Quantitative Longshort Equity Fund Manager Performance Evaluation

GTLSX Fund  USD 13.61  -0.02  -0.15%   
Quantitative's total-return profile spans short-term moves to multi-year compounding. The stock's expected return over 3 months is 0.0369%, complemented by a 1.59% dividend yield.
Risk-Adjusted Performance
0100
6 · Contained
On a recent 90-day basis, Quantitative Longshort Equity sits below 6% of comparable funds and fund portfolios in risk-adjusted performance. Return quality should be judged alongside the volatility required to produce it. The return profile for Quantitative reflects marginal performance across the measured horizon. Learn More

Relative Risk vs. Return Landscape

If you had invested $ 1,331 in Quantitative Longshort Equity on February 6, 2026 and sold it today, you would have earned $ 30.00 , a return of 2.25% over 90 days. Quantitative Longshort Equity is currently producing a 0.0369% return and carries 0.4411% volatility of returns over 90 trading days. Stated differently, Quantitative is more volatile than roughly 97% of traded mutual funds, and GTLSX is outperformed by 99% of traded instruments in expected return over the next 90 trading days.
  Expected Return   
       Risk  
This market-relative note looks at return potential and the amount of risk required to get it. It highlights whether the current reward profile compensates for the level of uncertainty assumed. Based on a 90-day horizon, GTLSX generates 0.48 times more return on investment than the market. Moreover, GTLSX is 2.1 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 0.0% per unit of risk.

Target Price Odds to finish over Current Price

For Quantitative Mutual Fund, the tendency of price to converge toward a long-term average provides a useful forecasting baseline. Investors have relied on this tendency for decades, though persistent mispricings in some instruments suggest additional risk factors.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
13.61 90 days 13.61
about 5.91 %
Based on standard probability analysis, the odds of Quantitative moving above the current price in 90 days from now are about 5.91 %. Over this horizon, the return distribution for this fund has leaned toward above-current outcomes historically. (The curve highlights the price band where the market has recently concentrated expectations for Quantitative Mutual Fund over the next 90 days). A narrower shape indicates the market has recently priced Quantitative Mutual Fund into a more concentrated outcome range.
Based on a 90-day horizon, Quantitative has a beta of 0.16. 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 Longshort Equity tends to be smaller as well. Additionally, Quantitative Longshort Equity has an alpha of 0.0097, implying that it can generate a 0.0097 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).
   Quantitative Price Density   
       Price  

Predictive Modules for Quantitative

A variety of analytical techniques are available for forecasting Quantitative Longshort and the broader fund market. From technical pattern analysis to statistical models, each method contributes a different perspective on Quantitative Longshort.
The mean reversion principle applied to Quantitative's suggests that neither prolonged outperformance nor underperformance is permanent. Identifying the root cause of Quantitative's price dislocation is essential before acting on a mean reversion signal.
Sentiment
Range
LowSentimentHigh
13.1713.6114.05
Details
Intrinsic
Valuation
LowIntrinsicHigh
13.1013.5413.98
Details
Naive
Forecast
LowNextHigh
13.2113.6514.09
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
13.3513.5213.68
Details
Competitive analysis for Quantitative compares its financial performance and valuation metrics against sector peers. Cross-sectional comparison separates idiosyncratic performance from sector-level dynamics.

Primary Risk Indicators

The past 10-20 years have brought considerable volatility to the mutual fund market, with Quantitative experiencing notable price swings. Quantitative has reflected this volatile environment with periods of significant price swings.
α
Alpha over Dow Jones
0.01
β
Beta against Dow Jones0.16
σ
Overall volatility
0.16
Ir
Information ratio 0.0029

Quantitative Fundamentals Growth

Quantitative Mutual Fund performance is fundamentally tied to Quantitative's financial health and growth outlook. Investors track revenue and earnings growth, margin stability, and balance sheet health for Quantitative Mutual Fund.

Performance Metrics & Calculation Methodology

Quantitative risk-adjusted performance evaluates NAV returns relative to the variability experienced across reporting periods. Return per unit of risk provides a more stable comparison across instruments and regimes.

Quantitative Longshort Equity figures are aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Return and risk statistics are calculated from historical price series.

Editorial review and methodology oversight provided by: Rifka Kats, Member of Macroaxis Editorial Board