Fund Statistics

Time Horizon:
Benchmark:
Beta Filter:

Data from 2000-12-31 to 2026-06-08

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Info_Ratio Up_Capture Down_Capture Name
WTLS SPY 93 49.4% 19.9% 1.19 0.73 1.91 2.93 2.12 1.35 1.16 WisdomTree Efficient Long/Short U.S. Equity Fund
EMEQ SPY 437 74.4% 45.6% 1.17 0.40 1.78 2.35 1.68 1.52 1.15 Macquarie Focused Emerging Markets Equity ETF
BRGOX SPY 358 16.9% 17.7% -0.02 0.00 1.42 2.26 -0.02 0.10 -0.07 Bridgeway Global Opportunities Fund N
MEMA SPY 116 50.4% 8.0% 1.63 0.64 1.45 1.96 1.20 1.69 1.62 Man Active Emerging Markets Alternative ETF
ORR SPY 347 25.9% 16.0% 0.50 0.35 1.25 1.86 0.36 0.48 0.30 Militia Long/Short Equity ETF
LPRE SPY 292 25.5% 0.2% 0.69 0.41 1.06 1.79 -0.73 0.58 0.54 Long Pond Real Estate Select ETF
CLSE SPY 1071 21.3% 12.2% 0.57 0.52 1.10 1.50 0.41 0.65 0.54 Convergence Long/Short Equity ETF
HFEQ SPY 225 30.0% -4.0% 1.57 0.79 1.08 1.45 0.64 1.56 1.63 Unlimited HFEQ Equity Long/Short ETF
ONERX SPY 1558 43.3% 23.8% 1.40 0.44 0.94 1.28 0.86 1.75 1.64 One Rock
QHFNX SPY 239 19.3% -2.3% 0.95 0.55 0.89 1.24 -0.32 0.91 0.94 AQR MS Fusion HV N
LSEQ SPY 625 16.5% 11.4% 0.25 0.07 0.78 1.12 -0.31 0.45 0.37 Harbor Long-Short Equity ETF (LSEQ)
QDSIX SPY 1498 11.9% 11.0% 0.06 0.02 0.89 1.02 -0.29 0.13 0.03 AQR Diversifying Strategies I
QLEIX SPY 3238 12.9% 7.9% 0.35 0.31 0.72 0.92 -0.13 0.38 0.30 AQR Long-Short Equity I
SPMO SPY 2198 20.5% 4.5% 1.02 0.81 0.74 0.92 0.51 1.04 1.00 Invesco S&P 500 Momentum ETF
MRFOX SPY 2619 15.0% 4.6% 0.69 0.74 0.70 0.89 -0.03 0.70 0.66 Marshfield Concentrated Opportunity
FRDM SPY 1764 18.2% 4.7% 0.87 0.56 0.62 0.79 0.15 0.92 0.89 Freedom 100 Emerging Markets ETF
EHLS SPY 544 15.8% 2.3% 0.76 0.40 0.59 0.76 -0.15 0.92 0.95 Even Herd Long Short ETF
BLNDX SPY 1611 11.9% 6.5% 0.34 0.35 0.58 0.75 -0.26 0.49 0.46 Standpoint Multi-Asset Institutional
AVDV SPY 1677 15.5% 3.4% 0.77 0.61 0.57 0.72 -0.04 0.79 0.77 Avantis International Small Cap Value ETF
VARBX SPY 6389 6.9% 6.8% 0.02 0.01 0.39 0.64 -0.19 0.04 -0.02 First Trust Merger Arbitrage Cl I
EBSIX SPY 1611 9.3% 9.7% 0.00 0.00 0.45 0.61 -0.31 0.09 0.01 Campbell Systematic Macro Fund Class I
GATRX SPY 2150 13.3% 0.8% 0.90 0.63 0.45 0.56 -0.05 0.85 0.84 Gator Capital L/S Fd
BPRRX SPY 3898 9.7% 2.3% 0.51 0.53 0.41 0.55 -0.43 0.50 0.47 Boston Partners Long/Short Research Fd Inv Cl
QQMNX SPY 1176 11.1% 11.9% 0.01 0.00 0.50 0.54 -0.11 0.06 -0.04 Federated Hermes MDT Market Neutral IS
BPLEX SPY 6389 10.4% 6.4% 0.50 0.30 0.37 0.49 0.05 0.44 0.38 Boston Partners Long/Short Equity Fund Investor Class
PINK SPY 1164 9.5% 0.6% 0.72 0.51 0.32 0.48 -0.24 0.72 0.72 Simplify Health Care ETF
BDMIX SPY 3377 6.9% 6.4% 0.04 0.01 0.31 0.47 -0.50 0.09 0.02 BlackRock Global Equity Market Neutral Fund
QMNIX SPY 2926 7.5% 8.1% -0.01 0.00 0.31 0.44 -0.36 0.01 -0.07 AQR Equity Market Neutral I
NLSI SPY 121 9.6% 3.7% 0.45 0.09 0.31 0.44 -0.27 0.58 0.59 NEOS Long/Short Equity Income ETF
MBXIX SPY 2620 9.2% 1.9% 0.51 0.46 0.35 0.40 -0.43 0.50 0.48 Catalyst/Millburn Hedge Strategy I
FTLS SPY 2896 8.2% 1.3% 0.54 0.73 0.31 0.40 -0.48 0.58 0.57 First Trust Long/Short Equity ETF
LBAY SPY 1388 7.9% 3.8% 0.31 0.14 0.25 0.39 -0.41 0.28 0.25 Leatherback Long/Short Alternative Yield ETF
QSPIX SPY 3163 7.7% 9.0% -0.04 0.00 0.25 0.35 -0.30 -0.02 -0.11 AQR Style Premia Alternative Fund
QRPIX SPY 2185 7.4% 7.7% 0.01 0.00 0.26 0.33 -0.38 0.05 -0.02 AQR Alternative Risk Premia I
BILPX SPY 4638 5.2% -0.9% 0.56 0.60 0.07 0.09 -0.51 0.52 0.52 BlackRock Event Driven Equity Fund
AHLYX SPY 2961 5.3% 6.0% -0.01 0.00 0.06 0.08 -0.43 0.12 0.08 American Beacon AHL Mgd Futs Strat Y
PBAIX SPY 6389 5.0% 1.4% 0.38 0.55 0.03 0.04 -0.37 0.39 0.38 BlackRock Tactical Opportunities Instl
ABYIX SPY 2994 4.5% 4.6% 0.02 0.00 -0.04 -0.05 -0.50 0.12 0.09 Abbey Capital Futures Strategy I
AQMIX SPY 4123 4.1% 4.9% -0.02 0.00 -0.05 -0.07 -0.49 0.08 0.05 AQR Managed Futures Strategy Fund
QLS SPY 1978 2.9% -1.3% 0.42 0.41 -0.12 -0.13 -0.56 0.36 0.37 IQ Hedge Long/Short Tracker ETF
ADAIX SPY 4369 4.4% 3.4% 0.06 0.09 -0.19 -0.21 -0.67 0.06 0.02 AQR Diversified Arbitrage Fund
LFMIX SPY 3809 3.1% 2.9% 0.04 0.01 -0.19 -0.24 -0.59 0.10 0.09 LoCorr Macro Strategies I
GJRTX SPY 4525 3.2% -0.0% 0.26 0.62 -0.25 -0.31 -0.64 0.30 0.31 Goldman Sachs Absolute Return Tracker Fund
BXMIX SPY 2899 3.5% 2.2% 0.11 0.14 -0.30 -0.32 -0.60 0.13 0.11 Blackstone Alternative Multi-Strategy I
BIMBX SPY 2774 4.1% 3.3% 0.06 0.08 -0.25 -0.35 -0.60 0.07 0.04 BlackRock Systematic Multi-Strategy Fund
MERIX SPY 3224 3.6% 2.0% 0.11 0.24 -0.38 -0.42 -0.70 0.12 0.09 The Merger Fund Institutional Class
CBHIX SPY 3401 3.4% 4.1% -0.04 0.02 -0.33 -0.44 -0.66 -0.01 -0.05 Victory Market Neutral Income I
BTAL SPY 3144 -2.0% 6.5% -0.50 0.27 -0.32 -0.47 -0.47 -0.61 -0.68 AGF U.S. Market Neutral Anti-Beta Fund
NCLIX SPY 2189 1.4% 1.7% 0.01 0.00 -0.33 -0.52 -0.66 0.00 -0.01 Managed Portfolio Series - Nuance Concentrated Value Long-Short Fund
CMNIX SPY 6389 2.1% 0.1% 0.20 0.51 -0.51 -0.55 -0.52 0.19 0.19 Calamos Market Neutral Income I
FEMNX SPY 482 3.0% 2.1% 0.05 0.03 -0.37 -0.57 -0.89 0.07 0.05 Fidelity Equity Market Neutral
RALS SPY 2872 -1.8% -1.2% -0.01 0.00 -0.73 -0.81 -0.80 -0.02 -0.00 ProShares RAFI Long/Short

Data from 2000-12-31 to 2026-06-08

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Info_Ratio Up_Capture Down_Capture Name
WTLS SPY 93 49.4% 19.9% 1.19 0.73 1.91 2.93 2.12 1.35 1.16 WisdomTree Efficient Long/Short U.S. Equity Fund
EMEQ EEM 437 74.4% 21.9% 1.41 0.88 1.78 2.35 2.28 1.47 1.30 Macquarie Focused Emerging Markets Equity ETF
BRGOX SPY 358 16.9% 17.7% -0.02 0.00 1.42 2.26 -0.02 0.10 -0.07 Bridgeway Global Opportunities Fund N
MEMA EEM 116 50.4% -2.3% 0.97 0.94 1.45 1.96 -0.59 0.96 0.98 Man Active Emerging Markets Alternative ETF
ORR SCJ 347 25.9% 3.8% 0.66 0.54 1.25 1.86 -0.58 0.61 0.56 Militia Long/Short Equity ETF
LPRE VNQ 292 25.5% 6.6% 1.08 0.82 1.06 1.79 1.00 1.11 1.04 Long Pond Real Estate Select ETF
CLSE SPY 1071 21.3% 12.2% 0.57 0.52 1.10 1.50 0.41 0.65 0.54 Convergence Long/Short Equity ETF
HFEQ SPY 225 30.0% -4.0% 1.57 0.79 1.08 1.45 0.64 1.56 1.63 Unlimited HFEQ Equity Long/Short ETF
ONERX QQQ 1558 43.3% 19.0% 1.25 0.54 0.94 1.28 0.78 1.44 1.36 One Rock
QHFNX SPY 239 19.3% -2.3% 0.95 0.55 0.89 1.24 -0.32 0.91 0.94 AQR MS Fusion HV N
LSEQ SPY 625 16.5% 11.4% 0.25 0.07 0.78 1.12 -0.31 0.45 0.37 Harbor Long-Short Equity ETF (LSEQ)
QDSIX SPY 1498 11.9% 11.0% 0.06 0.02 0.89 1.02 -0.29 0.13 0.03 AQR Diversifying Strategies I
QLEIX VT 3238 12.9% 8.8% 0.36 0.32 0.72 0.92 0.07 0.39 0.29 AQR Long-Short Equity I
SPMO SPY 2198 20.5% 4.5% 1.02 0.81 0.74 0.92 0.51 1.04 1.00 Invesco S&P 500 Momentum ETF
MRFOX SPY 2619 15.0% 4.6% 0.69 0.74 0.70 0.89 -0.03 0.70 0.66 Marshfield Concentrated Opportunity
FRDM SPY 1764 18.2% 4.7% 0.87 0.56 0.62 0.79 0.15 0.92 0.89 Freedom 100 Emerging Markets ETF
EHLS SPY 544 15.8% 2.3% 0.76 0.40 0.59 0.76 -0.15 0.92 0.95 Even Herd Long Short ETF
BLNDX SPY 1611 11.9% 6.5% 0.34 0.35 0.58 0.75 -0.26 0.49 0.46 Standpoint Multi-Asset Institutional
AVDV SPY 1677 15.5% 3.4% 0.77 0.61 0.57 0.72 -0.04 0.79 0.77 Avantis International Small Cap Value ETF
VARBX SPY 6389 6.9% 6.8% 0.02 0.01 0.39 0.64 -0.19 0.04 -0.02 First Trust Merger Arbitrage Cl I
EBSIX SPY 1611 9.3% 9.7% 0.00 0.00 0.45 0.61 -0.31 0.09 0.01 Campbell Systematic Macro Fund Class I
GATRX XLF 2150 13.3% 4.8% 0.83 0.79 0.45 0.56 0.25 0.80 0.76 Gator Capital L/S Fd
BPRRX SPY 3898 9.7% 2.3% 0.51 0.53 0.41 0.55 -0.43 0.50 0.47 Boston Partners Long/Short Research Fd Inv Cl
QQMNX SPY 1176 11.1% 11.9% 0.01 0.00 0.50 0.54 -0.11 0.06 -0.04 Federated Hermes MDT Market Neutral IS
BPLEX SPY 6389 10.4% 6.4% 0.50 0.30 0.37 0.49 0.05 0.44 0.38 Boston Partners Long/Short Equity Fund Investor Class
PINK XLV 1164 9.5% 4.5% 0.99 0.70 0.32 0.48 0.45 1.00 0.96 Simplify Health Care ETF
BDMIX SPY 3377 6.9% 6.4% 0.04 0.01 0.31 0.47 -0.50 0.09 0.02 BlackRock Global Equity Market Neutral Fund
QMNIX SPY 2926 7.5% 8.1% -0.01 0.00 0.31 0.44 -0.36 0.01 -0.07 AQR Equity Market Neutral I
NLSI SPY 121 9.6% 3.7% 0.45 0.09 0.31 0.44 -0.27 0.58 0.59 NEOS Long/Short Equity Income ETF
MBXIX SPY 2620 9.2% 1.9% 0.51 0.46 0.35 0.40 -0.43 0.50 0.48 Catalyst/Millburn Hedge Strategy I
FTLS SPY 2896 8.2% 1.3% 0.54 0.73 0.31 0.40 -0.48 0.58 0.57 First Trust Long/Short Equity ETF
LBAY SPY 1388 7.9% 3.8% 0.31 0.14 0.25 0.39 -0.41 0.28 0.25 Leatherback Long/Short Alternative Yield ETF
QSPIX SPY 3163 7.7% 9.0% -0.04 0.00 0.25 0.35 -0.30 -0.02 -0.11 AQR Style Premia Alternative Fund
QRPIX SPY 2185 7.4% 7.7% 0.01 0.00 0.26 0.33 -0.38 0.05 -0.02 AQR Alternative Risk Premia I
BILPX SPY 4638 5.2% -0.9% 0.56 0.60 0.07 0.09 -0.51 0.52 0.52 BlackRock Event Driven Equity Fund
AHLYX SPY 2961 5.3% 6.0% -0.01 0.00 0.06 0.08 -0.43 0.12 0.08 American Beacon AHL Mgd Futs Strat Y
PBAIX SPY 6389 5.0% 1.4% 0.38 0.55 0.03 0.04 -0.37 0.39 0.38 BlackRock Tactical Opportunities Instl
ABYIX SPY 2994 4.5% 4.6% 0.02 0.00 -0.04 -0.05 -0.50 0.12 0.09 Abbey Capital Futures Strategy I
AQMIX SPY 4123 4.1% 4.9% -0.02 0.00 -0.05 -0.07 -0.49 0.08 0.05 AQR Managed Futures Strategy Fund
QLS SPY 1978 2.9% -1.3% 0.42 0.41 -0.12 -0.13 -0.56 0.36 0.37 IQ Hedge Long/Short Tracker ETF
ADAIX SPY 4369 4.4% 3.4% 0.06 0.09 -0.19 -0.21 -0.67 0.06 0.02 AQR Diversified Arbitrage Fund
LFMIX SPY 3809 3.1% 2.9% 0.04 0.01 -0.19 -0.24 -0.59 0.10 0.09 LoCorr Macro Strategies I
GJRTX SPY 4525 3.2% -0.0% 0.26 0.62 -0.25 -0.31 -0.64 0.30 0.31 Goldman Sachs Absolute Return Tracker Fund
BXMIX SPY 2899 3.5% 2.2% 0.11 0.14 -0.30 -0.32 -0.60 0.13 0.11 Blackstone Alternative Multi-Strategy I
BIMBX SPY 2774 4.1% 3.3% 0.06 0.08 -0.25 -0.35 -0.60 0.07 0.04 BlackRock Systematic Multi-Strategy Fund
MERIX SPY 3224 3.6% 2.0% 0.11 0.24 -0.38 -0.42 -0.70 0.12 0.09 The Merger Fund Institutional Class
CBHIX SPY 3401 3.4% 4.1% -0.04 0.02 -0.33 -0.44 -0.66 -0.01 -0.05 Victory Market Neutral Income I
BTAL SPY 3144 -2.0% 6.5% -0.50 0.27 -0.32 -0.47 -0.47 -0.61 -0.68 AGF U.S. Market Neutral Anti-Beta Fund
NCLIX SPY 2189 1.4% 1.7% 0.01 0.00 -0.33 -0.52 -0.66 0.00 -0.01 Managed Portfolio Series - Nuance Concentrated Value Long-Short Fund
CMNIX SPY 6389 2.1% 0.1% 0.20 0.51 -0.51 -0.55 -0.52 0.19 0.19 Calamos Market Neutral Income I
FEMNX SPY 482 3.0% 2.1% 0.05 0.03 -0.37 -0.57 -0.89 0.07 0.05 Fidelity Equity Market Neutral
RALS SPY 2872 -1.8% -1.2% -0.01 0.00 -0.73 -0.81 -0.80 -0.02 -0.00 ProShares RAFI Long/Short

