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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Quantified Pattern Recognition Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Quantified Pattern Recognition Fund (QSPMX) has returned -9.64% so far this year and 18.10% over the past 12 months.
Quantified Pattern Recognition Fund
- 1D
- -0.23%
- 1M
- -10.44%
- YTD
- -9.64%
- 6M
- -0.64%
- 1Y
- 18.10%
- 3Y*
- 11.98%
- 5Y*
- 8.61%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Aug 29, 2019, QSPMX's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, your investment would double in approximately 6.3 years.
Historically, 68% of months were positive and 32% were negative. The best month was May 2023 with a return of +10.8%, while the worst month was Jun 2022 at -13.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, QSPMX closed higher 43% of trading days. The best single day was Apr 9, 2025 with a return of +11.4%, while the worst single day was Mar 11, 2020 at -8.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.08% | -2.12% | -10.44% | -9.64% | |||||||||
| 2025 | 3.34% | -2.24% | -3.65% | 1.59% | 2.78% | 3.63% | 0.08% | 6.51% | 3.06% | 1.78% | 2.84% | 5.06% | 27.23% |
| 2024 | 8.55% | 3.66% | 3.18% | -7.19% | 0.83% | 2.29% | 1.88% | -0.61% | 3.71% | 2.90% | 4.72% | -5.86% | 18.38% |
| 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% | 5.17% | 33.83% |
Benchmark Metrics
Quantified Pattern Recognition Fund has an annualized alpha of 3.10%, beta of 0.60, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since August 30, 2019.
- This fund participated in 90.13% of S&P 500 Index downside but only 82.08% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.60 may look defensive, but with R² of 0.42 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 0.42 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 3.10%
- Beta
- 0.60
- R²
- 0.42
- Upside Capture
- 82.08%
- Downside Capture
- 90.13%
Expense Ratio
QSPMX has a high expense ratio of 1.55%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
QSPMX ranks 59 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 Pattern Recognition Fund (QSPMX) and compare them to a chosen benchmark (S&P 500 Index).
| QSPMX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.90 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.39 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.40 | +0.03 |
Martin ratioReturn relative to average drawdown | 5.75 | 6.61 | -0.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore QSPMX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Quantified Pattern Recognition Fund provided a 1.64% dividend yield over the last twelve months, with an annual payout of $0.22 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.22 | $0.22 | $0.26 | $0.40 | $0.01 | $3.03 | $0.02 | $0.41 |
Dividend yield | 1.64% | 1.48% | 2.26% | 3.99% | 0.13% | 26.85% | 0.21% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $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 | $0.22 | $0.22 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 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 |
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 28.36%, occurring on Oct 12, 2022. Recovery took 156 trading sessions.
The current Quantified Pattern Recognition Fund drawdown is 12.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.36% | Sep 7, 2021 | 278 | Oct 12, 2022 | 156 | May 26, 2023 | 434 |
| -23.63% | Feb 20, 2020 | 21 | Mar 19, 2020 | 222 | Feb 4, 2021 | 243 |
| -13.16% | Jun 1, 2023 | 128 | Dec 1, 2023 | 73 | Mar 19, 2024 | 201 |
| -12.86% | Feb 3, 2026 | 39 | Mar 30, 2026 | — | — | — |
| -12.64% | Dec 5, 2024 | 84 | Apr 8, 2025 | 80 | Aug 4, 2025 | 164 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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