QuantStreet Performance February 2025

2/1/2025 — 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)
Balanced 8/16/2023 60/40 40
Core 12/1/2021 85/15 40
Aggressive 11/17/2022 95/5 40

All performance is shown after deducting the above hypothetical fees. Fees are shown in basis points (1 bp = 0.01%). The fees used in this analysis represent institutional-level fees. Fee levels vary across clients. Each strategy targets a risk level corresponding to the stock/bond mix shown in the Risk Level column. Each strategy can deviate from the targeted risk level at the discretion of QuantStreet.

Balanced Strategy

The QS* column shows the post-fee performance of QuantStreet’s strategy from the start date. The other columns correspond to the returns of other asset allocation mutual funds over the same time period.

The figure shows the post-fee performance of QuantStreet’s strategy. The column labeled Reltv shows the QuantStreet strategy’s cumulative life-to-date performance minus the performance of the given benchmark.

Names and assets under management (in millions) of benchmark funds.

Core Strategy

The QS* column shows the post-fee performance of QuantStreet’s strategy from the start date. The other columns correspond to the returns of other asset allocation mutual funds over the same time period.

The figure shows the post-fee performance of QuantStreet’s strategy. The column labeled Reltv shows the QuantStreet strategy’s cumulative life-to-date performance minus the performance of the given benchmark.