- ISIN
- US00771F7078
- CUSIP
- 00771F707
- Issuer
- Advisors Preferred
- Inception Date
- Aug 8, 2013
- Category
- Macro Trading
- Min. Investment
- $10,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
Share Price Chart
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Performance
QALTX Performance Chart
Quantified Alternative Investment Fund (QALTX) is up 5.8% since the beginning of the year. QALTX is currently trading at $11 per share. Investors who bought $1,000 worth of QALTX shares 5 years ago would now be looking at an investment worth $1,247.
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Returns By Period
Quantified Alternative Investment Fund (QALTX) has returned 5.80% so far this year and 18.98% over the past 12 months. Over the last ten years, QALTX has returned 4.40% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Quantified Alternative Investment Fund
- 1D
- 0.19%
- 1M
- -1.91%
- YTD
- 5.80%
- 6M
- 5.03%
- 1Y
- 18.98%
- 3Y*
- 8.44%
- 5Y*
- 4.52%
- 10Y*
- 4.40%
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%
QALTX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2014, QALTX'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, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +7.5%, while the worst month was Mar 2020 at -10.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, QALTX closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +3.5%, while the worst single day was Mar 9, 2020 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.74% | 2.27% | -1.85% | 2.74% | 1.10% | -2.18% | 5.80% | ||||||
| 2025 | 2.52% | -0.32% | -2.15% | -0.22% | 1.43% | 2.82% | 1.16% | 1.98% | 4.09% | 1.28% | -0.39% | 1.40% | 14.31% |
| 2024 | 1.24% | 3.89% | 2.35% | -2.72% | 1.83% | 0.11% | 1.05% | -0.52% | -0.10% | -1.78% | 3.74% | -4.69% | 4.11% |
| 2023 | 0.33% | -1.45% | -0.23% | 0.57% | -1.12% | 4.32% | 2.40% | -2.24% | -2.61% | -2.91% | 3.46% | 2.53% | 2.76% |
| 2022 | -2.42% | 0.93% | 0.82% | -0.71% | 0.10% | -3.06% | 0.32% | -1.05% | -4.88% | 3.12% | 2.06% | -3.35% | -8.13% |
| 2021 | 2.60% | 3.12% | 0.00% | 1.70% | 0.65% | 0.74% | -0.55% | 1.29% | -3.18% | 3.94% | -1.90% | 3.01% | 11.76% |
Benchmark Metrics
Quantified Alternative Investment Fund has an annualized alpha of -2.01%, beta of 0.44, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since January 02, 2014.
- This fund participated in 63.91% of S&P 500 Index downside but only 40.72% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.01% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Beta of 0.44 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -2.01%
- Beta
- 0.44
- R²
- 0.63
- Upside Capture
- 40.72%
- Downside Capture
- 63.91%
Expense Ratio
QALTX has a high expense ratio of 1.33%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
QALTX ranks 64 for risk / return — better than 64% 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 Quantified Alternative Investment Fund (QALTX) 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.
| QALTX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 2.78 | +0.96 |
| Martin ratioReturn relative to average drawdown | 13.79 | 12.44 | +1.36 |
Dividends
Dividend History
Quantified Alternative Investment Fund provided a 2.29% dividend yield over the last twelve months, with an annual payout of $0.25 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.25 | $0.25 | $0.15 | $0.32 | $0.15 | $1.27 | $0.00 | $0.14 | $0.01 | $0.31 | $0.00 | $0.08 |
Dividend yield | 2.29% | 2.42% | 1.61% | 3.55% | 1.73% | 12.79% | 0.00% | 1.44% | 0.07% | 3.12% | 0.04% | 0.84% |
Monthly Dividends
The table displays the monthly dividend distributions for Quantified Alternative Investment Fund. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.25 | $0.25 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.27 | $1.27 |
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 Quantified Alternative Investment 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 Quantified Alternative Investment Fund was 24.22%, occurring on Mar 23, 2020. Recovery took 210 trading sessions.
The current Quantified Alternative Investment Fund drawdown is 3.15%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -24.22%Mar 2020 | 2y 1mo | 10mo 4d | 2y 11moJan 2018 - Jan 2021 |
2023 correction2023 | -13.17%Mar 2023 | 11mo | 1y 3mo | 2y 2moApr 2022 - Jul 2024 |
2016 correction2016 | -12.13%Jan 2016 | 1y 6mo | 1y 7mo | 3y 1moJul 2014 - Sep 2017 |
2025 selloff2025 | -11.47%Apr 2025 | 8mo 25d | 3mo 16d | 1y 6dJul 2024 - Jul 2025 |
2014 pullback2014 | -5.65%Feb 2014 | 11d | 24d | 1mo 5dJan 2014 - Feb 2014 |
Drawdown Indicators
| QALTX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.22% | -56.78% | +32.56% |
Max Drawdown (1Y)Largest decline over 1 year | -4.99% | -9.10% | +4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -11.47% | -18.90% | +7.43% |
Max Drawdown (5Y)Largest decline over 5 years | -13.17% | -25.43% | +12.26% |
Max Drawdown (10Y)Largest decline over 10 years | -24.22% | -33.92% | +9.70% |
Current DrawdownCurrent decline from peak | -3.15% | -1.80% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -10.71% | +4.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 2.03% | -0.68% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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