Quantitative U.S. Long/Short Equity Portfolio (GTAPX)
The investment seeks absolute return consistent with reasonable risk to principal. The fund normally invests at least 80% of the value of its net assets (including borrowings for investment purposes) in long and short positions with respect to equity securities, such as common stocks, of public companies tied economically to the U.S. It will invest in companies with market capitalizations, at the time of purchase, that are within the market capitalization range of any stock in the Russell 3000 Index.
Fund Info
US3786907622
378690762
Sep 28, 2006
$0
Mid-Cap
Value
Expense Ratio
GTAPX has a high expense ratio of 1.25%, indicating above-average management fees.
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.
Performance
Performance Chart
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Returns By Period
Quantitative U.S. Long/Short Equity Portfolio (GTAPX) returned 3.87% year-to-date (YTD) and 1.13% over the past 12 months. Over the past 10 years, GTAPX returned 2.67% annually, underperforming the S&P 500 benchmark at 10.84%.
GTAPX
3.87%
3.30%
-5.07%
1.13%
0.77%
6.35%
2.67%
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of GTAPX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.00% | -1.75% | -0.15% | -0.49% | 3.30% | 3.87% | |||||||
| 2024 | 2.12% | 1.19% | 2.06% | -1.39% | 2.88% | 0.36% | 1.32% | 0.92% | 0.07% | -0.18% | 3.47% | -8.54% | 3.79% |
| 2023 | 0.07% | 1.21% | -0.14% | -0.63% | -1.85% | 4.29% | 1.41% | 0.28% | 1.10% | -0.22% | -1.17% | -7.95% | -4.00% |
| 2022 | 1.18% | -0.51% | -0.29% | -0.07% | 3.81% | -4.80% | 1.41% | -0.58% | -2.13% | 5.48% | 1.35% | -1.33% | 3.16% |
| 2021 | 1.73% | 0.42% | 4.74% | 0.24% | 3.55% | -1.40% | 0.95% | 2.50% | -1.07% | -0.31% | 0.70% | 4.61% | 17.72% |
| 2020 | -3.69% | -4.68% | -9.20% | 4.43% | 0.66% | 3.18% | 0.63% | 0.81% | -0.98% | -0.27% | 2.44% | 2.21% | -5.16% |
| 2019 | 4.19% | 1.05% | -2.87% | 0.55% | -3.93% | 2.73% | 0.77% | -3.63% | 1.97% | 0.16% | 2.44% | 0.16% | 3.26% |
| 2018 | 2.53% | -1.64% | -0.61% | -0.15% | -0.38% | -1.00% | 1.24% | 1.15% | -1.89% | -3.09% | -0.40% | -4.56% | -8.65% |
| 2017 | -0.75% | 1.01% | 0.75% | 0.58% | -0.41% | 1.81% | 0.57% | 0.16% | 2.01% | 1.18% | 0.78% | 0.77% | 8.74% |
| 2016 | -1.07% | 0.99% | 2.67% | -1.21% | -0.09% | -0.44% | 0.97% | -0.96% | 0.35% | 0.00% | 3.07% | 2.30% | 6.66% |
| 2015 | -0.71% | 1.70% | -0.26% | -1.68% | 1.26% | -0.44% | 1.34% | -3.17% | 0.36% | 2.54% | -0.00% | -0.53% | 0.27% |
| 2014 | -1.59% | 1.62% | 1.03% | 0.46% | 0.55% | -0.27% | -0.37% | -0.18% | -1.20% | 1.12% | 1.57% | 2.28% | 5.05% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GTAPX is 13, meaning it’s performing worse than 87% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Quantitative U.S. Long/Short Equity Portfolio (GTAPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Quantitative U.S. Long/Short Equity Portfolio provided a 10.88% dividend yield over the last twelve months, with an annual payout of $1.50 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.50 | $1.57 | $1.48 | $0.00 | $0.00 | $0.00 | $0.12 |
Dividend yield | 10.88% | 11.79% | 11.23% | 0.00% | 0.00% | 0.00% | 0.96% |
Monthly Dividends
The table displays the monthly dividend distributions for Quantitative U.S. Long/Short Equity Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.07 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $1.24 | $1.57 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $1.18 | $1.48 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.01 | $0.12 |
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 Quantitative U.S. Long/Short Equity Portfolio. 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 Quantitative U.S. Long/Short Equity Portfolio was 30.40%, occurring on Mar 18, 2020. Recovery took 442 trading sessions.
The current Quantitative U.S. Long/Short Equity Portfolio drawdown is 6.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.4% | Jan 23, 2018 | 542 | Mar 18, 2020 | 442 | Dec 16, 2021 | 984 |
| -26.44% | May 21, 2007 | 452 | Mar 9, 2009 | 1055 | May 17, 2013 | 1507 |
| -11.95% | Dec 13, 2024 | 78 | Apr 8, 2025 | — | — | — |
| -10.65% | Oct 12, 2023 | 46 | Dec 15, 2023 | 224 | Nov 6, 2024 | 270 |
| -7.91% | Jun 8, 2022 | 76 | Sep 26, 2022 | 107 | Mar 1, 2023 | 183 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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