- ISIN
- US00771F6328
- CUSIP
- 00771F632
- Issuer
- Advisors Preferred
- Inception Date
- Dec 26, 2019
- Category
- Mid Cap Blend Equities
- Min. Investment
- $10,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
QCGDX Performance Chart
Quantified Common Ground Fund (QCGDX) is up 16.9% since the beginning of the year. QCGDX is currently trading at $18 per share. Investors who bought $1,000 worth of QCGDX shares 5 years ago would now be looking at an investment worth $1,594.
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Returns By Period
Quantified Common Ground Fund (QCGDX) has returned 16.91% so far this year and 23.38% over the past 12 months.
Quantified Common Ground Fund
- 1D
- 1.39%
- 1M
- 0.69%
- YTD
- 16.91%
- 6M
- 16.47%
- 1Y
- 23.38%
- 3Y*
- 12.35%
- 5Y*
- 9.77%
- 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%
QCGDX Monthly Returns History
Based on dividend-adjusted daily data since Dec 30, 2019, QCGDX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +10.6%, while the worst month was Jun 2022 at -8.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.
On a daily basis, QCGDX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +4.5%, while the worst single day was Apr 4, 2025 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.13% | 4.58% | -2.10% | 9.46% | 0.75% | 0.40% | 16.91% | ||||||
| 2025 | 3.34% | -0.90% | -4.31% | -1.36% | 0.35% | 0.14% | -0.14% | 0.14% | 2.41% | -2.62% | 5.24% | -0.90% | 1.02% |
| 2024 | -0.63% | 4.18% | 2.51% | -2.52% | 5.51% | -0.45% | 1.68% | 1.59% | 1.38% | -2.04% | 5.87% | -6.89% | 9.87% |
| 2023 | 6.76% | -0.60% | -4.93% | 0.80% | -3.25% | 7.20% | 4.05% | -2.13% | -4.20% | -4.62% | 7.47% | 8.79% | 14.74% |
| 2022 | -3.89% | -1.18% | 4.39% | -1.43% | 1.74% | -8.17% | 4.57% | -2.37% | -7.05% | 4.73% | 2.34% | -5.48% | -12.23% |
| 2021 | 2.83% | 1.98% | 3.38% | 5.64% | -1.39% | 0.47% | 0.94% | 4.18% | -5.35% | 6.67% | 4.71% | 4.80% | 32.19% |
Benchmark Metrics
Quantified Common Ground Fund has an annualized alpha of 2.77%, beta of 0.61, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since December 30, 2019.
- This fund participated in 67.98% of S&P 500 Index downside but only 65.19% of its upside - more exposed to losses than it benefited from rallies.
- This fund generated an annualized alpha of 2.77% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.61 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
- 2.77%
- Beta
- 0.61
- R²
- 0.57
- Upside Capture
- 65.19%
- Downside Capture
- 67.98%
Expense Ratio
QCGDX has a high expense ratio of 1.68%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
QCGDX ranks 53 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Quantified Common Ground Fund (QCGDX) 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.
| QCGDX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 2.78 | +0.18 |
| Martin ratioReturn relative to average drawdown | 13.33 | 12.44 | +0.89 |
Dividends
Dividend History
Quantified Common Ground Fund provided a 0.59% dividend yield over the last twelve months, with an annual payout of $0.10 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.10 | $0.10 | $0.66 | $0.03 | $0.00 | $0.77 | $0.19 |
Dividend yield | 0.59% | 0.69% | 4.42% | 0.22% | 0.00% | 5.44% | 1.65% |
Monthly Dividends
The table displays the monthly dividend distributions for Quantified Common Ground 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 | $0.10 | $0.10 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.66 | $0.66 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.03 |
| 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 | $0.77 | $0.77 |
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 Common Ground 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 Common Ground Fund was 22.37%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current Quantified Common Ground Fund drawdown is 1.35%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -22.37%Mar 2020 | 1mo 29d | 5mo 8d | 7mo 7dJan 2020 - Aug 2020 |
2023 bear market2023 | -20.18%Mar 2023 | 11mo | 11mo 12d | 1y 10moApr 2022 - Feb 2024 |
2025 selloff2025 | -16.10%Apr 2025 | 4mo 12d | 10mo 9d | 1y 2moNov 2024 - Feb 2026 |
2020 correction2020 | -10.56%Sep 2020 | 20d | 19d | 1mo 9dSep 2020 - Oct 2020 |
2021 pullback2021 | -9.65%Mar 2021 | 16d | 1mo 13d | 1mo 29dFeb 2021 - Apr 2021 |
Drawdown Indicators
| QCGDX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.37% | -56.78% | +34.41% |
Max Drawdown (1Y)Largest decline over 1 year | -7.92% | -9.10% | +1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -16.10% | -18.90% | +2.80% |
Max Drawdown (5Y)Largest decline over 5 years | -20.18% | -25.43% | +5.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.35% | -1.80% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -6.11% | -10.71% | +4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 2.03% | -0.27% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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