Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RQSRX (RQSI GAA SYSTEMATIC GLOBAL MACRO FUND RETAIL SHARES) | NA | 7.80% | 9.14% | 5.10% | 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 |
|---|---|---|
| RQSRX (RQSI GAA SYSTEMATIC GLOBAL MACRO FUND RETAIL 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 | 7.80 | 9.14 | 5.10 | NA | NA | NA | … | … | -3.47 | -16.55 | -11.41 | -3.92 | -6.80 | 6.76 |
| Sharpe Ratio | NA | 0.19 | 0.50 | 0.28 | NA | NA | NA | … | … | -1.47 | -0.78 | -0.92 | -0.38 | -0.39 | 0.34 |
| Standard Deviation(%) | NA | 25.09 | 16.33 | 14.31 | NA | NA | NA | … | … | 10.40 | 23.09 | 12.43 | 10.82 | 21.36 | 21.54 |
| Draw Down(%) | NA | 13.12 | 15.84 | 16.47 | NA | NA | NA | … | … | 5.38 | 29.36 | 15.06 | 16.47 | 18.72 | 13.97 |
| Yield(%) | 0.00 | 15.39 | 8.74 | 6.78 | 3.29 | 2.20 | 1.65 | … | … | 0.54 | 17.03 | 8.45 | 0.00 | 10.34 | 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 |
|---|---|---|---|---|
| RQSRX (RQSI GAA SYSTEMATIC GLOBAL MACRO FUND RETAIL SHARES) |
-2.16%
Nov 2019 – Nov 2022 |
5.03%
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 |
|---|---|---|---|---|
| RQSRX (RQSI GAA SYSTEMATIC GLOBAL MACRO FUND RETAIL SHARES) |
9.08%
Mar 2020 – Mar 2023 |
5.03%
Apr 2018 – Apr 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart