CPIEX vs. QMNNX

In the year-to-date period, CPIEX achieves a 4.98% return, which is significantly lower than QMNNX's 11.24% return.

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CPIEX has a 1.75% expense ratio, which is lower than QMNNX's 5.28% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Counterpoint Tactical Equity Fund (CPIEX) and AQR Equity Market Neutral Fund N (QMNNX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current CPIEX Sharpe Ratio is 1.74, which is lower than the QMNNX Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of CPIEX and QMNNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CPIEX's dividend yield for the trailing twelve months is around 0.07%, less than QMNNX's 5.45% yield.

The maximum CPIEX drawdown since its inception was -50.21%, roughly equal to the maximum QMNNX drawdown of -50.11%. Use the drawdown chart below to compare losses from any high point for CPIEX and QMNNX. For additional features, visit the drawdowns tool.

The current volatility for Counterpoint Tactical Equity Fund (CPIEX) is 2.15%, while AQR Equity Market Neutral Fund N (QMNNX) has a volatility of 2.86%. This indicates that CPIEX experiences smaller price fluctuations and is considered to be less risky than QMNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.