- Issuer
- Advisors Preferred
- Inception Date
- Mar 3, 2021
- Category
- Large Cap Blend Equities
- Min. Investment
- $10,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
QTSSX Performance Chart
Quantified Tactical Sectors Fund (QTSSX) is up 17.7% since the beginning of the year. QTSSX is currently trading at $9 per share. Investors who bought $1,000 worth of QTSSX shares 5 years ago would now be looking at an investment worth $819.
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Returns By Period
Quantified Tactical Sectors Fund (QTSSX) has returned 17.70% so far this year and 40.42% over the past 12 months.
Quantified Tactical Sectors Fund
- 1D
- 2.71%
- 1M
- 12.39%
- YTD
- 17.70%
- 6M
- 14.66%
- 1Y
- 40.42%
- 3Y*
- 14.48%
- 5Y*
- -3.91%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
QTSSX Monthly Returns History
Based on dividend-adjusted daily data since Mar 3, 2021, QTSSX's average daily return is +0.01%, while the average monthly return is +0.15%. At this rate, an investment would double in approximately 38.5 years.
Historically, 55% of months were positive and 45% were negative. The best month was Jun 2023 with a return of +11.7%, while the worst month was Jan 2022 at -20.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.
On a daily basis, QTSSX closed higher 49% of trading days. The best single day was Jun 21, 2021 with a return of +7.5%, while the worst single day was Jun 17, 2021 at -7.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.68% | 1.74% | -6.46% | 8.46% | 10.27% | 2.71% | 17.70% | ||||||
| 2025 | 2.10% | -3.16% | -10.48% | -9.65% | 8.58% | 8.23% | 2.68% | 3.34% | 6.60% | 2.77% | -0.77% | -3.97% | 4.10% |
| 2024 | 0.32% | 6.36% | 3.59% | -7.22% | -0.16% | 8.57% | 0.57% | -2.00% | -1.16% | -0.59% | 11.26% | -4.93% | 13.88% |
| 2023 | 0.85% | -6.95% | 5.10% | -1.91% | 5.83% | 11.69% | 3.59% | -6.20% | -8.62% | -5.05% | 10.11% | 7.37% | 13.97% |
| 2022 | -20.02% | -0.46% | 3.42% | -5.26% | 2.85% | -9.86% | 3.25% | -5.96% | -0.53% | 4.96% | 6.24% | -6.96% | -27.55% |
| 2021 | 0.60% | 4.37% | 3.14% | -2.49% | -8.90% | 4.89% | -13.28% | 4.46% | -7.00% | -1.89% | -16.61% |
Benchmark Metrics
Quantified Tactical Sectors Fund has an annualized alpha of -11.00%, beta of 0.94, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since March 04, 2021.
- This fund participated in 147.91% of S&P 500 Index downside but only 91.64% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.44 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
- -11.00%
- Beta
- 0.94
- R²
- 0.44
- Upside Capture
- 91.64%
- Downside Capture
- 147.91%
Expense Ratio
QTSSX has a high expense ratio of 1.56%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
QTSSX ranks 51 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 Tactical Sectors Fund (QTSSX) and compare them to S&P 500 Index.
| QTSSX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.02 | 2.39 | -0.37 |
Sortino ratioReturn per unit of downside risk | 2.63 | 3.25 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.43 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.11 | +0.47 |
Martin ratioReturn relative to average drawdown | 9.82 | 14.38 | -4.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Quantified Tactical Sectors Fund provided a 0.38% dividend yield over the last twelve months, with an annual payout of $0.03 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.03 | $0.03 | $0.00 | $0.39 | $0.01 | $0.25 |
Dividend yield | 0.38% | 0.45% | 0.00% | 6.30% | 0.19% | 3.11% |
Monthly Dividends
The table displays the monthly dividend distributions for Quantified Tactical Sectors 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 | $0.03 | $0.03 |
| 2024 | $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 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 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 | $0.25 | $0.25 |
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 Tactical Sectors 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 Tactical Sectors Fund was 52.27%, occurring on Apr 25, 2023. The portfolio has not yet recovered.
The current Quantified Tactical Sectors Fund drawdown is 18.37%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -52.27%Apr 2023 | 1y 10mo | — | 4y 12moJun 2021 - now |
2021 pullback2021 | -9.86%Apr 2021 | 1mo 5d | 17d | 1mo 22dMar 2021 - May 2021 |
2021 pullback2021 | -8.70%May 2021 | 7d | 7d | 14dMay 2021 - Jun 2021 |
2021 pullback2021 | -8.35%May 2021 | 2d | 5d | 7dMay 2021 - May 2021 |
2021 pullback2021 | -0.75%Mar 2021 | 1d | 1d | 2dMar 2021 - Mar 2021 |
Drawdown Indicators
| QTSSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.27% | -56.78% | +4.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.53% | -9.10% | -2.43% |
Max Drawdown (3Y)Largest decline over 3 years | -24.77% | -18.90% | -5.87% |
Max Drawdown (5Y)Largest decline over 5 years | -52.27% | -25.43% | -26.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -18.37% | 0.00% | -18.37% |
Average DrawdownAverage peak-to-trough decline | -35.89% | -10.72% | -25.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 1.97% | +2.23% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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