Quantitative U S Fund Manager Performance Evaluation

GQLVX Fund

USD 14.25 0.02 0.14%

Quantitative has performed against its sector and the broad market over time. Over the last 3 months, the expected return is 0.0634%, with a 1.35% dividend yield adding to total return.

Risk-Adjusted Performance

Contained

Weak

Strong

Quantitative U S currently ranks below 6% of comparable funds and fund portfolios when recent risk-adjusted returns are measured across a 90-day horizon. The main point is that return merits judgment together with the volatility required to produce it. Quantitative is delivering weak return efficiency relative to its risk profile. Current price dislocation suggests continued short-term downside pressure for investors. Learn More

Relative Risk vs. Return Landscape

If you had invested $ 1,372 in Quantitative U S on January 28, 2026 and sold it today you would have earned a total of $ 53.00 from holding Quantitative U S or generated 3.86% return on investment over 90 days. Quantitative U S is currently producing a 0.0634% return and carries 0.803% volatility of returns over 90 trading days. Stated differently, Quantitative is more volatile than roughly 93% of traded mutual funds, and GQLVX is outperformed by 99% of traded instruments in expected return over the next 90 trading days.

Expected Return

Risk

This relative risk-return summary evaluates how the instrument behaves against its benchmark. It is informative when expected return is read together with volatility rather than in isolation. Based on a 90-day horizon, GQLVX generates 0.85 times more return on investment than the market. Moreover, GQLVX is 1.18 times less risky than the market. Its risk-adjusted efficiency stands at about 0.08% per unit of risk. Dow Jones Industrial is currently generating roughly 0.01% per unit of risk.

Target Price Odds to finish over Current Price

Price convergence toward a historical mean is a well-documented pattern for funds like Quantitative Mutual Fund. Although this tendency is a useful forecasting input, some instruments remain persistently mispriced before market correction.

Current Price	Horizon	Target Price	Odds moving above the current price in 90 days
14.25	90 days	14.25	about 8.18

Our distribution model estimates the likelihood of Quantitative moving above the current price in 90 days from now at about 8.18 . Past return patterns over this horizon reflect a distribution that has favored above-current-price scenarios. (This Quantitative U S distribution emphasizes the price range most consistent with recent behavior in Quantitative Mutual Fund over a 90-day period).

Based on a 90-day horizon, Quantitative has a beta of 0.73. This usually indicates as returns on the market go up, Quantitative's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding Quantitative U S tends to be smaller as well. Additionally, Quantitative U S has an alpha of 0.0431, implying that it can generate a 0.0431 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).

Quantitative Price Density

Price

Predictive Modules for Quantitative

Investors apply quantitative and fundamental models to forecast Quantitative U S within the fund market. Combining results from different methods frames the confidence level warranted by Quantitative U S predictions.

Statistical evidence for mean reversion in Quantitative's appears through its tendency to revert after extreme valuations. Under mean reversion theory, Quantitative's price extremes are viewed as temporary dislocations that may self-correct.

Sentiment

Range

Low	Sentiment	High
13.43	14.23	15.03

Details

Intrinsic

Valuation

Low	Intrinsic	High
12.83	15.60	16.40

Details

Naive

Forecast

Low	Next	High
13.20	14.00	14.81

Details

Bollinger

Band Projection (param)

Lower	Middle Band	Upper
13.38	13.95	14.51

Details

Quantitative is positioned within its peer group by benchmarking margins, returns, and multiples. This peer-relative view identifies where Quantitative leads, trails, or tracks its competitive set.

Primary Risk Indicators

Significant market corrections and rallies over the last two decades have made the mutual fund market challenging for Quantitative investors. Dramatic market moves have periodically reshaped the risk landscape for holders of Quantitative U S.

α	Alpha over Dow Jones	0.04	Details
β	Beta against Dow Jones	0.73	Details
σ	Overall volatility	0.28	Details
Ir	Information ratio	0.06	Details

Investor Alerts and Insights

Tracking Quantitative through automated alerts focuses attention on the most impactful fund developments. Reviewing Quantitative U S notifications is an efficient way to stay current on technical patterns and fundamental changes.

Latest headline from news.google.com: Wall Street regulators jointly propose to trim Biden-era private fund reporting rules - Reuters

Quantitative Fundamentals Growth

Market participants price Quantitative Mutual Fund based on their assessment of Quantitative's financial trajectory. Revenue and earnings growth, profitability metrics, and debt levels form the core fundamentals driving Quantitative Mutual Fund.

Total Asset

2.58 M

Performance Metrics & Calculation Methodology

Return quality for Quantitative measures how stable NAV growth has been across rolling measurement windows. High return quality implies that outcomes are not dominated by a small number of extreme observations.

Quantitative U S metrics are compiled from fund disclosures and market reference feeds and normalized before display. Return and risk statistics are calculated from historical price series.

Editorial review and methodology oversight provided by: Ellen Johnson, Member of Macroaxis Editorial Board