Data from 2025-12-08 to 2026-06-08

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Info_Ratio Up_Capture Down_Capture Name
QRPIX SPY 123 47.8% 45.3% 0.12 0.03 3.64 6.90 1.47 0.41 -0.04 AQR Alternative Risk Premia I
BDMIX SPY 123 31.7% 27.2% 0.21 0.18 3.49 5.64 0.84 0.40 0.11 BlackRock Global Equity Market Neutral Fund
QSPIX SPY 123 35.0% 39.1% -0.14 0.04 2.54 4.88 0.71 0.10 -0.30 AQR Style Premia Alternative Fund
MBXIX SPY 123 32.1% 27.0% 0.24 0.19 3.12 4.79 0.87 0.36 0.06 Catalyst/Millburn Hedge Strategy I
CLSE SPY 123 56.6% 36.4% 0.85 0.57 2.75 4.33 2.84 1.12 0.75 Convergence Long/Short Equity ETF
AQMIX SPY 123 32.0% 33.5% -0.04 0.00 2.44 3.91 0.64 0.21 -0.13 AQR Managed Futures Strategy Fund
BPLEX SPY 123 31.2% 19.3% 0.58 0.43 1.94 3.88 0.98 0.72 0.50 Boston Partners Long/Short Equity Fund Investor Class
LPRE SPY 123 36.6% 25.8% 0.54 0.21 1.77 3.13 0.98 0.56 0.25 Long Pond Real Estate Select ETF
LFMIX SPY 123 19.9% 20.4% -0.01 0.00 2.12 3.11 0.05 0.12 -0.10 LoCorr Macro Strategies I
LSEQ SPY 123 56.6% 46.0% 0.49 0.13 2.25 3.07 1.57 0.81 0.37 Harbor Long-Short Equity ETF (LSEQ)
EBSIX SPY 123 21.8% 22.9% -0.03 0.00 1.79 2.96 0.15 0.20 -0.03 Campbell Systematic Macro Fund Class I
EMEQ SPY 123 167.6% 91.3% 2.48 0.55 2.34 2.95 2.56 2.84 2.10 Macquarie Focused Emerging Markets Equity ETF
WTLS SPY 93 49.4% 19.9% 1.19 0.73 1.91 2.93 2.12 1.35 1.16 WisdomTree Efficient Long/Short U.S. Equity Fund
PBAIX SPY 123 19.5% 21.8% -0.10 0.04 1.93 2.75 0.03 -0.00 -0.25 BlackRock Tactical Opportunities Instl
QDSIX SPY 123 15.2% 12.2% 0.16 0.17 1.79 2.69 -0.27 0.26 0.12 AQR Diversifying Strategies I
FRDM SPY 123 92.5% 44.4% 1.95 0.60 1.98 2.63 2.19 2.15 1.72 Freedom 100 Emerging Markets ETF
CBHIX SPY 123 14.9% 18.7% -0.18 0.20 1.71 2.62 -0.22 -0.07 -0.29 Victory Market Neutral Income I
BXMIX SPY 76 11.4% 6.4% 0.19 0.57 1.72 2.59 -1.25 0.23 0.16 Blackstone Alternative Multi-Strategy I
AHLYX SPY 123 30.0% 26.6% 0.19 0.05 2.01 2.58 0.61 0.47 0.21 American Beacon AHL Mgd Futs Strat Y
BLNDX SPY 123 34.9% 27.0% 0.40 0.14 1.86 2.30 0.88 0.69 0.43 Standpoint Multi-Asset Institutional
SPMO SPY 123 45.0% 15.1% 1.45 0.75 1.55 2.15 1.73 1.58 1.42 Invesco S&P 500 Momentum ETF
BRGOX SPY 114 13.2% 12.5% 0.05 0.01 1.14 2.08 -0.21 0.14 0.00 Bridgeway Global Opportunities Fund N
ADAIX SPY 123 7.4% 6.9% 0.02 0.05 1.40 2.06 -0.80 0.06 -0.02 AQR Diversified Arbitrage Fund
AVDV SPY 123 35.5% 14.3% 1.07 0.55 1.42 1.99 1.13 1.11 0.94 Avantis International Small Cap Value ETF
MEMA SPY 116 50.4% 8.0% 1.63 0.64 1.45 1.96 1.20 1.69 1.62 Man Active Emerging Markets Alternative ETF
ABYIX SPY 123 17.5% 15.6% 0.11 0.03 1.35 1.78 -0.08 0.30 0.14 Abbey Capital Futures Strategy I
LBAY SPY 123 24.1% 31.6% -0.24 0.03 1.01 1.72 0.23 -0.22 -0.58 Leatherback Long/Short Alternative Yield ETF
EHLS SPY 123 29.2% 9.3% 1.07 0.46 1.09 1.44 0.66 1.27 1.20 Even Herd Long Short ETF
GJRTX SPY 121 12.0% 2.9% 0.47 0.84 0.96 1.32 -0.93 0.51 0.48 Goldman Sachs Absolute Return Tracker Fund
HFEQ SPY 123 20.8% -4.1% 1.45 0.75 0.74 1.09 0.30 1.50 1.58 Unlimited HFEQ Equity Long/Short ETF
ORR SPY 123 14.0% 2.4% 0.68 0.33 0.59 0.99 -0.24 0.55 0.50 Militia Long/Short Equity ETF
CMNIX SPY 123 6.5% 4.5% 0.11 0.44 0.60 0.91 -0.94 0.14 0.08 Calamos Market Neutral Income I
BPRRX SPY 123 10.0% 0.3% 0.55 0.65 0.54 0.86 -0.96 0.58 0.58 Boston Partners Long/Short Research Fd Inv Cl
ONERX SPY 123 38.5% 2.1% 2.52 0.42 0.80 0.84 0.65 2.56 2.67 One Rock
FTLS SPY 123 9.1% 0.2% 0.50 0.65 0.48 0.73 -1.05 0.49 0.49 First Trust Long/Short Equity ETF
NLSI SPY 121 9.6% 3.7% 0.45 0.09 0.31 0.44 -0.27 0.58 0.59 NEOS Long/Short Equity Income ETF
PINK SPY 123 7.6% -8.4% 1.03 0.48 0.22 0.38 -0.59 0.86 0.96 Simplify Health Care ETF
QHFNX SPY 123 6.0% -8.1% 0.89 0.49 0.13 0.18 -0.87 0.83 0.95 AQR MS Fusion HV N
QLEIX SPY 123 4.5% 0.1% 0.26 0.19 -0.04 -0.07 -1.06 0.27 0.27 AQR Long-Short Equity I
GATRX SPY 123 2.2% -11.0% 0.85 0.52 -0.11 -0.16 -1.31 0.84 1.01 Gator Capital L/S Fd
BILPX SPY 123 4.5% 2.3% 0.12 0.29 -0.18 -0.27 -1.10 0.13 0.09 BlackRock Event Driven Equity Fund
MRFOX SPY 123 2.7% -2.7% 0.33 0.20 -0.19 -0.29 -1.15 0.28 0.31 Marshfield Concentrated Opportunity
QQMNX SPY 123 2.7% 3.9% -0.05 0.01 -0.29 -0.40 -0.93 -0.06 -0.11 Federated Hermes MDT Market Neutral IS
BIMBX SPY 123 -2.9% -4.3% 0.09 0.05 -1.39 -1.64 -1.54 0.09 0.16 BlackRock Systematic Multi-Strategy Fund
FEMNX SPY 123 -1.5% -3.7% 0.14 0.12 -1.19 -1.93 -1.52 0.11 0.15 Fidelity Equity Market Neutral
VARBX SPY 123 3.9% 3.6% 0.02 0.06 -1.25 -2.08 -1.05 0.04 -0.01 First Trust Merger Arbitrage Cl I
BTAL SPY 123 -28.4% -7.5% -1.31 0.59 -1.59 -2.93 -1.43 -1.47 -1.37 AGF U.S. Market Neutral Anti-Beta Fund
QMNIX SPY 123 -8.7% -7.1% -0.08 0.02 -1.88 -2.94 -1.64 -0.14 -0.04 AQR Equity Market Neutral I
MERIX SPY 123 2.4% 1.5% 0.05 0.26 -1.97 -3.06 -1.20 0.05 0.03 The Merger Fund Institutional Class

Data from 2025-12-08 to 2026-06-08

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Info_Ratio Up_Capture Down_Capture Name
QRPIX SPY 123 47.8% 45.3% 0.12 0.03 3.64 6.90 1.47 0.41 -0.04 AQR Alternative Risk Premia I
BDMIX SPY 123 31.7% 27.2% 0.21 0.18 3.49 5.64 0.84 0.40 0.11 BlackRock Global Equity Market Neutral Fund
QSPIX SPY 123 35.0% 39.1% -0.14 0.04 2.54 4.88 0.71 0.10 -0.30 AQR Style Premia Alternative Fund
MBXIX SPY 123 32.1% 27.0% 0.24 0.19 3.12 4.79 0.87 0.36 0.06 Catalyst/Millburn Hedge Strategy I
CLSE SPY 123 56.6% 36.4% 0.85 0.57 2.75 4.33 2.84 1.12 0.75 Convergence Long/Short Equity ETF
AQMIX SPY 123 32.0% 33.5% -0.04 0.00 2.44 3.91 0.64 0.21 -0.13 AQR Managed Futures Strategy Fund
BPLEX SPY 123 31.2% 19.3% 0.58 0.43 1.94 3.88 0.98 0.72 0.50 Boston Partners Long/Short Equity Fund Investor Class
LPRE VNQ 123 36.6% 10.8% 1.02 0.78 1.77 3.13 1.47 1.08 0.95 Long Pond Real Estate Select ETF
LFMIX SPY 123 19.9% 20.4% -0.01 0.00 2.12 3.11 0.05 0.12 -0.10 LoCorr Macro Strategies I
LSEQ SPY 123 56.6% 46.0% 0.49 0.13 2.25 3.07 1.57 0.81 0.37 Harbor Long-Short Equity ETF (LSEQ)
EBSIX SPY 123 21.8% 22.9% -0.03 0.00 1.79 2.96 0.15 0.20 -0.03 Campbell Systematic Macro Fund Class I
EMEQ EEM 123 167.6% 54.9% 1.58 0.91 2.34 2.95 3.34 1.68 1.41 Macquarie Focused Emerging Markets Equity ETF
WTLS SPY 93 49.4% 19.9% 1.19 0.73 1.91 2.93 2.12 1.35 1.16 WisdomTree Efficient Long/Short U.S. Equity Fund
PBAIX SPY 123 19.5% 21.8% -0.10 0.04 1.93 2.75 0.03 -0.00 -0.25 BlackRock Tactical Opportunities Instl
QDSIX SPY 123 15.2% 12.2% 0.16 0.17 1.79 2.69 -0.27 0.26 0.12 AQR Diversifying Strategies I
FRDM SPY 123 92.5% 44.4% 1.95 0.60 1.98 2.63 2.19 2.15 1.72 Freedom 100 Emerging Markets ETF
CBHIX SPY 123 14.9% 18.7% -0.18 0.20 1.71 2.62 -0.22 -0.07 -0.29 Victory Market Neutral Income I
BXMIX SPY 76 11.4% 6.4% 0.19 0.57 1.72 2.59 -1.25 0.23 0.16 Blackstone Alternative Multi-Strategy I
AHLYX SPY 123 30.0% 26.6% 0.19 0.05 2.01 2.58 0.61 0.47 0.21 American Beacon AHL Mgd Futs Strat Y
BLNDX SPY 123 34.9% 27.0% 0.40 0.14 1.86 2.30 0.88 0.69 0.43 Standpoint Multi-Asset Institutional
SPMO SPY 123 45.0% 15.1% 1.45 0.75 1.55 2.15 1.73 1.58 1.42 Invesco S&P 500 Momentum ETF
BRGOX SPY 114 13.2% 12.5% 0.05 0.01 1.14 2.08 -0.21 0.14 0.00 Bridgeway Global Opportunities Fund N
ADAIX SPY 123 7.4% 6.9% 0.02 0.05 1.40 2.06 -0.80 0.06 -0.02 AQR Diversified Arbitrage Fund
AVDV SPY 123 35.5% 14.3% 1.07 0.55 1.42 1.99 1.13 1.11 0.94 Avantis International Small Cap Value ETF
MEMA EEM 116 50.4% -2.3% 0.97 0.94 1.45 1.96 -0.59 0.96 0.98 Man Active Emerging Markets Alternative ETF
ABYIX SPY 123 17.5% 15.6% 0.11 0.03 1.35 1.78 -0.08 0.30 0.14 Abbey Capital Futures Strategy I
LBAY SPY 123 24.1% 31.6% -0.24 0.03 1.01 1.72 0.23 -0.22 -0.58 Leatherback Long/Short Alternative Yield ETF
EHLS SPY 123 29.2% 9.3% 1.07 0.46 1.09 1.44 0.66 1.27 1.20 Even Herd Long Short ETF
GJRTX SPY 121 12.0% 2.9% 0.47 0.84 0.96 1.32 -0.93 0.51 0.48 Goldman Sachs Absolute Return Tracker Fund
HFEQ SPY 123 20.8% -4.1% 1.45 0.75 0.74 1.09 0.30 1.50 1.58 Unlimited HFEQ Equity Long/Short ETF
ORR SCJ 123 14.0% -4.9% 0.69 0.69 0.59 0.99 -1.30 0.63 0.67 Militia Long/Short Equity ETF
CMNIX SPY 123 6.5% 4.5% 0.11 0.44 0.60 0.91 -0.94 0.14 0.08 Calamos Market Neutral Income I
BPRRX SPY 123 10.0% 0.3% 0.55 0.65 0.54 0.86 -0.96 0.58 0.58 Boston Partners Long/Short Research Fd Inv Cl
ONERX QQQ 123 38.5% -6.0% 1.93 0.49 0.80 0.84 0.47 1.86 1.99 One Rock
FTLS SPY 123 9.1% 0.2% 0.50 0.65 0.48 0.73 -1.05 0.49 0.49 First Trust Long/Short Equity ETF
NLSI SPY 121 9.6% 3.7% 0.45 0.09 0.31 0.44 -0.27 0.58 0.59 NEOS Long/Short Equity Income ETF
PINK XLV 123 7.6% 4.7% 0.94 0.53 0.22 0.38 0.32 0.94 0.90 Simplify Health Care ETF
QHFNX SPY 123 6.0% -8.1% 0.89 0.49 0.13 0.18 -0.87 0.83 0.95 AQR MS Fusion HV N
QLEIX VT 123 4.5% 0.1% 0.22 0.18 -0.04 -0.07 -1.16 0.22 0.21 AQR Long-Short Equity I
GATRX XLF 123 2.2% 4.7% 0.80 0.66 -0.11 -0.16 0.51 0.78 0.74 Gator Capital L/S Fd
BILPX SPY 123 4.5% 2.3% 0.12 0.29 -0.18 -0.27 -1.10 0.13 0.09 BlackRock Event Driven Equity Fund
MRFOX SPY 123 2.7% -2.7% 0.33 0.20 -0.19 -0.29 -1.15 0.28 0.31 Marshfield Concentrated Opportunity
QQMNX SPY 123 2.7% 3.9% -0.05 0.01 -0.29 -0.40 -0.93 -0.06 -0.11 Federated Hermes MDT Market Neutral IS
BIMBX SPY 123 -2.9% -4.3% 0.09 0.05 -1.39 -1.64 -1.54 0.09 0.16 BlackRock Systematic Multi-Strategy Fund
FEMNX SPY 123 -1.5% -3.7% 0.14 0.12 -1.19 -1.93 -1.52 0.11 0.15 Fidelity Equity Market Neutral
VARBX SPY 123 3.9% 3.6% 0.02 0.06 -1.25 -2.08 -1.05 0.04 -0.01 First Trust Merger Arbitrage Cl I
BTAL SPY 123 -28.4% -7.5% -1.31 0.59 -1.59 -2.93 -1.43 -1.47 -1.37 AGF U.S. Market Neutral Anti-Beta Fund
QMNIX SPY 123 -8.7% -7.1% -0.08 0.02 -1.88 -2.94 -1.64 -0.14 -0.04 AQR Equity Market Neutral I
MERIX SPY 123 2.4% 1.5% 0.05 0.26 -1.97 -3.06 -1.20 0.05 0.03 The Merger Fund Institutional Class

