QAITX vs. ^GSPC

In the year-to-date period, QAITX achieves a -8.97% return, which is significantly lower than ^GSPC's 0.51% return.

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This table presents a comparison of risk-adjusted performance metrics for Q3 All-Weather Tactical Fund (QAITX) and S&P 500 (^GSPC). 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 QAITX Sharpe Ratio is -0.10, which is lower than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of QAITX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum QAITX drawdown since its inception was -40.35%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for QAITX and ^GSPC.

The current volatility for Q3 All-Weather Tactical Fund (QAITX) is 1.50%, while S&P 500 (^GSPC) has a volatility of 4.77%. This indicates that QAITX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.