- ISIN
- US00771F7490
- CUSIP
- 00771F749
- Issuer
- Advisors Preferred
- Inception Date
- Nov 12, 2015
- Category
- Tactical Allocation
- Min. Investment
- $10,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
QSTFX Performance Chart
Quantified STF Fund (QSTFX) is up 25.7% since the beginning of the year. QSTFX is currently trading at $20 per share. Investors who bought $1,000 worth of QSTFX shares 5 years ago would now be looking at an investment worth $1,715.
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Returns By Period
Quantified STF Fund (QSTFX) has returned 25.73% so far this year and 54.25% over the past 12 months. Looking at the last ten years, QSTFX has achieved an annualized return of 19.25%, outperforming the S&P 500 Index benchmark, which averaged 13.71% per year.
Quantified STF Fund
- 1D
- -0.05%
- 1M
- 6.25%
- YTD
- 25.73%
- 6M
- 21.99%
- 1Y
- 54.25%
- 3Y*
- 22.16%
- 5Y*
- 11.39%
- 10Y*
- 19.25%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
QSTFX Monthly Returns History
Based on dividend-adjusted daily data since Nov 13, 2015, QSTFX's average daily return is +0.07%, while the average monthly return is +1.53%. At this rate, an investment would double in approximately 3.8 years.
Historically, 59% of months were positive and 41% were negative. The best month was Aug 2020 with a return of +21.7%, while the worst month was Mar 2025 at -15.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.
On a daily basis, QSTFX closed higher 51% of trading days. The best single day was Feb 6, 2018 with a return of +7.1%, while the worst single day was Sep 3, 2020 at -9.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.28% | -6.43% | -7.79% | 18.41% | 13.67% | 5.85% | 25.73% | ||||||
| 2025 | -1.62% | -10.45% | -15.55% | 1.05% | 0.74% | 13.51% | 4.16% | 1.44% | 9.85% | 3.36% | -2.49% | -3.02% | -2.48% |
| 2024 | 2.56% | 9.99% | 1.66% | -8.99% | 8.22% | 12.07% | -5.30% | 3.81% | -0.22% | -0.72% | 0.00% | 5.43% | 29.94% |
| 2023 | 1.66% | -0.76% | 12.31% | 0.20% | 15.14% | 12.21% | 6.95% | -7.56% | -9.02% | -2.27% | 13.33% | 10.78% | 61.87% |
| 2022 | -12.06% | -6.25% | -8.25% | -9.47% | 0.09% | 0.44% | -4.94% | -3.74% | -3.22% | -4.51% | -2.46% | -5.15% | -46.15% |
| 2021 | 0.00% | -3.68% | 0.92% | 7.37% | -7.77% | 12.71% | 5.49% | 8.25% | -10.95% | 10.11% | 3.55% | 2.38% | 28.79% |
Benchmark Metrics
Quantified STF Fund has an annualized alpha of 7.00%, beta of 0.87, and R2 of 0.32 versus S&P 500 Index. Calculated based on daily prices since November 13, 2015.
- This fund captured 132.65% of S&P 500 Index gains and 120.79% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- R2 of 0.32 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
- 7.00%
- Beta
- 0.87
- R²
- 0.32
- Upside Capture
- 132.65%
- Downside Capture
- 120.79%
Expense Ratio
QSTFX has a high expense ratio of 1.55%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
QSTFX ranks 61 for risk / return — better than 61% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Quantified STF Fund (QSTFX) 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.
| QSTFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.32 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 2.46 | +0.80 |
| Martin ratioReturn relative to average drawdown | 8.31 | 10.92 | -2.61 |
Dividends
Dividend History
Quantified STF Fund provided a 8.47% dividend yield over the last twelve months, with an annual payout of $1.69 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.69 | $1.69 | $0.92 | $0.15 | $0.00 | $3.67 | $3.29 | $0.06 | $0.24 | $4.00 | $0.00 |
Dividend yield | 8.47% | 10.65% | 5.12% | 1.03% | 0.00% | 21.93% | 20.82% | 0.52% | 2.57% | 39.11% | 0.01% |
Monthly Dividends
The table displays the monthly dividend distributions for Quantified STF 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 | $1.69 | $1.69 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $0.92 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 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 | $3.67 | $3.67 |
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 STF 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 STF Fund was 49.03%, occurring on Jan 19, 2023. Recovery took 346 trading sessions.
The current Quantified STF Fund drawdown is 1.39%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -49.03%Jan 2023 | 1y 1mo | 1y 4mo | 2y 6moNov 2021 - Jun 2024 |
2025 selloff2025 | -32.22%May 2025 | 10mo 16d | 11mo 18d | 1y 9moJul 2024 - May 2026 |
2019 bear market2019 | -28.49%Oct 2019 | 1y 8mo | 3mo 23d | 1y 11moJan 2018 - Jan 2020 |
COVID crash2020 | -24.96%Mar 2020 | 29d | 2mo 17d | 3mo 16dFeb 2020 - Jun 2020 |
2016 bear market2016 | -23.02%Dec 2016 | 1y | 3mo 14d | 1y 3moDec 2015 - Mar 2017 |
Drawdown Indicators
| QSTFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.03% | -56.78% | +7.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.87% | -9.10% | -8.77% |
Max Drawdown (3Y)Largest decline over 3 years | -32.22% | -18.90% | -13.32% |
Max Drawdown (5Y)Largest decline over 5 years | -49.03% | -25.43% | -23.60% |
Max Drawdown (10Y)Largest decline over 10 years | -49.03% | -33.92% | -15.11% |
Current DrawdownCurrent decline from peak | -1.39% | -3.21% | +1.82% |
Average DrawdownAverage peak-to-trough decline | -15.41% | -10.71% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 2.04% | +4.94% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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