Data from 2025-06-08 to 2026-06-08

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Info_Ratio Up_Capture Down_Capture Name
QRPIX SPY 248 36.4% 30.4% 0.21 0.08 2.85 4.90 0.63 0.39 0.03 AQR Alternative Risk Premia I
CLSE SPY 248 50.2% 25.6% 0.81 0.53 2.71 4.22 1.94 0.97 0.67 Convergence Long/Short Equity ETF
BPLEX SPY 248 30.2% 14.7% 0.57 0.45 2.11 4.09 0.41 0.65 0.46 Boston Partners Long/Short Equity Fund Investor Class
BXMIX SPY 152 12.5% 9.1% 0.17 0.45 2.25 3.68 -0.63 0.25 0.12 Blackstone Alternative Multi-Strategy I
BDMIX SPY 248 22.8% 17.6% 0.20 0.12 2.28 3.55 -0.20 0.31 0.10 BlackRock Global Equity Market Neutral Fund
AQMIX SPY 246 28.4% 25.8% 0.12 0.03 2.35 3.44 0.33 0.31 0.01 AQR Managed Futures Strategy Fund
BRGOX SPY 237 17.3% 17.7% -0.00 0.00 1.66 3.13 -0.46 0.12 -0.10 Bridgeway Global Opportunities Fund N
EMEQ SPY 248 123.4% 50.5% 1.97 0.48 2.37 2.97 2.31 2.14 1.61 Macquarie Focused Emerging Markets Equity ETF
MBXIX SPY 248 19.9% 13.0% 0.27 0.22 1.93 2.95 -0.44 0.30 0.12 Catalyst/Millburn Hedge Strategy I
WTLS SPY 93 49.4% 19.9% 1.19 0.73 1.91 2.93 2.12 1.35 1.16 WisdomTree Efficient Long/Short U.S. Equity Fund
QDSIX SPY 248 15.1% 10.1% 0.19 0.22 1.80 2.77 -0.84 0.26 0.13 AQR Diversifying Strategies I
AHLYX SPY 248 29.1% 19.5% 0.36 0.16 1.94 2.73 0.24 0.57 0.37 American Beacon AHL Mgd Futs Strat Y
AVDV SPY 248 41.7% 15.7% 0.93 0.50 1.95 2.70 1.15 0.99 0.79 Avantis International Small Cap Value ETF
FRDM SPY 248 77.6% 26.7% 1.61 0.56 2.14 2.70 2.00 1.71 1.39 Freedom 100 Emerging Markets ETF
QSPIX SPY 248 20.4% 24.0% -0.11 0.02 1.45 2.59 -0.25 0.01 -0.28 AQR Style Premia Alternative Fund
PINK SPY 248 32.2% 9.0% 0.91 0.35 1.33 2.31 0.43 0.93 0.82 Simplify Health Care ETF
BLNDX SPY 248 28.9% 13.0% 0.61 0.32 1.64 2.22 0.27 0.81 0.69 Standpoint Multi-Asset Institutional
LFMIX SPY 248 13.6% 11.8% 0.08 0.03 1.38 2.16 -0.82 0.16 0.01 LoCorr Macro Strategies I
ORR SPY 248 25.3% 11.5% 0.55 0.23 1.35 2.12 0.03 0.49 0.31 Militia Long/Short Equity ETF
QLEIX SPY 248 15.7% 8.7% 0.28 0.22 1.35 2.10 -0.77 0.33 0.22 AQR Long-Short Equity I
SPMO SPY 248 37.2% 2.6% 1.33 0.75 1.52 2.05 1.01 1.35 1.32 Invesco S&P 500 Momentum ETF
PBAIX SPY 248 13.4% 13.9% -0.01 0.00 1.35 2.05 -0.77 0.08 -0.10 BlackRock Tactical Opportunities Instl
MEMA SPY 116 50.4% 8.0% 1.63 0.64 1.45 1.96 1.20 1.69 1.62 Man Active Emerging Markets Alternative ETF
LSEQ SPY 248 25.9% 13.7% 0.49 0.15 1.25 1.78 0.07 0.63 0.49 Harbor Long-Short Equity ETF (LSEQ)
ABYIX SPY 248 15.1% 9.9% 0.21 0.11 1.19 1.68 -0.73 0.33 0.23 Abbey Capital Futures Strategy I
GJRTX SPY 246 13.0% 1.5% 0.46 0.86 1.22 1.64 -1.63 0.47 0.45 Goldman Sachs Absolute Return Tracker Fund
LPRE SPY 248 20.0% 7.0% 0.55 0.18 0.93 1.57 -0.25 0.50 0.39 Long Pond Real Estate Select ETF
FTLS SPY 248 14.0% 0.8% 0.55 0.64 1.01 1.54 -1.31 0.57 0.57 First Trust Long/Short Equity ETF
ADAIX SPY 248 6.6% 6.1% 0.02 0.03 0.96 1.50 -1.40 0.05 -0.03 AQR Diversified Arbitrage Fund
BPRRX SPY 248 13.3% 0.4% 0.54 0.64 0.96 1.48 -1.39 0.55 0.55 Boston Partners Long/Short Research Fd Inv Cl
HFEQ SPY 225 30.0% -4.0% 1.57 0.79 1.08 1.45 0.64 1.56 1.63 Unlimited HFEQ Equity Long/Short ETF
ONERX SPY 248 67.3% 4.0% 2.47 0.48 1.29 1.38 1.05 2.46 2.49 One Rock
QHFNX SPY 239 19.3% -2.3% 0.95 0.55 0.89 1.24 -0.32 0.91 0.94 AQR MS Fusion HV N
EHLS SPY 248 23.1% -0.4% 1.00 0.41 0.93 1.20 -0.04 1.02 1.05 Even Herd Long Short ETF
CMNIX SPY 248 6.5% 4.2% 0.09 0.38 0.67 0.95 -1.52 0.12 0.06 Calamos Market Neutral Income I
GATRX SPY 244 13.2% -8.6% 0.98 0.51 0.54 0.70 -0.83 0.93 1.07 Gator Capital L/S Fd
FEMNX SPY 248 7.1% 4.6% 0.11 0.06 0.37 0.62 -1.34 0.13 0.06 Fidelity Equity Market Neutral
LBAY SPY 248 8.8% 12.7% -0.10 0.01 0.30 0.50 -0.67 -0.09 -0.26 Leatherback Long/Short Alternative Yield ETF
NLSI SPY 121 9.6% 3.7% 0.45 0.09 0.31 0.44 -0.27 0.58 0.59 NEOS Long/Short Equity Income ETF
CBHIX SPY 248 6.4% 10.0% -0.14 0.13 0.28 0.42 -1.16 -0.08 -0.22 Victory Market Neutral Income I
MRFOX SPY 248 7.2% -0.6% 0.35 0.18 0.24 0.41 -1.32 0.35 0.37 Marshfield Concentrated Opportunity
BILPX SPY 248 5.3% 2.3% 0.13 0.29 0.07 0.11 -1.65 0.14 0.11 BlackRock Event Driven Equity Fund
QMNIX SPY 248 4.1% 5.7% -0.05 0.01 -0.11 -0.16 -1.31 -0.03 -0.11 AQR Equity Market Neutral I
EBSIX SPY 248 3.0% 1.3% 0.09 0.01 -0.19 -0.25 -1.40 0.16 0.17 Campbell Systematic Macro Fund Class I
QQMNX SPY 248 3.7% 4.5% -0.02 0.00 -0.17 -0.25 -1.37 -0.02 -0.09 Federated Hermes MDT Market Neutral IS
MERIX SPY 248 4.8% 3.8% 0.04 0.12 -0.23 -0.43 -1.58 0.06 0.00 The Merger Fund Institutional Class
BIMBX SPY 248 -1.1% -2.4% 0.06 0.03 -1.28 -1.58 -1.97 0.07 0.11 BlackRock Systematic Multi-Strategy Fund
VARBX SPY 248 3.9% 3.5% 0.02 0.04 -1.14 -1.67 -1.62 0.04 -0.00 First Trust Merger Arbitrage Cl I
BTAL SPY 248 -34.3% -7.8% -1.36 0.56 -2.02 -3.47 -1.95 -1.43 -1.29 AGF U.S. Market Neutral Anti-Beta Fund

