Quantified Pattern Recognition Fund (QSPMX)
The fund primarily invests in equity index mutual funds, unaffiliated equity index exchange traded funds ("ETFs"), futures contracts, equity index swaps and cash equivalents. It invests in ETFs and mutual funds that are not affiliated with the Adviser or Subadviser. The Subadviser seeks to achieve the fund's investment objective by identifying daily patterns in stock indexes or sectors within stock market indexes that it has found to be determinative of probable future price direction. It is non-diversified.
Fund Info
US00771F6575
00771F657
Aug 29, 2019
$10,000
Large-Cap
Blend
Expense Ratio
QSPMX has a high expense ratio of 1.55%, indicating above-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Quantified Pattern Recognition Fund (QSPMX) returned 1.63% year-to-date (YTD) and 11.59% over the past 12 months.
QSPMX
1.63%
2.78%
-4.02%
11.59%
9.73%
2.64%
N/A
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of QSPMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.34% | -2.24% | -3.65% | 1.59% | 2.78% | 1.63% | |||||||
| 2024 | 8.55% | 3.66% | 3.18% | -7.19% | 0.83% | 2.29% | 1.88% | -0.61% | 3.71% | 2.90% | 4.72% | -5.56% | 18.76% |
| 2023 | 2.72% | 2.44% | 4.86% | 5.52% | 10.75% | -5.15% | -0.27% | -1.34% | -2.62% | 1.58% | -5.58% | 1.28% | 13.84% |
| 2022 | -8.68% | -5.04% | 0.61% | -8.83% | 6.57% | -13.06% | 4.81% | 0.80% | -4.66% | 5.73% | 3.72% | 0.13% | -18.49% |
| 2021 | 0.94% | 2.32% | 8.25% | 3.94% | 4.35% | 3.63% | 2.98% | 5.93% | -9.49% | 6.57% | -3.75% | -16.92% | 5.71% |
| 2020 | -2.51% | -10.98% | -1.50% | 10.57% | 9.36% | -5.50% | 1.24% | 1.32% | -3.16% | -7.68% | 5.09% | 5.64% | -0.56% |
| 2019 | 0.00% | 2.70% | 2.82% | 0.85% | 1.03% | 7.59% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of QSPMX is 54, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Quantified Pattern Recognition Fund (QSPMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Quantified Pattern Recognition Fund provided a 2.56% dividend yield over the last twelve months, with an annual payout of $0.30 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.30 | $0.30 | $0.40 | $0.01 | $3.03 | $0.02 | $0.41 |
Dividend yield | 2.56% | 2.60% | 3.99% | 0.13% | 26.86% | 0.22% | 3.81% |
Monthly Dividends
The table displays the monthly dividend distributions for Quantified Pattern Recognition 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.40 |
| 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 | $3.03 | $3.03 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.02 |
| 2019 | $0.41 | $0.41 |
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 Pattern Recognition 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 Pattern Recognition Fund was 43.41%, occurring on Oct 12, 2022. The portfolio has not yet recovered.
The current Quantified Pattern Recognition Fund drawdown is 13.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.41% | Sep 7, 2021 | 278 | Oct 12, 2022 | — | — | — |
| -23.63% | Feb 20, 2020 | 21 | Mar 19, 2020 | 223 | Feb 5, 2021 | 244 |
| -6.57% | Feb 25, 2021 | 6 | Mar 4, 2021 | 5 | Mar 11, 2021 | 11 |
| -6.2% | Dec 26, 2019 | 26 | Feb 3, 2020 | 7 | Feb 12, 2020 | 33 |
| -4.5% | Mar 18, 2021 | 5 | Mar 24, 2021 | 6 | Apr 1, 2021 | 11 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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