A MAR
(Managed Account Reports) ratio is a measurement of returns adjusted
for risk. Normally (but not always), the higher the MAR ratio, the better the
risk-adjusted returns. QQFund.com uses MAR ratio to compare the performance
of QQFund.com Alpha Beta Program
and the performance of its benchmark (SP500
Index). Below is the MAR ratio of QQFund.com Alpha Beta Program during the period below (12
years 6 months) (based on the end-of-month)(net of
all commissions/fees).
· 12 years 6 months = The
period from its inception (9/8/2008) to the present (2/28/2021).
· 4179.94% = Cumulative return during the
above period (12 years 6 months).
· 35.06% = CAGR (compound annual growth
rate) during the above period (12 years 6 months).
· -35.81% = WPTVDD (worst
peak-to-valley-drawdown) during the above period (12 years 6 months).
· 0.98 = MAR ratio = (CAGR/(0 - WPTDD)) = (35.06/(0 - (-35.81))) during the above
period (12 years 6 months).
· 0.98 is the MAR ratio of QQFund.com Alpha Beta Program
during the above period (12 years 6 months).
· 0.98 is higher than the MAR ratio of SP500 Index during the above
period (12 years 6 months).
Historically speaking, for the past
period above (12 years 6 months), based on the MAR
ratio above (0.98) and the cumulative
return above (4179.94%), QQFund.com reasonably believes
that the following were all true.
· QQFund.com Alpha
Beta Program’s risk-adjusted performance was
better than that of SP500 Index.
· QQFund.com Alpha
Beta Program had generated long-term ALPHA.
· QQFund.com Alpha
Beta Program had caught long-term BETA.
|