Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LUSAX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS A2) | NA | -17.79% | 3.58% | -0.45% | 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 |
|---|---|---|
| LUSAX (QS U.S. SMALL CAPITALIZATION EQUITY 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 | -17.79 | 3.58 | -0.45 | NA | NA | NA | … | … | -17.94 | 10.72 | 19.18 | -15.82 | 8.29 | 19.23 | -5.08 | 5.92 | 25.80 | 2.05 |
| Sharpe Ratio | NA | -0.37 | 0.08 | -0.04 | NA | NA | NA | … | … | -0.38 | 0.24 | 1.05 | -0.94 | 0.65 | 1.02 | -0.30 | 0.36 | 1.40 | 0.87 |
| Standard Deviation(%) | NA | 48.40 | 39.29 | 31.84 | NA | NA | NA | … | … | 49.13 | 44.39 | 16.89 | 18.28 | 11.87 | 18.54 | 16.82 | 16.61 | 18.46 | 15.58 |
| Draw Down(%) | NA | 37.10 | 46.76 | 50.46 | NA | NA | NA | … | … | 37.10 | 46.76 | 14.40 | 28.48 | 6.93 | 15.63 | 16.20 | 12.46 | 11.24 | 6.63 |
| Yield(%) | 0.00 | 4.40 | 2.58 | 5.24 | 5.41 | 3.61 | 2.70 | … | … | 1.62 | 3.53 | 1.37 | 8.45 | 8.60 | 5.93 | 6.57 | 8.51 | 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 |
|---|---|---|---|---|
| LUSAX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS A2) |
-10.42%
Mar 2017 – Mar 2020 |
-5.00%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LUSAX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS A2) |
12.36%
Sep 2015 – Sep 2018 |
13.21%
Jun 2016 – Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart