- ISIN
- US00771F6575
- CUSIP
- 00771F657
- Issuer
- Advisors Preferred
- Inception Date
- Aug 29, 2019
- Category
- Diversified Portfolio
- Min. Investment
- $10,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
QSPMX Performance Chart
Quantified Pattern Recognition Fund (QSPMX) is down 6.2% since the beginning of the year. QSPMX is currently trading at $14 per share. Investors who bought $1,000 worth of QSPMX shares 5 years ago would now be looking at an investment worth $1,475.
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Returns By Period
Quantified Pattern Recognition Fund (QSPMX) has returned -6.22% so far this year and 16.80% over the past 12 months.
Quantified Pattern Recognition Fund
- 1D
- 0.81%
- 1M
- 1.71%
- YTD
- -6.22%
- 6M
- -5.81%
- 1Y
- 16.80%
- 3Y*
- 9.22%
- 5Y*
- 8.08%
- 10Y*
- —
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%
QSPMX Monthly Returns History
Based on dividend-adjusted daily data since Aug 29, 2019, QSPMX's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.
Historically, 67% of months were positive and 33% 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 44% 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% | -8.00% | -2.43% | 1.59% | 1.93% | -6.22% | ||||||
| 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 2.03%, beta of 0.59, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since August 29, 2019.
- This fund participated in 87.89% of S&P 500 Index downside but only 74.02% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.59 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
- 2.03%
- Beta
- 0.59
- R²
- 0.42
- Upside Capture
- 74.02%
- Downside Capture
- 87.89%
Expense Ratio
QSPMX has a high expense ratio of 1.55%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
QSPMX ranks 17 for risk / return — in the bottom 17% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Quantified Pattern Recognition Fund (QSPMX) 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.
| QSPMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.78 | -1.59 |
| Martin ratioReturn relative to average drawdown | 2.76 | 12.44 | -9.68 |
Dividends
Dividend History
Quantified Pattern Recognition Fund provided a 1.58% 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 | 1.58% | 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 | $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 9.56%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -28.36%Oct 2022 | 1y 1mo | 7mo 16d | 1y 8moSep 2021 - May 2023 |
COVID crash2020 | -23.63%Mar 2020 | 28d | 10mo 22d | 11mo 20dFeb 2020 - Feb 2021 |
2026 correction2026 | -13.85%Apr 2026 | 2mo 13d | — | 4mo 20dFeb 2026 - now |
2023 correction2023 | -13.16%Dec 2023 | 6mo 3d | 3mo 19d | 9mo 22dJun 2023 - Mar 2024 |
2025 selloff2025 | -12.64%Apr 2025 | 4mo 4d | 3mo 28d | 8mo 2dDec 2024 - Aug 2025 |
Drawdown Indicators
| QSPMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.36% | -56.78% | +28.42% |
Max Drawdown (1Y)Largest decline over 1 year | -13.85% | -9.10% | -4.75% |
Max Drawdown (3Y)Largest decline over 3 years | -13.85% | -18.90% | +5.05% |
Max Drawdown (5Y)Largest decline over 5 years | -28.36% | -25.43% | -2.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -9.56% | -1.80% | -7.76% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -10.71% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.00% | 2.03% | +3.97% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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