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QALTX vs. REMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QALTX vs. REMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Alternative Investment Fund (QALTX) and Standpoint Multi-Asset Fund Investor Class (REMIX). The values are adjusted to include any dividend payments, if applicable.

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QALTX vs. REMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QALTX
Quantified Alternative Investment Fund
4.13%14.31%4.11%2.76%-8.13%11.76%0.70%
REMIX
Standpoint Multi-Asset Fund Investor Class
7.26%3.85%12.92%5.53%3.44%19.81%16.06%

Returns By Period

In the year-to-date period, QALTX achieves a 4.13% return, which is significantly lower than REMIX's 7.26% return.


QALTX

1D
0.95%
1M
-1.76%
YTD
4.13%
6M
5.79%
1Y
19.16%
3Y*
8.88%
5Y*
4.15%
10Y*
4.31%

REMIX

1D
0.76%
1M
0.44%
YTD
7.26%
6M
10.85%
1Y
17.14%
3Y*
9.29%
5Y*
8.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QALTX vs. REMIX - Expense Ratio Comparison

QALTX has a 1.33% expense ratio, which is lower than REMIX's 1.55% expense ratio.


Return for Risk

QALTX vs. REMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QALTX
QALTX Risk / Return Rank: 9090
Overall Rank
QALTX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
QALTX Sortino Ratio Rank: 8686
Sortino Ratio Rank
QALTX Omega Ratio Rank: 8787
Omega Ratio Rank
QALTX Calmar Ratio Rank: 9393
Calmar Ratio Rank
QALTX Martin Ratio Rank: 9595
Martin Ratio Rank

REMIX
REMIX Risk / Return Rank: 6262
Overall Rank
REMIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
REMIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
REMIX Omega Ratio Rank: 5555
Omega Ratio Rank
REMIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
REMIX Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QALTX vs. REMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Alternative Investment Fund (QALTX) and Standpoint Multi-Asset Fund Investor Class (REMIX). 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.


QALTXREMIXDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.23

+0.59

Sortino ratio

Return per unit of downside risk

2.40

1.63

+0.77

Omega ratio

Gain probability vs. loss probability

1.38

1.23

+0.15

Calmar ratio

Return relative to maximum drawdown

3.05

1.83

+1.22

Martin ratio

Return relative to average drawdown

13.63

5.49

+8.14

QALTX vs. REMIX - Sharpe Ratio Comparison

The current QALTX Sharpe Ratio is 1.82, which is higher than the REMIX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of QALTX and REMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QALTXREMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.23

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.74

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.93

-0.61

Correlation

The correlation between QALTX and REMIX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QALTX vs. REMIX - Dividend Comparison

QALTX's dividend yield for the trailing twelve months is around 2.32%, more than REMIX's 0.44% yield.


TTM20252024202320222021202020192018201720162015
QALTX
Quantified Alternative Investment Fund
2.32%2.42%1.61%3.55%1.73%12.79%0.00%1.44%0.07%3.12%0.04%0.84%
REMIX
Standpoint Multi-Asset Fund Investor Class
0.44%0.47%5.52%3.46%2.48%6.04%1.09%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QALTX vs. REMIX - Drawdown Comparison

The maximum QALTX drawdown since its inception was -24.22%, which is greater than REMIX's maximum drawdown of -17.89%. Use the drawdown chart below to compare losses from any high point for QALTX and REMIX.


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Drawdown Indicators


QALTXREMIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.22%

-17.89%

-6.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.46%

-9.24%

+2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-13.17%

-17.89%

+4.72%

Max Drawdown (10Y)

Largest decline over 10 years

-24.22%

Current Drawdown

Current decline from peak

-2.04%

-1.68%

-0.36%

Average Drawdown

Average peak-to-trough decline

-6.14%

-3.36%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

3.07%

-1.63%

Volatility

QALTX vs. REMIX - Volatility Comparison

The current volatility for Quantified Alternative Investment Fund (QALTX) is 2.75%, while Standpoint Multi-Asset Fund Investor Class (REMIX) has a volatility of 3.89%. This indicates that QALTX experiences smaller price fluctuations and is considered to be less risky than REMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QALTXREMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

3.89%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.77%

9.89%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

10.51%

13.68%

-3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.95%

11.55%

-2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.89%

11.76%

-1.87%