Data from 2025-06-08 to 2026-06-08

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Info_Ratio Up_Capture Down_Capture Name
QRPIX SPY 248 36.4% 30.4% 0.21 0.08 2.85 4.90 0.63 0.39 0.03 AQR Alternative Risk Premia I
CLSE SPY 248 50.2% 25.6% 0.81 0.53 2.71 4.22 1.94 0.97 0.67 Convergence Long/Short Equity ETF
BPLEX SPY 248 30.2% 14.7% 0.57 0.45 2.11 4.09 0.41 0.65 0.46 Boston Partners Long/Short Equity Fund Investor Class
BXMIX SPY 152 12.5% 9.1% 0.17 0.45 2.25 3.68 -0.63 0.25 0.12 Blackstone Alternative Multi-Strategy I
BDMIX SPY 248 22.8% 17.6% 0.20 0.12 2.28 3.55 -0.20 0.31 0.10 BlackRock Global Equity Market Neutral Fund
AQMIX SPY 246 28.4% 25.8% 0.12 0.03 2.35 3.44 0.33 0.31 0.01 AQR Managed Futures Strategy Fund
BRGOX SPY 237 17.3% 17.7% -0.00 0.00 1.66 3.13 -0.46 0.12 -0.10 Bridgeway Global Opportunities Fund N
EMEQ EEM 248 123.4% 35.1% 1.53 0.88 2.37 2.97 3.06 1.61 1.36 Macquarie Focused Emerging Markets Equity ETF
MBXIX SPY 248 19.9% 13.0% 0.27 0.22 1.93 2.95 -0.44 0.30 0.12 Catalyst/Millburn Hedge Strategy I
WTLS SPY 93 49.4% 19.9% 1.19 0.73 1.91 2.93 2.12 1.35 1.16 WisdomTree Efficient Long/Short U.S. Equity Fund
QDSIX SPY 248 15.1% 10.1% 0.19 0.22 1.80 2.77 -0.84 0.26 0.13 AQR Diversifying Strategies I
AHLYX SPY 248 29.1% 19.5% 0.36 0.16 1.94 2.73 0.24 0.57 0.37 American Beacon AHL Mgd Futs Strat Y
AVDV SPY 248 41.7% 15.7% 0.93 0.50 1.95 2.70 1.15 0.99 0.79 Avantis International Small Cap Value ETF
FRDM SPY 248 77.6% 26.7% 1.61 0.56 2.14 2.70 2.00 1.71 1.39 Freedom 100 Emerging Markets ETF
QSPIX SPY 248 20.4% 24.0% -0.11 0.02 1.45 2.59 -0.25 0.01 -0.28 AQR Style Premia Alternative Fund
PINK XLV 248 32.2% 16.6% 0.85 0.48 1.33 2.31 0.95 0.94 0.78 Simplify Health Care ETF
BLNDX SPY 248 28.9% 13.0% 0.61 0.32 1.64 2.22 0.27 0.81 0.69 Standpoint Multi-Asset Institutional
LFMIX SPY 248 13.6% 11.8% 0.08 0.03 1.38 2.16 -0.82 0.16 0.01 LoCorr Macro Strategies I
ORR SCJ 248 25.3% 6.3% 0.63 0.56 1.35 2.12 -0.37 0.63 0.57 Militia Long/Short Equity ETF
QLEIX VT 248 15.7% 9.3% 0.25 0.20 1.35 2.10 -0.75 0.28 0.16 AQR Long-Short Equity I
SPMO SPY 248 37.2% 2.6% 1.33 0.75 1.52 2.05 1.01 1.35 1.32 Invesco S&P 500 Momentum ETF
PBAIX SPY 248 13.4% 13.9% -0.01 0.00 1.35 2.05 -0.77 0.08 -0.10 BlackRock Tactical Opportunities Instl
MEMA EEM 116 50.4% -2.3% 0.97 0.94 1.45 1.96 -0.59 0.96 0.98 Man Active Emerging Markets Alternative ETF
LSEQ SPY 248 25.9% 13.7% 0.49 0.15 1.25 1.78 0.07 0.63 0.49 Harbor Long-Short Equity ETF (LSEQ)
ABYIX SPY 248 15.1% 9.9% 0.21 0.11 1.19 1.68 -0.73 0.33 0.23 Abbey Capital Futures Strategy I
GJRTX SPY 246 13.0% 1.5% 0.46 0.86 1.22 1.64 -1.63 0.47 0.45 Goldman Sachs Absolute Return Tracker Fund
LPRE VNQ 248 20.0% 6.9% 1.04 0.80 0.93 1.57 1.02 1.10 1.02 Long Pond Real Estate Select ETF
FTLS SPY 248 14.0% 0.8% 0.55 0.64 1.01 1.54 -1.31 0.57 0.57 First Trust Long/Short Equity ETF
ADAIX SPY 248 6.6% 6.1% 0.02 0.03 0.96 1.50 -1.40 0.05 -0.03 AQR Diversified Arbitrage Fund
BPRRX SPY 248 13.3% 0.4% 0.54 0.64 0.96 1.48 -1.39 0.55 0.55 Boston Partners Long/Short Research Fd Inv Cl
HFEQ SPY 225 30.0% -4.0% 1.57 0.79 1.08 1.45 0.64 1.56 1.63 Unlimited HFEQ Equity Long/Short ETF
ONERX QQQ 248 67.3% 0.4% 1.95 0.56 1.29 1.38 0.92 1.90 1.94 One Rock
QHFNX SPY 239 19.3% -2.3% 0.95 0.55 0.89 1.24 -0.32 0.91 0.94 AQR MS Fusion HV N
EHLS SPY 248 23.1% -0.4% 1.00 0.41 0.93 1.20 -0.04 1.02 1.05 Even Herd Long Short ETF
CMNIX SPY 248 6.5% 4.2% 0.09 0.38 0.67 0.95 -1.52 0.12 0.06 Calamos Market Neutral Income I
GATRX XLF 244 13.2% 10.5% 0.89 0.63 0.54 0.70 0.96 0.90 0.78 Gator Capital L/S Fd
FEMNX SPY 248 7.1% 4.6% 0.11 0.06 0.37 0.62 -1.34 0.13 0.06 Fidelity Equity Market Neutral
LBAY SPY 248 8.8% 12.7% -0.10 0.01 0.30 0.50 -0.67 -0.09 -0.26 Leatherback Long/Short Alternative Yield ETF
NLSI SPY 121 9.6% 3.7% 0.45 0.09 0.31 0.44 -0.27 0.58 0.59 NEOS Long/Short Equity Income ETF
CBHIX SPY 248 6.4% 10.0% -0.14 0.13 0.28 0.42 -1.16 -0.08 -0.22 Victory Market Neutral Income I
MRFOX SPY 248 7.2% -0.6% 0.35 0.18 0.24 0.41 -1.32 0.35 0.37 Marshfield Concentrated Opportunity
BILPX SPY 248 5.3% 2.3% 0.13 0.29 0.07 0.11 -1.65 0.14 0.11 BlackRock Event Driven Equity Fund
QMNIX SPY 248 4.1% 5.7% -0.05 0.01 -0.11 -0.16 -1.31 -0.03 -0.11 AQR Equity Market Neutral I
EBSIX SPY 248 3.0% 1.3% 0.09 0.01 -0.19 -0.25 -1.40 0.16 0.17 Campbell Systematic Macro Fund Class I
QQMNX SPY 248 3.7% 4.5% -0.02 0.00 -0.17 -0.25 -1.37 -0.02 -0.09 Federated Hermes MDT Market Neutral IS
MERIX SPY 248 4.8% 3.8% 0.04 0.12 -0.23 -0.43 -1.58 0.06 0.00 The Merger Fund Institutional Class
BIMBX SPY 248 -1.1% -2.4% 0.06 0.03 -1.28 -1.58 -1.97 0.07 0.11 BlackRock Systematic Multi-Strategy Fund
VARBX SPY 248 3.9% 3.5% 0.02 0.04 -1.14 -1.67 -1.62 0.04 -0.00 First Trust Merger Arbitrage Cl I
BTAL SPY 248 -34.3% -7.8% -1.36 0.56 -2.02 -3.47 -1.95 -1.43 -1.29 AGF U.S. Market Neutral Anti-Beta Fund

