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WAYEX vs. QLENX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAYEX vs. QLENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Waycross Long/Short Equity Fund (WAYEX) and AQR Long-Short Equity N (QLENX). The values are adjusted to include any dividend payments, if applicable.

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WAYEX vs. QLENX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WAYEX
Waycross Long/Short Equity Fund
-7.02%13.16%22.40%18.99%-11.66%11.43%22.27%21.17%-8.80%13.05%
QLENX
AQR Long-Short Equity N
-3.31%34.07%30.18%23.67%18.92%30.70%-14.18%1.01%-16.64%15.48%

Returns By Period

In the year-to-date period, WAYEX achieves a -7.02% return, which is significantly lower than QLENX's -3.31% return. Over the past 10 years, WAYEX has underperformed QLENX with an annualized return of 9.10%, while QLENX has yielded a comparatively higher 11.26% annualized return.


WAYEX

1D
-0.36%
1M
-5.87%
YTD
-7.02%
6M
-4.88%
1Y
8.66%
3Y*
13.91%
5Y*
7.63%
10Y*
9.10%

QLENX

1D
0.56%
1M
-2.74%
YTD
-3.31%
6M
4.39%
1Y
19.30%
3Y*
26.24%
5Y*
22.20%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAYEX vs. QLENX - Expense Ratio Comparison

WAYEX has a 2.27% expense ratio, which is lower than QLENX's 5.18% expense ratio.


Return for Risk

WAYEX vs. QLENX — Risk / Return Rank

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

WAYEX
WAYEX Risk / Return Rank: 4242
Overall Rank
WAYEX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
WAYEX Sortino Ratio Rank: 4747
Sortino Ratio Rank
WAYEX Omega Ratio Rank: 4444
Omega Ratio Rank
WAYEX Calmar Ratio Rank: 3535
Calmar Ratio Rank
WAYEX Martin Ratio Rank: 3939
Martin Ratio Rank

QLENX
QLENX Risk / Return Rank: 9393
Overall Rank
QLENX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
QLENX Sortino Ratio Rank: 9494
Sortino Ratio Rank
QLENX Omega Ratio Rank: 9393
Omega Ratio Rank
QLENX Calmar Ratio Rank: 9393
Calmar Ratio Rank
QLENX Martin Ratio Rank: 9292
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.

WAYEX vs. QLENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Waycross Long/Short Equity Fund (WAYEX) and AQR Long-Short Equity N (QLENX). 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.


WAYEXQLENXDifference

Sharpe ratio

Return per unit of total volatility

0.90

2.26

-1.36

Sortino ratio

Return per unit of downside risk

1.37

2.93

-1.56

Omega ratio

Gain probability vs. loss probability

1.19

1.46

-0.27

Calmar ratio

Return relative to maximum drawdown

0.95

2.83

-1.88

Martin ratio

Return relative to average drawdown

4.11

11.16

-7.05

WAYEX vs. QLENX - Sharpe Ratio Comparison

The current WAYEX Sharpe Ratio is 0.90, which is lower than the QLENX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of WAYEX and QLENX, 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


WAYEXQLENXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

2.26

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

2.19

-1.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

1.07

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

1.21

-0.54

Correlation

The correlation between WAYEX and QLENX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WAYEX vs. QLENX - Dividend Comparison

WAYEX's dividend yield for the trailing twelve months is around 5.69%, more than QLENX's 1.69% yield.


TTM20252024202320222021202020192018201720162015
WAYEX
Waycross Long/Short Equity Fund
5.69%5.29%12.41%2.86%0.00%5.33%1.17%1.05%0.00%1.01%0.00%0.00%
QLENX
AQR Long-Short Equity N
1.69%1.64%7.13%21.21%14.09%0.00%1.59%0.00%6.09%8.91%2.87%4.91%

Drawdowns

WAYEX vs. QLENX - Drawdown Comparison

The maximum WAYEX drawdown since its inception was -20.77%, smaller than the maximum QLENX drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for WAYEX and QLENX.


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Drawdown Indicators


WAYEXQLENXDifference

Max Drawdown

Largest peak-to-trough decline

-20.77%

-38.50%

+17.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-6.50%

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-17.31%

-17.19%

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-20.77%

-38.50%

+17.73%

Current Drawdown

Current decline from peak

-8.05%

-3.91%

-4.14%

Average Drawdown

Average peak-to-trough decline

-4.16%

-7.55%

+3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

1.65%

+0.21%

Volatility

WAYEX vs. QLENX - Volatility Comparison

Waycross Long/Short Equity Fund (WAYEX) has a higher volatility of 2.40% compared to AQR Long-Short Equity N (QLENX) at 1.92%. This indicates that WAYEX's price experiences larger fluctuations and is considered to be riskier than QLENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAYEXQLENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

1.92%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

5.37%

4.92%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

9.95%

8.66%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.36%

10.22%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.53%

10.55%

+0.98%