- ISIN
- US00771F6088
- CUSIP
- 00771F608
- Issuer
- Advisors Preferred
- Inception Date
- Aug 8, 2013
- Category
- Tactical Allocation
- Min. Investment
- $10,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
QMLFX Performance Chart
Quantified Market Leaders Fund (QMLFX) is up 20.6% since the beginning of the year. QMLFX is currently trading at $14 per share. Investors who bought $1,000 worth of QMLFX shares 5 years ago would now be looking at an investment worth $1,154.
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Returns By Period
Quantified Market Leaders Fund (QMLFX) has returned 20.58% so far this year and 40.42% over the past 12 months. Over the last ten years, QMLFX has returned 10.59% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Quantified Market Leaders Fund
- 1D
- 3.41%
- 1M
- 5.98%
- YTD
- 20.58%
- 6M
- 18.12%
- 1Y
- 40.42%
- 3Y*
- 12.12%
- 5Y*
- 2.91%
- 10Y*
- 10.59%
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%
QMLFX Monthly Returns History
Based on dividend-adjusted daily data since Aug 9, 2013, QMLFX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +20.8%, while the worst month was Jan 2022 at -12.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, QMLFX closed higher 52% of trading days. The best single day was Nov 10, 2022 with a return of +6.5%, while the worst single day was Jun 11, 2020 at -8.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.42% | 2.12% | -7.54% | 9.86% | 8.65% | 2.48% | 20.58% | ||||||
| 2025 | 1.14% | -4.87% | -7.23% | -9.86% | 7.00% | 7.46% | 2.76% | 1.94% | 6.09% | 3.51% | -2.65% | -2.54% | 0.97% |
| 2024 | -0.10% | 7.93% | 3.35% | -7.19% | 0.57% | 6.11% | 0.71% | -3.08% | -1.09% | -1.47% | 12.94% | -6.35% | 11.05% |
| 2023 | 3.09% | -5.78% | 2.04% | -0.89% | 2.58% | 10.61% | 4.25% | -6.36% | -7.09% | -3.16% | 9.57% | 7.24% | 15.04% |
| 2022 | -12.89% | -1.26% | 2.25% | -5.27% | 1.62% | -9.25% | 3.62% | -5.19% | -1.23% | 3.84% | 6.31% | -7.16% | -23.59% |
| 2021 | 10.17% | 6.15% | -0.19% | 3.68% | 2.49% | -1.64% | -4.26% | 4.13% | -8.92% | 6.66% | -4.08% | -0.09% | 13.22% |
Benchmark Metrics
Quantified Market Leaders Fund has an annualized alpha of -0.88%, beta of 0.85, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since August 09, 2013.
- This fund participated in 120.04% of S&P 500 Index downside but only 102.05% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.85 and R2 of 0.52, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.88%
- Beta
- 0.85
- R²
- 0.52
- Upside Capture
- 102.05%
- Downside Capture
- 120.04%
Expense Ratio
QMLFX has a high expense ratio of 1.30%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
QMLFX ranks 52 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 Market Leaders Fund (QMLFX) 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.
| QMLFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 2.78 | +1.14 |
| Martin ratioReturn relative to average drawdown | 11.06 | 12.44 | -1.37 |
Dividends
Dividend History
Quantified Market Leaders Fund provided a 1.14% dividend yield over the last twelve months, with an annual payout of $0.16 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.16 | $0.16 | $0.00 | $0.20 | $0.00 | $3.19 | $1.27 | $0.00 | $1.31 | $1.36 | $0.24 | $0.15 |
Dividend yield | 1.14% | 1.37% | 0.00% | 1.99% | 0.00% | 26.84% | 9.58% | 0.00% | 15.63% | 12.15% | 2.22% | 1.63% |
Monthly Dividends
The table displays the monthly dividend distributions for Quantified Market Leaders 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 | $0.16 | $0.16 |
| 2024 | $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 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 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 | $3.19 | $3.19 |
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 Market Leaders 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 Market Leaders Fund was 36.59%, occurring on Apr 25, 2023. Recovery took 773 trading sessions.
The current Quantified Market Leaders Fund drawdown is 0.29%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -36.59%Apr 2023 | 1y 10mo | 3y 1mo | 4y 11moJun 2021 - May 2026 |
Rate-hike selloffLate 2018 | -23.99%Dec 2018 | 3mo 26d | 1y 24d | 1y 4moAug 2018 - Jan 2020 |
2016 bear market2016 | -20.78%Feb 2016 | 10mo 23d | 10mo 1d | 1y 8moMar 2015 - Dec 2016 |
COVID crash2020 | -18.09%Mar 2020 | 1mo 2d | 3mo 11d | 4mo 13dFeb 2020 - Jul 2020 |
2014 correction2014 | -17.78%Oct 2014 | 1mo 8d | 4mo 10d | 5mo 18dSep 2014 - Feb 2015 |
Drawdown Indicators
| QMLFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.59% | -56.78% | +20.19% |
Max Drawdown (1Y)Largest decline over 1 year | -10.07% | -9.10% | -0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -27.21% | -18.90% | -8.31% |
Max Drawdown (5Y)Largest decline over 5 years | -34.07% | -25.43% | -8.64% |
Max Drawdown (10Y)Largest decline over 10 years | -36.59% | -33.92% | -2.67% |
Current DrawdownCurrent decline from peak | -0.29% | -1.80% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -12.50% | -10.71% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.03% | +1.53% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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