Data from 2021-06-08 to 2026-06-08

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Info_Ratio Up_Capture Down_Capture Name
WTLS SPY 93 49.4% 19.9% 1.19 0.73 1.91 2.93 2.12 1.35 1.16 WisdomTree Efficient Long/Short U.S. Equity Fund
EMEQ SPY 437 74.4% 45.6% 1.17 0.40 1.78 2.35 1.68 1.52 1.15 Macquarie Focused Emerging Markets Equity ETF
BRGOX SPY 358 16.9% 17.7% -0.02 0.00 1.42 2.26 -0.02 0.10 -0.07 Bridgeway Global Opportunities Fund N
QLEIX SPY 1250 22.0% 19.1% 0.21 0.13 1.52 2.01 0.40 0.30 0.12 AQR Long-Short Equity I
MEMA SPY 116 50.4% 8.0% 1.63 0.64 1.45 1.96 1.20 1.69 1.62 Man Active Emerging Markets Alternative ETF
ORR SPY 347 25.9% 16.0% 0.50 0.35 1.25 1.86 0.36 0.48 0.30 Militia Long/Short Equity ETF
LPRE SPY 292 25.5% 0.2% 0.69 0.41 1.06 1.79 -0.73 0.58 0.54 Long Pond Real Estate Select ETF
BDMIX SPY 1250 12.9% 12.4% 0.05 0.02 1.12 1.74 -0.08 0.13 0.02 BlackRock Global Equity Market Neutral Fund
QMNIX SPY 1250 17.5% 19.4% -0.08 0.02 1.24 1.68 0.14 -0.00 -0.18 AQR Equity Market Neutral I
CLSE SPY 1071 21.3% 12.2% 0.57 0.52 1.10 1.50 0.41 0.65 0.54 Convergence Long/Short Equity ETF
HFEQ SPY 225 30.0% -4.0% 1.57 0.79 1.08 1.45 0.64 1.56 1.63 Unlimited HFEQ Equity Long/Short ETF
QRPIX SPY 1250 19.2% 20.4% -0.02 0.00 1.12 1.43 0.21 0.09 -0.10 AQR Alternative Risk Premia I
QHFNX SPY 239 19.3% -2.3% 0.95 0.55 0.89 1.24 -0.32 0.91 0.94 AQR MS Fusion HV N
SPMO SPY 1250 22.3% 8.5% 1.00 0.78 0.87 1.20 0.90 1.05 0.98 Invesco S&P 500 Momentum ETF
QSPIX SPY 1250 18.6% 22.4% -0.14 0.02 0.85 1.13 0.18 -0.06 -0.26 AQR Style Premia Alternative Fund
LSEQ SPY 625 16.5% 11.4% 0.25 0.07 0.78 1.12 -0.31 0.45 0.37 Harbor Long-Short Equity ETF (LSEQ)
FRDM SPY 1250 17.9% 6.9% 0.88 0.50 0.65 0.94 0.33 0.95 0.90 Freedom 100 Emerging Markets ETF
BPLEX SPY 1250 19.0% 14.1% 0.51 0.12 0.61 0.93 0.26 0.50 0.38 Boston Partners Long/Short Equity Fund Investor Class
AQMIX SPY 1248 12.8% 14.7% -0.07 0.01 0.66 0.86 -0.03 0.05 -0.07 AQR Managed Futures Strategy Fund
ONERX SPY 1244 25.9% 6.5% 1.82 0.60 0.65 0.84 0.61 1.94 1.93 One Rock
QDSIX SPY 1250 10.9% 10.5% 0.05 0.01 0.74 0.83 -0.18 0.11 0.02 AQR Diversifying Strategies I
GATRX SPY 1246 14.7% 4.5% 0.79 0.60 0.58 0.80 0.13 0.79 0.74 Gator Capital L/S Fd
MRFOX SPY 1250 11.2% 3.9% 0.55 0.60 0.52 0.78 -0.22 0.55 0.51 Marshfield Concentrated Opportunity
EHLS SPY 544 15.8% 2.3% 0.76 0.40 0.59 0.76 -0.15 0.92 0.95 Even Herd Long Short ETF
AVDV SPY 1250 13.5% 3.9% 0.75 0.55 0.52 0.75 0.03 0.77 0.74 Avantis International Small Cap Value ETF
FTLS SPY 1250 9.9% 3.1% 0.50 0.66 0.47 0.69 -0.36 0.55 0.52 First Trust Long/Short Equity ETF
QQMNX SPY 1176 11.1% 11.9% 0.01 0.00 0.50 0.54 -0.11 0.06 -0.04 Federated Hermes MDT Market Neutral IS
BPRRX SPY 1250 9.6% 3.8% 0.44 0.43 0.42 0.52 -0.31 0.44 0.41 Boston Partners Long/Short Research Fd Inv Cl
PINK SPY 1164 9.5% 0.6% 0.72 0.51 0.32 0.48 -0.24 0.72 0.72 Simplify Health Care ETF
PBAIX SPY 1250 7.4% 6.3% 0.09 0.05 0.35 0.47 -0.39 0.12 0.06 BlackRock Tactical Opportunities Instl
BLNDX SPY 1250 8.8% 3.6% 0.41 0.36 0.35 0.46 -0.34 0.53 0.51 Standpoint Multi-Asset Institutional
EBSIX SPY 1250 8.1% 8.8% -0.01 0.00 0.33 0.44 -0.28 0.08 0.01 Campbell Systematic Macro Fund Class I
NLSI SPY 121 9.6% 3.7% 0.45 0.09 0.31 0.44 -0.27 0.58 0.59 NEOS Long/Short Equity Income ETF
MBXIX SPY 1250 7.3% 3.0% 0.34 0.26 0.23 0.30 -0.41 0.35 0.32 Catalyst/Millburn Hedge Strategy I
VARBX SPY 1250 5.2% 5.0% 0.02 0.01 0.03 0.11 -0.51 0.04 -0.01 First Trust Merger Arbitrage Cl I
GJRTX SPY 1248 5.4% 0.6% 0.35 0.78 0.06 0.08 -0.73 0.37 0.37 Goldman Sachs Absolute Return Tracker Fund
LBAY SPY 1250 3.9% 0.8% 0.29 0.13 -0.02 -0.03 -0.51 0.24 0.23 Leatherback Long/Short Alternative Yield ETF
AHLYX SPY 1250 3.6% 3.8% 0.03 0.00 -0.10 -0.13 -0.50 0.13 0.11 American Beacon AHL Mgd Futs Strat Y
LFMIX SPY 1250 4.1% 4.6% -0.02 0.00 -0.11 -0.14 -0.51 0.05 0.01 LoCorr Macro Strategies I
CMNIX SPY 1250 4.6% 2.2% 0.18 0.74 -0.13 -0.16 -0.65 0.17 0.14 Calamos Market Neutral Income I
BXMIX SPY 1146 3.9% 3.1% 0.09 0.06 -0.17 -0.19 -0.43 0.13 0.10 Blackstone Alternative Multi-Strategy I
ABYIX SPY 1250 3.5% 3.7% 0.01 0.00 -0.16 -0.21 -0.54 0.10 0.08 Abbey Capital Futures Strategy I
CBHIX SPY 1250 4.0% 4.5% -0.03 0.02 -0.27 -0.40 -0.54 -0.02 -0.06 Victory Market Neutral Income I
BILPX SPY 1250 3.5% 1.4% 0.16 0.44 -0.37 -0.51 -0.70 0.16 0.14 BlackRock Event Driven Equity Fund
FEMNX SPY 482 3.0% 2.1% 0.05 0.03 -0.37 -0.57 -0.89 0.07 0.05 Fidelity Equity Market Neutral
BTAL SPY 1250 -4.1% 7.7% -0.71 0.42 -0.40 -0.62 -0.50 -0.79 -0.86 AGF U.S. Market Neutral Anti-Beta Fund
MERIX SPY 1250 2.9% 2.3% 0.05 0.06 -0.57 -0.65 -0.65 0.07 0.05 The Merger Fund Institutional Class
RALS SPY 227 1.5% 1.8% -0.14 0.12 -0.49 -0.82 0.05 -0.13 -0.15 ProShares RAFI Long/Short
BIMBX SPY 1250 2.8% 2.0% 0.06 0.08 -0.60 -0.82 -0.67 0.08 0.06 BlackRock Systematic Multi-Strategy Fund
QLS SPY 414 -3.5% -2.8% 0.53 0.82 -0.67 -1.05 -0.25 0.49 0.51 IQ Hedge Long/Short Tracker ETF
ADAIX SPY 1250 2.8% 1.8% 0.07 0.21 -0.86 -1.11 -0.69 0.07 0.05 AQR Diversified Arbitrage Fund
NCLIX SPY 823 -4.2% -2.5% -0.11 0.04 -0.97 -1.49 -0.74 -0.12 -0.09 Managed Portfolio Series - Nuance Concentrated Value Long-Short Fund

