QTSAX Performance — Quantified Tactical Fixed Income Fund
Data updated: 2026-09-10
QTSAX returned −3.08% year to date and −10.35% over one year to Mar 2026. Annualised returns are −5.62% over 3 years and −7.38% over 5 years. The fund trailed its Alternative category average: $100 invested three years ago grew to $84, against $167 for the category, and to $90 over one year, against $110. Volatility over the past three years was 6.24% a year. In the 12 months to Mar 2026 the fund lost a net $1.7M, and assets reached $7.77M. Returns are those of sibling share class QFITX; this class's own returns are not reported in filings.
QTSAX Growth of $100
What $100 invested in Quantified Tactical Fixed Income Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | QTSAX | Category average |
|---|---|---|
| 1 year (Apr 2025 – Mar 2026) | $90 | $110 |
| 3 years (Apr 2023 – Mar 2026) | $84 | $167 |
| 5 years (Apr 2021 – Mar 2026) | $68 | $157 |
| Since data start (Jan 2020 – Mar 2026) | $68 | $174 |
QTSAX Trailing Returns
Total returns to Mar 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −3.08% |
| 1 year | −10.35% |
| 3 years (annualised) | −5.62% |
| 5 years (annualised) | −7.38% |
QTSAX Annual Returns
Calendar-year total returns of Quantified Tactical Fixed Income Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Mar) | −3.08% |
| 2025 | −7.64% |
| 2024 | −1.03% |
| 2023 | −6.54% |
| 2022 | −22.98% |
| 2021 | −3.00% |
| 2020 | +10.34% |
QTSAX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | −0.2% | −0.9% | −2.1% | — | — | — | — | — | — | — | — | — |
| 2025 | −0.4% | +2.2% | −1.9% | −4.6% | −1.6% | +2.4% | −1.2% | +0.1% | −0.1% | −0.6% | −0.4% | −1.6% |
| 2024 | +0.5% | +0.4% | 0.0% | −1.8% | +1.1% | −0.1% | +1.7% | +0.3% | −1.3% | +0.3% | +2.9% | −4.7% |
| 2023 | −3.1% | −1.8% | +3.5% | −0.5% | +0.2% | +0.5% | +0.5% | +1.3% | −2.2% | −4.8% | −0.9% | +0.9% |
| 2022 | −1.0% | +1.0% | −4.7% | −6.4% | −1.5% | −0.1% | +0.2% | −1.8% | −3.2% | −3.3% | +2.0% | −6.6% |
| 2021 | −0.3% | −4.7% | −4.5% | +1.0% | +1.1% | +0.5% | +2.9% | +1.1% | −2.8% | +1.8% | +2.7% | −1.5% |
| 2020 | +1.3% | +1.9% | +7.9% | +2.7% | −1.6% | −2.0% | +1.5% | +1.0% | −1.4% | −2.3% | +1.1% | +0.2% |
QTSAX Risk
Risk measures from monthly returns over Apr 2023 – Mar 2026.
- 3-year volatility (annualised): 6.24%
- 3-year Sharpe ratio: -1.62 (vs 4.5% risk-free rate)
- Best month: +2.91% (Nov 2024)
- Worst month: −4.83% (Oct 2023)
QTSAX Fund Flows
Monthly money in and out of Quantified Tactical Fixed Income Fund, from SEC Form N-PORT.
- 12-month net flow: −$1.7M
- 12-month gross sales (incl. reinvestments): $8.3M
- Sales ÷ redemptions: 0.83×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2026 | $509K | $1.4M | −$863K |
| Feb 2026 | $957K | $453K | $504K |
| Jan 2026 | $828K | $964K | −$137K |
| Dec 2025 | $1.8M | $863K | $928K |
| Nov 2025 | $977K | $848K | $129K |
| Oct 2025 | $208K | $720K | −$512K |
| Sep 2025 | $338K | $596K | −$258K |
| Aug 2025 | $153K | $619K | −$466K |
| Jul 2025 | $482K | $360K | $122K |
| Jun 2025 | $944K | $1.1M | −$144K |
| May 2025 | $417K | $991K | −$574K |
| Apr 2025 | $707K | $1.1M | −$443K |
QTSAX Assets Under Management
Net assets of Quantified Tactical Fixed Income Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-03-31 | $7.77M |
| 2025-12-31 | $8.50M |
| 2025-09-30 | $9.14M |
| 2025-06-30 | $9.87M |
| 2025-03-31 | $11.48M |
| 2024-12-31 | $32.94M |
| 2024-09-30 | $58.48M |
| 2024-06-30 | $55.06M |
| 2024-03-31 | $60.90M |
| 2023-12-31 | $59.75M |
| 2023-09-30 | $87.94M |
| 2023-06-30 | $113.33M |
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.