PortfoliosLab logoPortfoliosLab logo
ISIN
US45409B1070
CUSIP
45409B107
Inception Date
Mar 25, 2009
Region
Developed Markets (Broad)
Category
Long-Short
Leveraged
1x (No leverage)
Index Tracked
IQ Hedge Multi-Strategy Index
Distribution Policy
Distributing
Asset Class
Alternatives
Assets Under Management
$762M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

QAI Performance Chart

IQ Hedge Multi-Strategy Tracker ETF (QAI) is up 8.5% since the beginning of the year. QAI is currently trading at $36 per share. Investors who bought $1,000 worth of QAI shares 5 years ago would now be looking at an investment worth $1,243.


Loading charts...

S&P 500 Index

Returns By Period

IQ Hedge Multi-Strategy Tracker ETF (QAI) has returned 8.45% so far this year and 15.12% over the past 12 months. Over the last ten years, QAI has returned 3.94% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


IQ Hedge Multi-Strategy Tracker ETF

1D
-1.20%
1M
0.61%
YTD
8.45%
6M
8.10%
1Y
15.12%
3Y*
9.95%
5Y*
4.45%
10Y*
3.94%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QAI Monthly Returns History

Based on dividend-adjusted daily data since Mar 25, 2009, QAI's average daily return is +0.01%, while the average monthly return is +0.30%. At this rate, an investment would double in approximately 19.3 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2026 with a return of +4.6%, while the worst month was Mar 2020 at -5.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, QAI closed higher 52% of trading days. The best single day was Jul 10, 2012 with a return of +4.6%, while the worst single day was Jul 11, 2012 at -4.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.33%1.78%-2.23%4.60%2.02%-0.19%8.45%
20251.62%-0.60%-1.32%-0.26%1.93%1.53%0.68%1.51%1.82%0.69%-0.10%0.54%8.29%
2024-0.39%1.56%1.44%-1.20%1.35%0.32%1.13%0.76%1.45%-0.59%2.29%-1.57%6.67%
20232.92%-0.85%0.59%0.51%-0.65%2.26%1.94%-0.59%-0.66%-1.23%3.27%2.27%10.07%
2022-2.08%-0.68%-0.25%-3.34%-0.40%-3.37%1.88%-1.16%-3.98%1.48%3.98%-0.82%-8.68%
20210.13%0.19%-0.72%0.60%0.59%0.25%-0.34%0.12%-1.34%1.07%-1.50%0.82%-0.16%

Benchmark Metrics

IQ Hedge Multi-Strategy Tracker ETF has an annualized alpha of -0.05%, beta of 0.26, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since March 25, 2009.

  • This ETF participated in 35.27% of S&P 500 Index downside but only 25.02% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.26 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.05%
Beta
0.26
0.52
Upside Capture
25.02%
Downside Capture
35.27%

Expense Ratio

QAI has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

QAI ranks 80 for risk / return — better than 80% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


QAI Risk / Return Rank: 8080
Overall Rank
QAI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
QAI Sortino Ratio Rank: 7676
Sortino Ratio Rank
QAI Omega Ratio Rank: 8181
Omega Ratio Rank
QAI Calmar Ratio Rank: 8181
Calmar Ratio Rank
QAI Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for IQ Hedge Multi-Strategy Tracker ETF (QAI) 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.


QAIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.46

1.32

+0.14

Calmar ratioReturn relative to maximum drawdown

4.09

2.46

+1.63

Martin ratioReturn relative to average drawdown

16.12

10.92

+5.20

Dividends

Dividend History

IQ Hedge Multi-Strategy Tracker ETF provided a 1.39% dividend yield over the last twelve months, with an annual payout of $0.50 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.50$0.50$0.70$1.23$0.57$0.09$0.63$0.59$0.55$0.00$0.00$0.14

Dividend yield

1.39%1.50%2.22%4.08%2.00%0.28%1.98%1.91%1.90%0.00%0.00%0.48%

Monthly Dividends

The table displays the monthly dividend distributions for IQ Hedge Multi-Strategy Tracker ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.50$0.50
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70$0.70
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.23$1.23
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.57$0.57
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the IQ Hedge Multi-Strategy Tracker ETF. 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 IQ Hedge Multi-Strategy Tracker ETF was 14.95%, occurring on Oct 14, 2022. Recovery took 352 trading sessions.

The current IQ Hedge Multi-Strategy Tracker ETF drawdown is 1.20%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-14.95%Oct 2022
1y 7mo1y 5mo
3y 23dFeb 2021 - Mar 2024
COVID crash2020
-14.11%Mar 2020
2mo 2d4mo 15d
6mo 17dJan 2020 - Aug 2020
2025 selloff2025
-7.78%Apr 2025
1mo 18d2mo 19d
4mo 7dFeb 2025 - Jun 2025
2016 pullback2016
-7.67%Feb 2016
10mo1y 8mo
2y 6moApr 2015 - Oct 2017
2013 pullback2013
-7.20%Jun 2013
1mo 11d6mo 10d
7mo 21dMay 2013 - Dec 2013

Drawdown Indicators


QAIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.95%

-56.78%

+41.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.71%

-9.10%

+5.39%

Max Drawdown (3Y)

Largest decline over 3 years

-7.78%

-18.90%

+11.12%

Max Drawdown (5Y)

Largest decline over 5 years

-14.32%

-25.43%

+11.11%

Max Drawdown (10Y)

Largest decline over 10 years

-14.95%

-33.92%

+18.97%

Current Drawdown

Current decline from peak

-1.20%

-3.21%

+2.01%

Average Drawdown

Average peak-to-trough decline

-2.57%

-10.71%

+8.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

2.04%

-1.10%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with QAI

Add IQ Hedge Multi-Strategy Tracker ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with QAI