Data from 2021-06-08 to 2026-06-08

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Info_Ratio Up_Capture Down_Capture Name
WTLS SPY 93 49.4% 19.9% 1.19 0.73 1.91 2.93 2.12 1.35 1.16 WisdomTree Efficient Long/Short U.S. Equity Fund
EMEQ EEM 437 74.4% 21.9% 1.41 0.88 1.78 2.35 2.28 1.47 1.30 Macquarie Focused Emerging Markets Equity ETF
BRGOX SPY 358 16.9% 17.7% -0.02 0.00 1.42 2.26 -0.02 0.10 -0.07 Bridgeway Global Opportunities Fund N
QLEIX VT 1250 22.0% 19.6% 0.23 0.13 1.52 2.01 0.59 0.31 0.12 AQR Long-Short Equity I
MEMA EEM 116 50.4% -2.3% 0.97 0.94 1.45 1.96 -0.59 0.96 0.98 Man Active Emerging Markets Alternative ETF
ORR SCJ 347 25.9% 3.8% 0.66 0.54 1.25 1.86 -0.58 0.61 0.56 Militia Long/Short Equity ETF
LPRE VNQ 292 25.5% 6.6% 1.08 0.82 1.06 1.79 1.00 1.11 1.04 Long Pond Real Estate Select ETF
BDMIX SPY 1250 12.9% 12.4% 0.05 0.02 1.12 1.74 -0.08 0.13 0.02 BlackRock Global Equity Market Neutral Fund
QMNIX SPY 1250 17.5% 19.4% -0.08 0.02 1.24 1.68 0.14 -0.00 -0.18 AQR Equity Market Neutral I
CLSE SPY 1071 21.3% 12.2% 0.57 0.52 1.10 1.50 0.41 0.65 0.54 Convergence Long/Short Equity ETF
HFEQ SPY 225 30.0% -4.0% 1.57 0.79 1.08 1.45 0.64 1.56 1.63 Unlimited HFEQ Equity Long/Short ETF
QRPIX SPY 1250 19.2% 20.4% -0.02 0.00 1.12 1.43 0.21 0.09 -0.10 AQR Alternative Risk Premia I
QHFNX SPY 239 19.3% -2.3% 0.95 0.55 0.89 1.24 -0.32 0.91 0.94 AQR MS Fusion HV N
SPMO SPY 1250 22.3% 8.5% 1.00 0.78 0.87 1.20 0.90 1.05 0.98 Invesco S&P 500 Momentum ETF
QSPIX SPY 1250 18.6% 22.4% -0.14 0.02 0.85 1.13 0.18 -0.06 -0.26 AQR Style Premia Alternative Fund
LSEQ SPY 625 16.5% 11.4% 0.25 0.07 0.78 1.12 -0.31 0.45 0.37 Harbor Long-Short Equity ETF (LSEQ)
FRDM SPY 1250 17.9% 6.9% 0.88 0.50 0.65 0.94 0.33 0.95 0.90 Freedom 100 Emerging Markets ETF
BPLEX SPY 1250 19.0% 14.1% 0.51 0.12 0.61 0.93 0.26 0.50 0.38 Boston Partners Long/Short Equity Fund Investor Class
AQMIX SPY 1248 12.8% 14.7% -0.07 0.01 0.66 0.86 -0.03 0.05 -0.07 AQR Managed Futures Strategy Fund
ONERX QQQ 1244 25.9% 4.9% 1.49 0.69 0.65 0.84 0.54 1.54 1.54 One Rock
QDSIX SPY 1250 10.9% 10.5% 0.05 0.01 0.74 0.83 -0.18 0.11 0.02 AQR Diversifying Strategies I
GATRX XLF 1246 14.7% 8.1% 0.80 0.73 0.58 0.80 0.60 0.80 0.73 Gator Capital L/S Fd
MRFOX SPY 1250 11.2% 3.9% 0.55 0.60 0.52 0.78 -0.22 0.55 0.51 Marshfield Concentrated Opportunity
EHLS SPY 544 15.8% 2.3% 0.76 0.40 0.59 0.76 -0.15 0.92 0.95 Even Herd Long Short ETF
AVDV SPY 1250 13.5% 3.9% 0.75 0.55 0.52 0.75 0.03 0.77 0.74 Avantis International Small Cap Value ETF
FTLS SPY 1250 9.9% 3.1% 0.50 0.66 0.47 0.69 -0.36 0.55 0.52 First Trust Long/Short Equity ETF
QQMNX SPY 1176 11.1% 11.9% 0.01 0.00 0.50 0.54 -0.11 0.06 -0.04 Federated Hermes MDT Market Neutral IS
BPRRX SPY 1250 9.6% 3.8% 0.44 0.43 0.42 0.52 -0.31 0.44 0.41 Boston Partners Long/Short Research Fd Inv Cl
PINK XLV 1164 9.5% 4.5% 0.99 0.70 0.32 0.48 0.45 1.00 0.96 Simplify Health Care ETF
PBAIX SPY 1250 7.4% 6.3% 0.09 0.05 0.35 0.47 -0.39 0.12 0.06 BlackRock Tactical Opportunities Instl
BLNDX SPY 1250 8.8% 3.6% 0.41 0.36 0.35 0.46 -0.34 0.53 0.51 Standpoint Multi-Asset Institutional
EBSIX SPY 1250 8.1% 8.8% -0.01 0.00 0.33 0.44 -0.28 0.08 0.01 Campbell Systematic Macro Fund Class I
NLSI SPY 121 9.6% 3.7% 0.45 0.09 0.31 0.44 -0.27 0.58 0.59 NEOS Long/Short Equity Income ETF
MBXIX SPY 1250 7.3% 3.0% 0.34 0.26 0.23 0.30 -0.41 0.35 0.32 Catalyst/Millburn Hedge Strategy I
VARBX SPY 1250 5.2% 5.0% 0.02 0.01 0.03 0.11 -0.51 0.04 -0.01 First Trust Merger Arbitrage Cl I
GJRTX SPY 1248 5.4% 0.6% 0.35 0.78 0.06 0.08 -0.73 0.37 0.37 Goldman Sachs Absolute Return Tracker Fund
LBAY SPY 1250 3.9% 0.8% 0.29 0.13 -0.02 -0.03 -0.51 0.24 0.23 Leatherback Long/Short Alternative Yield ETF
AHLYX SPY 1250 3.6% 3.8% 0.03 0.00 -0.10 -0.13 -0.50 0.13 0.11 American Beacon AHL Mgd Futs Strat Y
LFMIX SPY 1250 4.1% 4.6% -0.02 0.00 -0.11 -0.14 -0.51 0.05 0.01 LoCorr Macro Strategies I
CMNIX SPY 1250 4.6% 2.2% 0.18 0.74 -0.13 -0.16 -0.65 0.17 0.14 Calamos Market Neutral Income I
BXMIX SPY 1146 3.9% 3.1% 0.09 0.06 -0.17 -0.19 -0.43 0.13 0.10 Blackstone Alternative Multi-Strategy I
ABYIX SPY 1250 3.5% 3.7% 0.01 0.00 -0.16 -0.21 -0.54 0.10 0.08 Abbey Capital Futures Strategy I
CBHIX SPY 1250 4.0% 4.5% -0.03 0.02 -0.27 -0.40 -0.54 -0.02 -0.06 Victory Market Neutral Income I
BILPX SPY 1250 3.5% 1.4% 0.16 0.44 -0.37 -0.51 -0.70 0.16 0.14 BlackRock Event Driven Equity Fund
FEMNX SPY 482 3.0% 2.1% 0.05 0.03 -0.37 -0.57 -0.89 0.07 0.05 Fidelity Equity Market Neutral
BTAL SPY 1250 -4.1% 7.7% -0.71 0.42 -0.40 -0.62 -0.50 -0.79 -0.86 AGF U.S. Market Neutral Anti-Beta Fund
MERIX SPY 1250 2.9% 2.3% 0.05 0.06 -0.57 -0.65 -0.65 0.07 0.05 The Merger Fund Institutional Class
RALS SPY 227 1.5% 1.8% -0.14 0.12 -0.49 -0.82 0.05 -0.13 -0.15 ProShares RAFI Long/Short
BIMBX SPY 1250 2.8% 2.0% 0.06 0.08 -0.60 -0.82 -0.67 0.08 0.06 BlackRock Systematic Multi-Strategy Fund
QLS SPY 414 -3.5% -2.8% 0.53 0.82 -0.67 -1.05 -0.25 0.49 0.51 IQ Hedge Long/Short Tracker ETF
ADAIX SPY 1250 2.8% 1.8% 0.07 0.21 -0.86 -1.11 -0.69 0.07 0.05 AQR Diversified Arbitrage Fund
NCLIX SPY 823 -4.2% -2.5% -0.11 0.04 -0.97 -1.49 -0.74 -0.12 -0.09 Managed Portfolio Series - Nuance Concentrated Value Long-Short Fund
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