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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Quantified Tactical Sectors 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 Tactical Sectors Fund (QTSSX) has returned -6.08% so far this year and 10.45% over the past 12 months.
Quantified Tactical Sectors Fund
- 1D
- -0.86%
- 1M
- -8.31%
- YTD
- -6.08%
- 6M
- -8.03%
- 1Y
- 10.45%
- 3Y*
- 8.76%
- 5Y*
- -5.29%
- 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 Mar 3, 2021, QTSSX's average daily return is -0.01%, while the average monthly return is -0.22%.
Historically, 52% of months were positive and 48% 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% | -8.31% | -6.08% | |||||||||
| 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 -12.29%, beta of 0.93, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since March 04, 2021.
- This fund participated in 145.43% of S&P 500 Index downside but only 86.25% 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
- -12.29%
- Beta
- 0.93
- R²
- 0.44
- Upside Capture
- 86.25%
- Downside Capture
- 145.43%
Expense Ratio
QTSSX has a high expense ratio of 1.56%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
QTSSX ranks 22 for risk / return — below 22% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Quantified Tactical Sectors Fund (QTSSX) and compare them to a chosen benchmark (S&P 500 Index).
| QTSSX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | 0.90 | -0.34 |
Sortino ratioReturn per unit of downside risk | 0.87 | 1.39 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.21 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.40 | -0.45 |
Martin ratioReturn relative to average drawdown | 2.32 | 6.61 | -4.29 |
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 QTSSX 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 Tactical Sectors Fund provided a 0.48% 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 | 0.48% | 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 | |||||||||
| 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 34.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.27% | Jun 7, 2021 | 475 | Apr 25, 2023 | — | — | — |
| -9.86% | Mar 16, 2021 | 25 | Apr 20, 2021 | 13 | May 7, 2021 | 38 |
| -8.7% | May 18, 2021 | 6 | May 25, 2021 | 4 | Jun 1, 2021 | 10 |
| -8.35% | May 10, 2021 | 3 | May 12, 2021 | 3 | May 17, 2021 | 6 |
| -0.75% | Mar 8, 2021 | 2 | Mar 9, 2021 | 1 | Mar 10, 2021 | 3 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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