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ISIN
US00771F6658
CUSIP
00771F665
Inception Date
Sep 29, 2019
Min. Investment
$10,000
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

QEVOX Performance Chart

Quantified Evolution Plus Fund (QEVOX) is up 52.2% since the beginning of the year. QEVOX is currently trading at $6 per share. Investors who bought $1,000 worth of QEVOX shares 5 years ago would now be looking at an investment worth $1,584.


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S&P 500 Index

Returns By Period

Quantified Evolution Plus Fund (QEVOX) has returned 52.24% so far this year and 72.24% over the past 12 months.


Quantified Evolution Plus Fund

1D
0.33%
1M
-5.85%
YTD
52.24%
6M
47.28%
1Y
72.24%
3Y*
24.22%
5Y*
9.64%
10Y*

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)

QEVOX Monthly Returns History

Based on dividend-adjusted daily data since Sep 27, 2019, QEVOX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 61% of months were positive and 39% were negative. The best month was Jan 2026 with a return of +16.7%, while the worst month was Apr 2025 at -17.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, QEVOX closed higher 52% of trading days. The best single day was Jun 11, 2026 with a return of +6.0%, while the worst single day was Mar 16, 2020 at -9.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202616.67%5.97%13.48%15.96%-2.91%-3.62%52.24%
20258.06%1.22%5.26%-17.86%-1.39%2.29%-0.69%3.47%0.84%3.00%3.07%3.56%8.67%
20240.00%4.29%5.76%-7.31%6.21%0.32%4.09%-1.51%5.68%2.18%1.42%-6.14%14.79%
2023-1.11%1.41%2.50%0.00%-0.54%1.36%3.89%-5.43%-1.37%-0.97%-1.26%3.08%1.22%
2022-12.46%-0.36%3.39%-3.16%-5.32%1.79%0.75%-2.86%1.92%0.25%-6.40%-3.55%-24.02%
2021-3.30%-4.07%1.84%11.61%0.91%-1.20%2.94%4.72%-10.81%11.17%-3.60%5.71%14.49%

Benchmark Metrics

Quantified Evolution Plus Fund has an annualized alpha of 2.00%, beta of 0.48, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.

  • This fund participated in 75.38% of S&P 500 Index downside but only 56.60% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.48 may look defensive, but with R2 of 0.19 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 0.19 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
2.00%
Beta
0.48
0.19
Upside Capture
56.60%
Downside Capture
75.38%

Expense Ratio

QEVOX has a high expense ratio of 1.56%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

QEVOX ranks 80 for risk / return — better than 80% 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.


QEVOX Risk / Return Rank: 8080
Overall Rank
QEVOX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
QEVOX Sortino Ratio Rank: 6565
Sortino Ratio Rank
QEVOX Omega Ratio Rank: 7777
Omega Ratio Rank
QEVOX Calmar Ratio Rank: 8383
Calmar Ratio Rank
QEVOX Martin Ratio Rank: 8989
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 Quantified Evolution Plus Fund (QEVOX) 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.


QEVOXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.46

1.32

+0.13

Calmar ratioReturn relative to maximum drawdown

3.62

2.46

+1.16

Martin ratioReturn relative to average drawdown

16.00

10.92

+5.09

Dividends

Dividend History

Quantified Evolution Plus Fund provided a 43.57% dividend yield over the last twelve months, with an annual payout of $2.67 per share.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%$0.00$0.50$1.00$1.50$2.00$2.502019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$2.67$2.67$0.63$1.43$0.01$1.28$0.22$0.01

Dividend yield

43.57%66.34%10.32%24.53%0.07%13.55%2.29%0.15%

Monthly Dividends

The table displays the monthly dividend distributions for Quantified Evolution Plus Fund. 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$2.67$2.67
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.43$1.43
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.28$1.28

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 Evolution Plus 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 Evolution Plus Fund was 28.47%, occurring on Mar 18, 2020. Recovery took 366 trading sessions.

The current Quantified Evolution Plus Fund drawdown is 10.79%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-28.47%Mar 2020
23d1y 5mo
1y 6moFeb 2020 - Aug 2021
2024 bear market2024
-27.40%Jan 2024
2y 4mo1y 2mo
3y 6moSep 2021 - Mar 2025
2025 selloff2025
-21.21%May 2025
1mo 25d8mo 3d
9mo 28dMar 2025 - Jan 2026
2026 correction2026
-19.83%Jun 2026
28d
1mo 12dMay 2026 - now
2026 correction2026
-12.69%Feb 2026
6d29d
1mo 5dJan 2026 - Mar 2026

Drawdown Indicators


QEVOXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.47%

-56.78%

+28.31%

Max Drawdown (1Y)

Largest decline over 1 year

-19.83%

-9.10%

-10.73%

Max Drawdown (3Y)

Largest decline over 3 years

-21.21%

-18.90%

-2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-27.40%

-25.43%

-1.97%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-10.79%

-3.21%

-7.58%

Average Drawdown

Average peak-to-trough decline

-13.86%

-10.71%

-3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

2.04%

+2.45%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with QEVOX

Add Quantified Evolution Plus Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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