Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RQSGX (RQSI GAA SYSTEMATIC GLOBAL MACRO FUND INSTITUTIONAL SHARES) | NA | 9.41% | 9.95% | 5.72% | NA | NA | NA | … | … |
Data as of 05/02/2023, Common starting date is 03/19/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RQSGX (RQSI GAA SYSTEMATIC GLOBAL MACRO FUND INSTITUTIONAL SHARES) | 03/19/2018 | 05/02/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.41 | 9.95 | 5.72 | NA | NA | NA | … | … | -2.61 | -16.47 | -11.30 | -3.60 | -6.28 | 6.92 |
| Sharpe Ratio | NA | 0.25 | 0.54 | 0.32 | NA | NA | NA | … | … | -1.22 | -0.77 | -0.90 | -0.35 | -0.36 | 0.35 |
| Standard Deviation(%) | NA | 25.51 | 16.58 | 14.47 | NA | NA | NA | … | … | 10.51 | 23.39 | 12.62 | 10.78 | 21.25 | 21.42 |
| Draw Down(%) | NA | 13.05 | 15.74 | 16.36 | NA | NA | NA | … | … | 4.90 | 29.38 | 15.08 | 16.36 | 18.46 | 13.91 |
| Yield(%) | 0.00 | 15.75 | 8.98 | 6.95 | 3.38 | 2.25 | 1.69 | … | … | 0.73 | 17.29 | 8.65 | 0.00 | 10.31 | 0.00 |
Data as of 05/02/2023, Common starting date is 03/19/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RQSGX (RQSI GAA SYSTEMATIC GLOBAL MACRO FUND INSTITUTIONAL SHARES) |
-1.84%
Nov 2019 – Nov 2022 |
5.63%
Apr 2018 – Apr 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RQSGX (RQSI GAA SYSTEMATIC GLOBAL MACRO FUND INSTITUTIONAL SHARES) |
9.89%
Mar 2020 – Mar 2023 |
5.63%
Apr 2018 – Apr 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart