QuantStreet Performance April 2024
3/30/2024 — The following analysis shows the performance of QuantStreet’s separately managed account strategies against benchmarks. The analysis starts on the launch date of each separately managed account strategy. Strategy Summary QuantStreet Strategy Start Date Risk Level Fee (bps) Core 12/1/2021 85/15 30 Aggressive 11/17/2022 95/5 30 Balanced 8/16/2023 60/40 30 All performance is shown […]
March 2024 Update
March 3, 2024 — February was an interesting month in financial markets. Nvidia stock continued its incredible run on the back of a huge earnings beat. Tech did very well (again). Talk of tech bubbles has become pervasive, though serious people have pushed back against the tech doomsayers. (Our view is that tech stocks are […]
QuantStreet Performance March 2024
3/2/2024 — The following analysis shows the performance of QuantStreet’s separately managed account strategies against benchmarks. The analysis starts on the launch date of each separately managed account strategy. Strategy Summary QuantStreet Strategy Start Date Risk Level Fee (bps) Core 12/1/2021 85/15 30 Aggressive 11/17/2022 95/5 30 Balanced 8/16/2023 60/40 30 All performance is shown […]
February 2024 Update
February 4, 2024 — Markets continued their strong performance in January of 2024, though it was hard to live up to the incredible returns of November and December of 2023. However, as the next table shows, the strong aggregate performance in January hid much variability when looking at individual markets. One theme for the month […]
QuantStreet Performance February 2024
2/2/2024 — The following analysis shows the performance of QuantStreet’s separately managed account strategies against benchmarks. The analysis starts on the launch date of each separately managed account strategy. Strategy Summary QuantStreet Strategy Start Date Risk Level Fee (bps) Core 12/1/2021 85/15 30 Aggressive 11/17/2022 95/5 30 Balanced 8/16/2023 60/40 30 All performance is shown […]
January 2024 Update
January 1, 2024 — December 2023 saw a continuation of November’s rally, though the December winners tended to be the year’s laggards. For example, long-term Treasuries, which were having an otherwise less-than-great year, were up over 8% in December, after rallying over 9% in November. The Russell 2000, another 2023-laggard, led the way in December […]
QuantStreet Performance January 2024
12/31/2023 — The following analysis shows the performance of QuantStreet’s separately managed account strategies against benchmarks. The analysis starts on the launch date of each separately managed account strategy. Strategy Summary QuantStreet Strategy Start Date Risk Level Fee (bps) Core 12/1/2021 85/15 30 Aggressive 11/17/2022 95/5 30 Balanced 8/16/2023 60/40 30 All performance is shown […]
December 2023 Update
December 4, 2023 — November of 2023 was significant for us on two levels. First, it was a very strong month for financial markets. Outside of a few pockets of weakness (notably commodities), just about everything was up and it was up a lot. QuantStreet’s portfolios also did well in November (more on that below). […]
November 2023 Update
November 3, 2023 — October 2023 was a weak month for financial markets, with bonds, stocks, and commodities all down. Though interest rates continued to increase in October, bonds (U.S. and international government bonds and U.S. corporates) were the best performing asset class. U.S. broad market indexes, like the S&P 500 and Nasdaq, were down […]
October 2023 Update
October 3, 2023 — In an apt metaphor for the month, JFK Airport in New York saw 8 inches of rain last Friday, a record rainfall dating back to 1948, when tracking of such matters started. Indeed, in September, markets were bombarded by a deluge of bad news: inflation fears (despite lower inflation numbers), hawkish […]