QLS Performance — IQ Hedge Long/Short Tracker ETF
Data updated: 2023-03-28
QLS returned −3.88% over one year to Jan 2023. The annualised 3-year return is +5.23%. The fund trailed its Commodities category average: $100 invested three years ago grew to $117, against $131 for the category, and to $96 over one year, against $105. Volatility over the past three years was 13.95% a year. In the 12 months to Jan 2023 the fund took in a net $13.7M, and assets reached $20.09M.
QLS Growth of $100
What $100 invested in IQ Hedge Long/Short Tracker ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | QLS | Category average |
|---|---|---|
| 1 year (Feb 2022 – Jan 2023) | $96 | $105 |
| 3 years (Feb 2020 – Jan 2023) | $117 | $131 |
| Since data start (Aug 2019 – Jan 2023) | $124 | $133 |
QLS Trailing Returns
Total returns to Jan 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −3.88% |
| 3 years (annualised) | +5.23% |
QLS Annual Returns
Calendar-year total returns of IQ Hedge Long/Short Tracker ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jan) | +4.20% |
| 2022 | −10.65% |
| 2021 | +8.85% |
| 2020 | +15.16% |
| 2019 (Aug–Dec) | +5.83% |
QLS Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +4.2% | — | — | — | — | — | — | — | — | — | — | — |
| 2022 | −3.1% | −1.5% | +0.8% | −5.9% | +1.3% | −5.8% | +4.1% | −4.3% | −6.3% | +5.7% | +7.1% | −2.0% |
| 2021 | −0.1% | −0.4% | +1.0% | +2.9% | +2.0% | +0.2% | +1.5% | +1.6% | −2.9% | +2.8% | −2.2% | +2.3% |
| 2020 | +0.2% | −4.4% | −8.4% | +7.3% | +4.0% | +2.1% | +2.9% | +3.4% | −1.6% | −1.9% | +8.1% | +3.6% |
| 2019 | — | — | — | — | — | — | — | 0.0% | +1.0% | +1.3% | +1.6% | +1.8% |
QLS Risk
Risk measures from monthly returns over Feb 2020 – Jan 2023.
- 3-year volatility (annualised): 13.95%
- 3-year Sharpe ratio: 0.05 (vs 4.5% risk-free rate)
- Best month: +8.11% (Nov 2020)
- Worst month: −8.39% (Mar 2020)
QLS Fund Flows
Monthly money in and out of IQ Hedge Long/Short Tracker ETF, from SEC Form N-PORT.
- 12-month net flow: $13.7M
- 12-month gross sales (incl. reinvestments): $7.5M
- Sales ÷ redemptions: -1.20×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2023 | $0 | −$2.5M | $2.5M |
| Dec 2022 | $0 | −$1.2M | $1.2M |
| Nov 2022 | $2.5M | $0 | $2.5M |
| Oct 2022 | $1.1M | $0 | $1.1M |
| Sep 2022 | $0 | −$1.1M | $1.1M |
| Aug 2022 | $0 | $0 | $0 |
| Jul 2022 | $1.2M | $0 | $1.2M |
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $0 | $0 | $0 |
| Apr 2022 | $1.3M | $0 | $1.3M |
| Mar 2022 | $0 | $0 | $0 |
| Feb 2022 | $1.3M | −$1.4M | $2.7M |
QLS Assets Under Management
Net assets of IQ Hedge Long/Short Tracker ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-01-31 | $20.09M |
| 2022-10-31 | $20.09M |
| 2022-07-29 | $21.22M |
| 2022-04-29 | $20.10M |
| 2022-01-31 | $20.19M |
| 2021-10-29 | $18.15M |
| 2021-07-30 | $12.38M |
| 2021-04-30 | $9.28M |
| 2021-01-29 | $10.25M |
| 2020-10-30 | $8.18M |
| 2020-07-31 | $12.88M |
| 2020-04-30 | $10.70M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.