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AdvisorShares Q Dynamic Growth ETF (QPX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS00768Y4382
CUSIP00768Y438
IssuerAdvisorShares
Inception DateDec 28, 2020
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities, Actively Managed
Index TrackedNo Index (Active)
Home Pageadvisorshares.com

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

The AdvisorShares Q Dynamic Growth ETF has a high expense ratio of 1.46%, indicating higher-than-average management fees.


Expense ratio chart for QPX: current value at 1.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.46%

Share Price Chart


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Compare to other instruments

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


AdvisorShares Q Dynamic Growth ETF

Popular comparisons: QPX vs. OGIG, QPX vs. STLG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AdvisorShares Q Dynamic Growth ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
15.31%
21.14%
QPX (AdvisorShares Q Dynamic Growth ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

AdvisorShares Q Dynamic Growth ETF had a return of 2.31% year-to-date (YTD) and 29.18% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.31%6.33%
1 month-3.87%-2.81%
6 months15.30%21.13%
1 year29.18%24.56%
5 years (annualized)N/A11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.00%5.16%1.85%
2023-5.24%-0.77%7.70%4.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of QPX is 81, placing it in the top 19% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of QPX is 8181
AdvisorShares Q Dynamic Growth ETF(QPX)
The Sharpe Ratio Rank of QPX is 8484Sharpe Ratio Rank
The Sortino Ratio Rank of QPX is 8686Sortino Ratio Rank
The Omega Ratio Rank of QPX is 8484Omega Ratio Rank
The Calmar Ratio Rank of QPX is 7070Calmar Ratio Rank
The Martin Ratio Rank of QPX is 7979Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for AdvisorShares Q Dynamic Growth ETF (QPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


QPX
Sharpe ratio
The chart of Sharpe ratio for QPX, currently valued at 2.01, compared to the broader market-1.000.001.002.003.004.002.01
Sortino ratio
The chart of Sortino ratio for QPX, currently valued at 2.99, compared to the broader market-2.000.002.004.006.008.002.99
Omega ratio
The chart of Omega ratio for QPX, currently valued at 1.35, compared to the broader market1.001.502.001.35
Calmar ratio
The chart of Calmar ratio for QPX, currently valued at 1.22, compared to the broader market0.002.004.006.008.0010.001.22
Martin ratio
The chart of Martin ratio for QPX, currently valued at 7.93, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.93
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current AdvisorShares Q Dynamic Growth ETF Sharpe ratio is 2.01. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.01
1.91
QPX (AdvisorShares Q Dynamic Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History


AdvisorShares Q Dynamic Growth ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.48%
-3.48%
QPX (AdvisorShares Q Dynamic Growth ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AdvisorShares Q Dynamic Growth 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 AdvisorShares Q Dynamic Growth ETF was 34.75%, occurring on Oct 14, 2022. Recovery took 322 trading sessions.

The current AdvisorShares Q Dynamic Growth ETF drawdown is 4.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.75%Dec 28, 2021202Oct 14, 2022322Jan 29, 2024524
-9.88%Feb 16, 202115Mar 8, 202125Apr 13, 202140
-7.87%Apr 27, 202112May 12, 202122Jun 14, 202134
-6.74%Sep 7, 202120Oct 4, 202118Oct 28, 202138
-6.69%Apr 1, 202415Apr 19, 2024

Volatility

Volatility Chart

The current AdvisorShares Q Dynamic Growth ETF volatility is 3.88%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.88%
3.59%
QPX (AdvisorShares Q Dynamic Growth ETF)
Benchmark (^GSPC)