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Alpha Fiduciary Quantitative Strategy Fund (AFQSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS71709W7570
IssuerAlpha Fiduciary
Inception DateDec 30, 2019
CategoryTactical Allocation
Min. Investment$5,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

AFQSX has a high expense ratio of 1.70%, indicating higher-than-average management fees.


Expense ratio chart for AFQSX: current value at 1.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.70%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Alpha Fiduciary Quantitative Strategy Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Alpha Fiduciary Quantitative Strategy Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%December2024FebruaryMarchAprilMay
-4.10%
61.61%
AFQSX (Alpha Fiduciary Quantitative Strategy Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Alpha Fiduciary Quantitative Strategy Fund had a return of 9.60% year-to-date (YTD) and 8.00% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date9.60%9.47%
1 month1.16%1.91%
6 months14.30%18.36%
1 year8.00%26.61%
5 years (annualized)N/A12.90%
10 years (annualized)N/A10.79%

Monthly Returns

The table below presents the monthly returns of AFQSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.80%3.40%1.64%0.65%9.60%
20231.63%-3.90%3.58%-1.27%4.09%1.68%-1.43%4.14%-0.11%-5.17%-2.38%1.74%2.10%
2022-10.34%-6.68%-1.63%2.32%9.48%-8.96%-1.08%-8.09%-1.31%-0.96%2.68%1.54%-22.23%
2021-1.97%5.89%7.84%8.09%1.41%2.57%2.19%4.39%-7.33%10.65%-2.00%7.20%44.62%
2020-1.00%-13.94%-25.47%0.00%-0.16%-5.52%5.68%7.90%-8.05%-4.30%19.47%6.13%-23.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AFQSX is 21, indicating that it is in the bottom 21% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AFQSX is 2121
AFQSX (Alpha Fiduciary Quantitative Strategy Fund)
The Sharpe Ratio Rank of AFQSX is 2121Sharpe Ratio Rank
The Sortino Ratio Rank of AFQSX is 2121Sortino Ratio Rank
The Omega Ratio Rank of AFQSX is 2222Omega Ratio Rank
The Calmar Ratio Rank of AFQSX is 2222Calmar Ratio Rank
The Martin Ratio Rank of AFQSX is 1919Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Alpha Fiduciary Quantitative Strategy Fund (AFQSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AFQSX
Sharpe ratio
The chart of Sharpe ratio for AFQSX, currently valued at 0.73, compared to the broader market-1.000.001.002.003.004.000.73
Sortino ratio
The chart of Sortino ratio for AFQSX, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.0010.0012.001.09
Omega ratio
The chart of Omega ratio for AFQSX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.003.501.14
Calmar ratio
The chart of Calmar ratio for AFQSX, currently valued at 0.31, compared to the broader market0.002.004.006.008.0010.0012.000.31
Martin ratio
The chart of Martin ratio for AFQSX, currently valued at 1.60, compared to the broader market0.0020.0040.0060.001.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.000.002.004.006.008.0010.0012.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.84, compared to the broader market0.002.004.006.008.0010.0012.001.84
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.75, compared to the broader market0.0020.0040.0060.008.75

Sharpe Ratio

The current Alpha Fiduciary Quantitative Strategy Fund Sharpe ratio is 0.73. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Alpha Fiduciary Quantitative Strategy Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.73
2.28
AFQSX (Alpha Fiduciary Quantitative Strategy Fund)
Benchmark (^GSPC)

Dividends

Dividend History


Alpha Fiduciary Quantitative Strategy Fund doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-13.84%
-0.63%
AFQSX (Alpha Fiduciary Quantitative Strategy Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Alpha Fiduciary Quantitative Strategy Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Alpha Fiduciary Quantitative Strategy Fund was 46.18%, occurring on Jun 26, 2020. Recovery took 343 trading sessions.

The current Alpha Fiduciary Quantitative Strategy Fund drawdown is 13.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.18%Feb 20, 202090Jun 26, 2020343Nov 4, 2021433
-29.02%Jan 5, 2022194Oct 12, 2022
-7.27%Nov 17, 202110Dec 1, 202116Dec 23, 202126
-4.99%Jan 21, 20209Jan 31, 20203Feb 5, 202012
-1.57%Nov 9, 20212Nov 10, 20214Nov 16, 20216

Volatility

Volatility Chart

The current Alpha Fiduciary Quantitative Strategy Fund volatility is 3.72%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
3.72%
3.61%
AFQSX (Alpha Fiduciary Quantitative Strategy Fund)
Benchmark (^GSPC)