QuantStreet Performance July 2024

7/1/2024 — 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 after the above hypothetical fees have been deducted. Fees are shown in basis points. The 30 basis point fee used for the analysis represents an institutional-level fee. 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.

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.

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

Aggressive 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.

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.

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 three primary investment strategies—Core, Aggressive, and Balanced—which QuantStreet implements through separately managed accounts (“SMAs”) for certain clients. In addition to the Core, Aggressive, and Balanced strategies, QuantStreet offers other strategies with materially different risk profiles (“Other Strategies”). While the Other Strategies are included in QuantStreet’s model portfolios, which are licensed to certain institutional clients, the Other Strategies are not among the typical strategies that QuantStreet uses in client SMA accounts. Their performance data is thus not included.

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. 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, and materially worse, than QuantStreet’s own past performance and the performance of the Benchmarks.

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