- ISIN
- US71709W7570
- Issuer
- Alpha Fiduciary
- Inception Date
- Dec 30, 2019
- Category
- Tactical Allocation
- Min. Investment
- $5,000
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
AFQSX Performance Chart
Alpha Fiduciary Quantitative Strategy Fund (AFQSX) is up 10.7% since the beginning of the year. AFQSX is currently trading at $11 per share. Investors who bought $1,000 worth of AFQSX shares 5 years ago would now be looking at an investment worth $1,165.
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Returns By Period
Alpha Fiduciary Quantitative Strategy Fund (AFQSX) has returned 10.72% so far this year and 20.91% over the past 12 months.
Alpha Fiduciary Quantitative Strategy Fund
- 1D
- 0.00%
- 1M
- 0.66%
- YTD
- 10.72%
- 6M
- 10.14%
- 1Y
- 20.91%
- 3Y*
- 6.49%
- 5Y*
- 3.11%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
AFQSX Monthly Returns History
Based on dividend-adjusted daily data since Dec 31, 2019, AFQSX's average daily return is +1.14%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.
Historically, 53% of months were positive and 47% were negative. The best month was Nov 2020 with a return of +19.5%, while the worst month was Mar 2020 at -25.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, AFQSX closed higher 42% of trading days. The best single day was Jan 27, 2025 with a return of +1,074.0%, while the worst single day was Jan 29, 2025 at -91.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.35% | -1.13% | -1.35% | 7.26% | 5.50% | -1.02% | 10.72% | ||||||
| 2025 | 1.84% | -0.74% | -5.88% | -2.95% | 0.58% | 2.33% | 0.68% | 2.26% | 1.21% | 5.89% | -2.78% | 1.80% | 3.78% |
| 2024 | 0.80% | 3.40% | 1.64% | 0.65% | 1.61% | 1.69% | 0.41% | -5.27% | -2.07% | -0.22% | 5.58% | -2.11% | 5.83% |
| 2023 | 1.63% | -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% |
Benchmark Metrics
Alpha Fiduciary Quantitative Strategy Fund has an annualized alpha of 1547.19%, beta of 0.33, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 31, 2019.
- This fund participated in 101.92% of S&P 500 Index downside but only 58.04% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.33 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1,547.19%
- Beta
- 0.33
- R²
- 0.00
- Upside Capture
- 58.04%
- Downside Capture
- 101.92%
Expense Ratio
AFQSX has a high expense ratio of 1.70%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
AFQSX ranks 63 for risk / return — better than 63% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Alpha Fiduciary Quantitative Strategy Fund (AFQSX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AFQSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 2.78 | +0.71 |
| Martin ratioReturn relative to average drawdown | 11.83 | 12.44 | -0.61 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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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 93.01%, occurring on Apr 9, 2025. The portfolio has not yet recovered.
The current Alpha Fiduciary Quantitative Strategy Fund drawdown is 90.58%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -93.01%Apr 2025 | 2mo 10d | — | 1y 4moJan 2025 - now |
2025 bear market2025 | -90.99%Jan 2025 | 0s | 4d | 4dJan 2025 - Jan 2025 |
2020 bear market2020 | -46.18%Jun 2020 | 4mo 7d | 1y 4mo | 1y 8moFeb 2020 - Nov 2021 |
Bear market2022 | -29.02%Oct 2022 | 9mo 10d | 2y 3mo | 3y 13dJan 2022 - Jan 2025 |
2021 pullback2021 | -7.27%Dec 2021 | 14d | 22d | 1mo 6dNov 2021 - Dec 2021 |
Drawdown Indicators
| AFQSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.01% | -56.78% | -36.23% |
Max Drawdown (1Y)Largest decline over 1 year | -6.01% | -9.10% | +3.09% |
Max Drawdown (3Y)Largest decline over 3 years | -93.01% | -18.90% | -74.11% |
Max Drawdown (5Y)Largest decline over 5 years | -93.01% | -25.43% | -67.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -90.58% | -1.80% | -88.78% |
Average DrawdownAverage peak-to-trough decline | -35.55% | -10.71% | -24.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 2.03% | -0.26% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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