QuantStreet Performance February 2026

1/31/2026 — The following analysis shows the performance of QuantStreet’s separately managed account strategies against benchmarks derived from target date funds. 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	30
Core	12/1/2021	85/15	30
Aggressive	11/17/2022	95/5	30

All performance is shown after deducting the above hypothetical fees. Fees are shown in basis points (1 bp = 0.01%). 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. We changed the hypothetical fee to 30 basis points (from 40) as of 11/29/2025 to reflect what we charge client accounts for whom we provide only investment but no financial advisory services. Fee levels vary across clients.

Key to exhibits:

Each table shows the post-fee performance of QuantStreet’s strategy from its respective start date. The other column corresponds to the returns of an ETF-based replicating portfolio for target date funds falling into the same risk bucket as QuantStreet’s strategy.
- The methodology to construct the replicating portfolios (labeled “R_” in the exhibits) is explained in our white paper
Each figure shows the post-fee cumulative performance of QuantStreet’s strategy from its respective start date, as well as the cumulative performance of an ETF-based replicating portfolio for target date funds falling into the same risk bucket as QuantStreet’s strategy.
- The column labeled Reltv shows the QuantStreet strategy’s cumulative life-to-date performance minus the performance of the given benchmark.

Balanced Strategy

Core Strategy

Aggressive Strategy

IMPORTANT DISCLOSURES

Past performance does not guarantee future results. There is a possibility that QuantStreet’s future results may be different, and be materially worse, than its historical performance.

This webpage includes the life-to-date and year-by-year performance of QuantStreet’s Core, Aggressive, and Balanced strategies. QuantStreet implements these strategies through separately managed accounts (“SMAs”) for certain clients.

In addition to the Core, Aggressive, and Balanced strategies, QuantStreet offers various other unrelated strategies, including custom investing strategies for individual clients, with materially different goals and risk profiles (“Other Strategies”). The performance of the Other Strategies is not included here.

Each SMA client has an individual account held by their custodian. At any given time, all SMA clients invested in the same strategy share nearly-identical investment positions. This means the performance of any single account within a specific strategy is not materially different from that of another account within the same strategy during a given time period. Thus, to present the performance metrics provided on this presentation, QuantStreet Capital references the performance of a single client account invested in a particular strategy for the specified time frame.

This webpage includes a comparison between QuantStreet’s performance and the performance of certain asset allocation funds (“Benchmarks”). The Benchmarks are provided to contextualize QuantStreet’s performance and show how it compares to investment strategies with similar goals. The Benchmarks are not intended and should not be considered as a performance target. QuantStreet’s future performance may be different from, and materially worse than, QuantStreet’s own past performance and the performance of the Benchmarks.