 1.38 | 0.00 | 0.00 |
Data as of 12/20/2021, Common starting date is 11/01/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSRAX (QS STRATEGIC REAL RETURN FUND CLASS A2) |
-8.34%
Jan 2013 – Jan 2016 |
-2.66%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSRAX (QS STRATEGIC REAL RETURN FUND CLASS A2) |
6.40%
Jun 2018 – Jun 2021 |
6.08%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart