Fund Statistics

Time Horizon:
Benchmark:
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Data from 2019-06-04 to 2026-08-12

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Skewness Info_Ratio Up_Capture Down_Capture Name
EMEQ SPY 482 65.9% 36.1% 1.25 0.38 1.51 2.02 -0.24 1.33 1.60 1.34 Macquarie Focused Emerging Markets Equity ETF
BRGOX SPY 386 14.9% 15.7% -0.02 0.00 1.17 1.87 0.15 -0.27 0.10 -0.05 Bridgeway Global Opportunities Fund N
LPRE SPY 337 22.4% 1.1% 0.60 0.31 0.94 1.54 0.85 -0.77 0.50 0.45 Long Pond Real Estate Select ETF
CLSE SPY 1117 20.3% 11.1% 0.57 0.52 1.04 1.44 -0.54 0.31 0.65 0.54 Convergence Long/Short Equity ETF
SRRIX SPY 1803 15.2% 15.2% 0.01 0.00 1.56 1.43 -3.84 -0.15 0.08 -0.06 Stone Ridge Trust II - Reinsurance Risk Prem Interval Fund
MEMA SPY 161 35.0% -4.6% 1.63 0.61 1.03 1.41 -0.38 0.52 1.63 1.72 Man Active Emerging Markets Alternative ETF
QDSIX SPY 1546 12.4% 11.3% 0.07 0.03 1.08 1.34 -1.06 -0.30 0.14 0.03 AQR Diversifying Strategies I
TRUEX SPY 1612 39.5% 16.0% 1.43 0.56 0.93 1.32 -0.10 0.84 1.79 1.73 True Rock Fund
QLEIX SPY 1803 17.6% 12.2% 0.31 0.28 1.03 1.30 -0.95 -0.03 0.34 0.23 AQR Long-Short Equity I
BIVIX SPY 1803 18.3% 21.4% -0.03 0.00 0.67 1.14 0.99 0.06 -0.04 -0.22 Invenomic Institutional
BDMIX SPY 1803 9.4% 8.9% 0.04 0.01 0.64 0.96 -0.19 -0.41 0.10 0.02 BlackRock Global Equity Market Neutral Fund
ACBKX SPY 732 11.9% 12.2% 0.00 0.00 0.85 0.90 -0.34 -0.57 0.07 -0.07 Victory Pioneer CAT Bond R6
CBYYX SPY 732 11.8% 12.1% 0.00 0.00 0.84 0.90 -0.29 -0.58 0.06 -0.07 Victory Pioneer CAT Bond Y
SHRIX SPY 1803 9.0% 8.8% 0.01 0.00 0.84 0.85 -6.15 -0.43 0.05 -0.03 Stone Ridge Hi Yld Reinsurance Risk PrmI
QMNIX SPY 1803 10.7% 11.9% -0.04 0.01 0.60 0.85 -0.27 -0.30 -0.01 -0.11 AQR Equity Market Neutral I
GATRX SPY 1803 18.9% 4.2% 0.92 0.62 0.65 0.81 -0.52 0.19 0.87 0.84 Gator Capital L/S Fd
EBSIX SPY 1448 10.5% 10.7% 0.01 0.00 0.57 0.78 -0.76 -0.37 0.11 0.02 Campbell Systematic Macro Fund Class I
BLNDX SPY 1657 11.7% 6.3% 0.35 0.36 0.58 0.75 -0.74 -0.29 0.50 0.46 Standpoint Multi-Asset Institutional
AVDV SPY 1723 15.6% 3.3% 0.77 0.61 0.58 0.73 -0.75 -0.05 0.80 0.77 Avantis International Small Cap Value ETF
QRPIX SPY 1803 10.8% 11.2% 0.01 0.00 0.54 0.69 -0.92 -0.29 0.06 -0.04 AQR Alternative Risk Premia I
QSPIX SPY 1803 11.3% 13.7% -0.07 0.01 0.47 0.64 0.14 -0.22 -0.05 -0.17 AQR Style Premia Alternative Fund
QQMNX SPY 1222 11.8% 12.7% 0.00 0.00 0.55 0.61 -1.39 -0.10 0.06 -0.06 Federated Hermes MDT Market Neutral IS
AQMIX SPY 1801 9.3% 11.2% -0.07 0.01 0.41 0.53 -0.39 -0.32 0.03 -0.05 AQR Managed Futures Strategy Fund
SRDAX SPY 1456 8.2% 8.5% -0.00 0.00 0.47 0.50 -0.41 -0.45 0.03 -0.06 Stone Ridge Diversified Alternatives I
BPRRX SPY 1803 9.5% 1.0% 0.51 0.69 0.39 0.48 -0.73 -0.64 0.49 0.48 Boston Partners Long/Short Research Fd Inv Cl
DBMF SPY 1803 9.0% 7.6% 0.12 0.03 0.35 0.44 -0.61 -0.37 0.21 0.15 iMGP DBi Managed Futures Strategy ETF
ADAIX SPY 1803 6.8% 4.6% 0.13 0.26 0.34 0.36 -4.23 -0.60 0.11 0.06 AQR Diversified Arbitrage Fund
MBXIX SPY 1803 8.7% 0.8% 0.49 0.47 0.30 0.34 -1.96 -0.56 0.44 0.43 Catalyst/Millburn Hedge Strategy I
PBAIX SPY 1803 6.7% 5.3% 0.09 0.07 0.25 0.34 -0.45 -0.56 0.11 0.07 BlackRock Tactical Opportunities Instl
CTA SPY 1107 8.2% 12.3% -0.14 0.02 0.25 0.30 -1.52 -0.27 -0.07 -0.18 Simplify Managed Futures Strategy ETF
GJRTX SPY 1801 6.0% 0.6% 0.32 0.77 0.15 0.18 -1.14 -0.81 0.36 0.36 Goldman Sachs Absolute Return Tracker Fund
AHLYX SPY 1798 5.9% 6.4% -0.00 0.00 0.12 0.16 -0.52 -0.50 0.13 0.10 American Beacon AHL Mgd Futs Strat Y
LFMIX SPY 1803 5.2% 4.8% 0.04 0.01 0.04 0.06 -0.97 -0.59 0.08 0.04 LoCorr Macro Strategies I
ABYIX SPY 1803 5.1% 5.4% 0.00 0.00 0.03 0.04 -0.78 -0.57 0.10 0.07 Abbey Capital Futures Strategy I
CMNIX SPY 1803 5.0% 1.9% 0.18 0.78 -0.02 -0.03 -0.82 -0.76 0.16 0.14 Calamos Market Neutral Income I
CBHIX SPY 1803 4.8% 5.5% -0.03 0.02 -0.06 -0.08 -0.01 -0.60 -0.01 -0.06 Victory Market Neutral Income I
BILPX SPY 1803 4.6% 1.5% 0.18 0.50 -0.08 -0.10 -3.01 -0.77 0.16 0.14 BlackRock Event Driven Equity Fund
BXMIX SPY 1699 4.1% 2.7% 0.10 0.11 -0.13 -0.14 -2.29 -0.62 0.13 0.10 Blackstone Alternative Multi-Strategy I
MERIX SPY 1803 4.0% 2.4% 0.09 0.18 -0.26 -0.27 -2.75 -0.73 0.08 0.05 The Merger Fund Institutional Class
BIMBX SPY 1803 3.9% 2.9% 0.06 0.09 -0.29 -0.41 -0.10 -0.71 0.07 0.04 BlackRock Systematic Multi-Strategy Fund
FEMNX SPY 527 2.5% 1.7% 0.05 0.02 -0.45 -0.68 0.05 -0.96 0.07 0.05 Fidelity Equity Market Neutral

Data from 2019-06-04 to 2026-08-12

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Skewness Info_Ratio Up_Capture Down_Capture Name
EMEQ EEM 482 65.9% 17.7% 1.45 0.88 1.51 2.02 -0.24 1.88 1.49 1.36 Macquarie Focused Emerging Markets Equity ETF
BRGOX SPY 386 14.9% 15.7% -0.02 0.00 1.17 1.87 0.15 -0.27 0.10 -0.05 Bridgeway Global Opportunities Fund N
LPRE VNQ 337 22.4% 6.5% 1.04 0.80 0.94 1.54 0.85 0.85 1.07 1.01 Long Pond Real Estate Select ETF
CLSE SPY 1117 20.3% 11.1% 0.57 0.52 1.04 1.44 -0.54 0.31 0.65 0.54 Convergence Long/Short Equity ETF
SRRIX SPY 1803 15.2% 15.2% 0.01 0.00 1.56 1.43 -3.84 -0.15 0.08 -0.06 Stone Ridge Trust II - Reinsurance Risk Prem Interval Fund
MEMA EEM 161 35.0% -3.0% 0.95 0.93 1.03 1.41 -0.38 -0.66 0.92 0.93 Man Active Emerging Markets Alternative ETF
QDSIX SPY 1546 12.4% 11.3% 0.07 0.03 1.08 1.34 -1.06 -0.30 0.14 0.03 AQR Diversifying Strategies I
TRUEX QQQ 1612 39.5% 11.5% 1.30 0.72 0.93 1.32 -0.10 0.82 1.46 1.41 True Rock Fund
QLEIX VT 1803 17.6% 12.7% 0.33 0.29 1.03 1.30 -0.95 0.13 0.36 0.23 AQR Long-Short Equity I
BIVIX SPY 1803 18.3% 21.4% -0.03 0.00 0.67 1.14 0.99 0.06 -0.04 -0.22 Invenomic Institutional
BDMIX SPY 1803 9.4% 8.9% 0.04 0.01 0.64 0.96 -0.19 -0.41 0.10 0.02 BlackRock Global Equity Market Neutral Fund
ACBKX SPY 732 11.9% 12.2% 0.00 0.00 0.85 0.90 -0.34 -0.57 0.07 -0.07 Victory Pioneer CAT Bond R6
CBYYX SPY 732 11.8% 12.1% 0.00 0.00 0.84 0.90 -0.29 -0.58 0.06 -0.07 Victory Pioneer CAT Bond Y
AVDV ISVL 1347 15.0% 2.5% 1.00 0.94 0.60 0.87 -0.06 0.57 1.02 0.99 Avantis International Small Cap Value ETF
QMNIX SPY 1803 10.7% 11.9% -0.04 0.01 0.60 0.85 -0.27 -0.30 -0.01 -0.11 AQR Equity Market Neutral I
SHRIX SPY 1803 9.0% 8.8% 0.01 0.00 0.84 0.85 -6.15 -0.43 0.05 -0.03 Stone Ridge Hi Yld Reinsurance Risk PrmI
GATRX XLF 1803 18.9% 7.2% 0.86 0.81 0.65 0.81 -0.52 0.46 0.85 0.79 Gator Capital L/S Fd
EBSIX SPY 1448 10.5% 10.7% 0.01 0.00 0.57 0.78 -0.76 -0.37 0.11 0.02 Campbell Systematic Macro Fund Class I
BLNDX SPY 1657 11.7% 6.3% 0.35 0.36 0.58 0.75 -0.74 -0.29 0.50 0.46 Standpoint Multi-Asset Institutional
QRPIX SPY 1803 10.8% 11.2% 0.01 0.00 0.54 0.69 -0.92 -0.29 0.06 -0.04 AQR Alternative Risk Premia I
QSPIX SPY 1803 11.3% 13.7% -0.07 0.01 0.47 0.64 0.14 -0.22 -0.05 -0.17 AQR Style Premia Alternative Fund
QQMNX SPY 1222 11.8% 12.7% 0.00 0.00 0.55 0.61 -1.39 -0.10 0.06 -0.06 Federated Hermes MDT Market Neutral IS
AQMIX SPY 1801 9.3% 11.2% -0.07 0.01 0.41 0.53 -0.39 -0.32 0.03 -0.05 AQR Managed Futures Strategy Fund
SRDAX SPY 1456 8.2% 8.5% -0.00 0.00 0.47 0.50 -0.41 -0.45 0.03 -0.06 Stone Ridge Diversified Alternatives I
BPRRX SPY 1803 9.5% 1.0% 0.51 0.69 0.39 0.48 -0.73 -0.64 0.49 0.48 Boston Partners Long/Short Research Fd Inv Cl
DBMF SPY 1803 9.0% 7.6% 0.12 0.03 0.35 0.44 -0.61 -0.37 0.21 0.15 iMGP DBi Managed Futures Strategy ETF
ADAIX SPY 1803 6.8% 4.6% 0.13 0.26 0.34 0.36 -4.23 -0.60 0.11 0.06 AQR Diversified Arbitrage Fund
MBXIX SPY 1803 8.7% 0.8% 0.49 0.47 0.30 0.34 -1.96 -0.56 0.44 0.43 Catalyst/Millburn Hedge Strategy I
PBAIX SPY 1803 6.7% 5.3% 0.09 0.07 0.25 0.34 -0.45 -0.56 0.11 0.07 BlackRock Tactical Opportunities Instl
CTA SPY 1107 8.2% 12.3% -0.14 0.02 0.25 0.30 -1.52 -0.27 -0.07 -0.18 Simplify Managed Futures Strategy ETF
GJRTX SPY 1801 6.0% 0.6% 0.32 0.77 0.15 0.18 -1.14 -0.81 0.36 0.36 Goldman Sachs Absolute Return Tracker Fund
AHLYX SPY 1798 5.9% 6.4% -0.00 0.00 0.12 0.16 -0.52 -0.50 0.13 0.10 American Beacon AHL Mgd Futs Strat Y
LFMIX SPY 1803 5.2% 4.8% 0.04 0.01 0.04 0.06 -0.97 -0.59 0.08 0.04 LoCorr Macro Strategies I
ABYIX SPY 1803 5.1% 5.4% 0.00 0.00 0.03 0.04 -0.78 -0.57 0.10 0.07 Abbey Capital Futures Strategy I
CMNIX SPY 1803 5.0% 1.9% 0.18 0.78 -0.02 -0.03 -0.82 -0.76 0.16 0.14 Calamos Market Neutral Income I
CBHIX SPY 1803 4.8% 5.5% -0.03 0.02 -0.06 -0.08 -0.01 -0.60 -0.01 -0.06 Victory Market Neutral Income I
BILPX SPY 1803 4.6% 1.5% 0.18 0.50 -0.08 -0.10 -3.01 -0.77 0.16 0.14 BlackRock Event Driven Equity Fund
BXMIX SPY 1699 4.1% 2.7% 0.10 0.11 -0.13 -0.14 -2.29 -0.62 0.13 0.10 Blackstone Alternative Multi-Strategy I
MERIX SPY 1803 4.0% 2.4% 0.09 0.18 -0.26 -0.27 -2.75 -0.73 0.08 0.05 The Merger Fund Institutional Class
BIMBX SPY 1803 3.9% 2.9% 0.06 0.09 -0.29 -0.41 -0.10 -0.71 0.07 0.04 BlackRock Systematic Multi-Strategy Fund
FEMNX SPY 527 2.5% 1.7% 0.05 0.02 -0.45 -0.68 0.05 -0.96 0.07 0.05 Fidelity Equity Market Neutral

Data from 2026-02-12 to 2026-08-12

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Skewness Info_Ratio Up_Capture Down_Capture Name
SHRIX SPY 123 9.6% 9.2% 0.02 0.05 4.30 21.85 1.49 -1.30 0.07 -0.03 Stone Ridge Hi Yld Reinsurance Risk PrmI
ACBKX SPY 123 8.9% 8.7% 0.01 0.01 3.64 9.01 1.14 -1.33 0.05 -0.04 Victory Pioneer CAT Bond R6
CBYYX SPY 123 8.7% 8.6% 0.00 0.00 3.35 8.01 1.10 -1.34 0.05 -0.04 Victory Pioneer CAT Bond Y
SRRIX SPY 123 19.1% 18.8% 0.01 0.01 9.76 6.49 -1.28 -0.70 0.10 -0.10 Stone Ridge Trust II - Reinsurance Risk Prem Interval Fund
SRDAX SPY 123 15.4% 16.1% -0.02 0.01 3.16 5.40 -0.14 -0.88 0.08 -0.09 Stone Ridge Diversified Alternatives I
BDMIX SPY 123 32.7% 24.6% 0.24 0.22 3.28 5.17 -0.26 0.10 0.38 0.13 BlackRock Global Equity Market Neutral Fund
QRPIX SPY 123 36.9% 34.4% 0.08 0.02 2.85 5.09 0.10 0.29 0.34 0.03 AQR Alternative Risk Premia I
MBXIX SPY 123 20.9% 17.8% 0.10 0.05 2.18 4.14 0.52 -0.57 0.15 -0.05 Catalyst/Millburn Hedge Strategy I
BXMIX SPY 96 14.9% 6.4% 0.21 0.59 2.34 4.02 0.56 -2.07 0.22 0.14 Blackstone Alternative Multi-Strategy I
QSPIX SPY 123 27.4% 32.5% -0.13 0.04 2.02 3.61 0.09 -0.14 0.12 -0.17 AQR Style Premia Alternative Fund
CLSE SPY 123 41.4% 16.0% 0.76 0.55 2.11 3.61 0.05 0.82 0.90 0.75 Convergence Long/Short Equity ETF
PBAIX SPY 123 19.4% 20.0% -0.01 0.00 1.97 2.98 -0.17 -0.59 0.07 -0.15 BlackRock Tactical Opportunities Instl
BLNDX SPY 123 25.3% 15.1% 0.34 0.16 1.55 2.21 -0.53 -0.28 0.49 0.36 Standpoint Multi-Asset Institutional
TRUEX SPY 123 87.4% -2.8% 2.95 0.59 1.34 2.05 -0.18 1.13 3.08 3.27 True Rock Fund
GATRX SPY 123 26.5% 5.7% 0.70 0.41 1.28 1.84 -0.45 -0.21 0.82 0.79 Gator Capital L/S Fd
EBSIX SPY 123 13.5% 15.0% -0.04 0.00 0.98 1.76 0.24 -0.85 0.06 -0.08 Campbell Systematic Macro Fund Class I
CBHIX SPY 123 11.5% 16.7% -0.16 0.16 1.06 1.75 -0.01 -0.94 -0.06 -0.23 Victory Market Neutral Income I
CMNIX SPY 123 7.3% 4.7% 0.09 0.38 0.98 1.62 0.29 -1.56 0.12 0.07 Calamos Market Neutral Income I
EMEQ SPY 123 65.4% -11.4% 2.81 0.56 1.12 1.61 -0.39 0.85 2.82 3.10 Macquarie Focused Emerging Markets Equity ETF
GJRTX SPY 123 12.8% -0.4% 0.47 0.83 1.01 1.44 -0.35 -1.85 0.47 0.48 Goldman Sachs Absolute Return Tracker Fund
BPRRX SPY 123 13.2% 0.1% 0.46 0.56 0.88 1.30 -0.06 -1.52 0.47 0.47 Boston Partners Long/Short Research Fd Inv Cl
LFMIX SPY 123 9.4% 11.7% -0.07 0.03 0.76 1.01 -0.49 -1.13 -0.02 -0.15 LoCorr Macro Strategies I
QQMNX SPY 123 9.0% 11.9% -0.09 0.04 0.59 0.95 -0.06 -1.11 -0.06 -0.20 Federated Hermes MDT Market Neutral IS
QLEIX SPY 123 10.4% 1.0% 0.34 0.27 0.57 0.93 0.33 -1.39 0.33 0.31 AQR Long-Short Equity I
LPRE SPY 123 13.9% 4.5% 0.36 0.10 0.58 0.92 -0.02 -0.74 0.38 0.35 Long Pond Real Estate Select ETF
QDSIX SPY 123 8.3% 4.3% 0.14 0.14 0.57 0.84 -0.15 -1.46 0.18 0.14 AQR Diversifying Strategies I
BILPX SPY 123 6.4% 4.1% 0.08 0.14 0.40 0.60 0.06 -1.58 0.09 0.04 BlackRock Event Driven Equity Fund
BIVIX SPY 123 9.6% 71.9% -1.35 0.22 0.30 0.58 0.52 -0.20 -1.12 -1.66 Invenomic Institutional
DBMF SPY 123 10.1% 8.2% 0.09 0.01 0.46 0.53 -0.99 -0.98 0.17 0.10 iMGP DBi Managed Futures Strategy ETF
MEMA SPY 123 12.1% -27.7% 1.78 0.66 0.36 0.51 -0.30 -0.52 1.63 2.04 Man Active Emerging Markets Alternative ETF
AVDV SPY 123 7.5% -18.7% 1.09 0.61 0.21 0.33 0.08 -1.45 0.92 1.15 Avantis International Small Cap Value ETF
AQMIX SPY 123 6.7% 11.5% -0.14 0.04 0.19 0.31 -0.16 -1.08 -0.06 -0.18 AQR Managed Futures Strategy Fund
ADAIX SPY 123 5.3% 4.4% 0.03 0.07 0.09 0.14 -0.00 -1.60 0.05 -0.00 AQR Diversified Arbitrage Fund
AHLYX SPY 118 5.2% 3.4% 0.08 0.02 0.05 0.06 -0.90 -1.25 0.14 0.12 American Beacon AHL Mgd Futs Strat Y
ABYIX SPY 123 3.6% 3.6% 0.01 0.00 -0.18 -0.27 -0.33 -1.51 0.06 0.03 Abbey Capital Futures Strategy I
CTA SPY 123 -4.8% 23.2% -0.80 0.16 -0.22 -0.30 -0.39 -0.78 -0.71 -0.90 Simplify Managed Futures Strategy ETF
BRGOX SPY 114 -0.6% -1.4% 0.04 0.01 -0.72 -1.31 0.18 -1.68 0.07 0.10 Bridgeway Global Opportunities Fund N
QMNIX SPY 123 -1.5% -0.6% -0.02 0.00 -0.80 -1.34 0.20 -1.73 -0.07 -0.08 AQR Equity Market Neutral I
MERIX SPY 123 3.6% 2.3% 0.05 0.16 -0.88 -1.41 0.27 -1.75 0.05 0.02 The Merger Fund Institutional Class
BIMBX SPY 123 -2.5% -5.4% 0.12 0.12 -1.55 -2.47 0.19 -2.24 0.06 0.12 BlackRock Systematic Multi-Strategy Fund
FEMNX SPY 123 -5.4% -8.1% 0.11 0.06 -1.62 -2.62 0.26 -2.33 0.08 0.18 Fidelity Equity Market Neutral

Data from 2026-02-12 to 2026-08-12

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Skewness Info_Ratio Up_Capture Down_Capture Name
SHRIX SPY 123 9.6% 9.2% 0.02 0.05 4.30 21.85 1.49 -1.30 0.07 -0.03 Stone Ridge Hi Yld Reinsurance Risk PrmI
ACBKX SPY 123 8.9% 8.7% 0.01 0.01 3.64 9.01 1.14 -1.33 0.05 -0.04 Victory Pioneer CAT Bond R6
CBYYX SPY 123 8.7% 8.6% 0.00 0.00 3.35 8.01 1.10 -1.34 0.05 -0.04 Victory Pioneer CAT Bond Y
SRRIX SPY 123 19.1% 18.8% 0.01 0.01 9.76 6.49 -1.28 -0.70 0.10 -0.10 Stone Ridge Trust II - Reinsurance Risk Prem Interval Fund
SRDAX SPY 123 15.4% 16.1% -0.02 0.01 3.16 5.40 -0.14 -0.88 0.08 -0.09 Stone Ridge Diversified Alternatives I
BDMIX SPY 123 32.7% 24.6% 0.24 0.22 3.28 5.17 -0.26 0.10 0.38 0.13 BlackRock Global Equity Market Neutral Fund
QRPIX SPY 123 36.9% 34.4% 0.08 0.02 2.85 5.09 0.10 0.29 0.34 0.03 AQR Alternative Risk Premia I
MBXIX SPY 123 20.9% 17.8% 0.10 0.05 2.18 4.14 0.52 -0.57 0.15 -0.05 Catalyst/Millburn Hedge Strategy I
BXMIX SPY 96 14.9% 6.4% 0.21 0.59 2.34 4.02 0.56 -2.07 0.22 0.14 Blackstone Alternative Multi-Strategy I
QSPIX SPY 123 27.4% 32.5% -0.13 0.04 2.02 3.61 0.09 -0.14 0.12 -0.17 AQR Style Premia Alternative Fund
CLSE SPY 123 41.4% 16.0% 0.76 0.55 2.11 3.61 0.05 0.82 0.90 0.75 Convergence Long/Short Equity ETF
PBAIX SPY 123 19.4% 20.0% -0.01 0.00 1.97 2.98 -0.17 -0.59 0.07 -0.15 BlackRock Tactical Opportunities Instl
BLNDX SPY 123 25.3% 15.1% 0.34 0.16 1.55 2.21 -0.53 -0.28 0.49 0.36 Standpoint Multi-Asset Institutional
TRUEX QQQ 123 87.4% -5.4% 2.09 0.77 1.34 2.05 -0.18 1.05 2.20 2.32 True Rock Fund
GATRX XLF 123 26.5% 2.8% 0.85 0.67 1.28 1.84 -0.45 -0.12 0.86 0.83 Gator Capital L/S Fd
EBSIX SPY 123 13.5% 15.0% -0.04 0.00 0.98 1.76 0.24 -0.85 0.06 -0.08 Campbell Systematic Macro Fund Class I
CBHIX SPY 123 11.5% 16.7% -0.16 0.16 1.06 1.75 -0.01 -0.94 -0.06 -0.23 Victory Market Neutral Income I
CMNIX SPY 123 7.3% 4.7% 0.09 0.38 0.98 1.62 0.29 -1.56 0.12 0.07 Calamos Market Neutral Income I
EMEQ EEM 123 65.4% 35.7% 1.63 0.93 1.12 1.61 -0.39 1.81 1.69 1.55 Macquarie Focused Emerging Markets Equity ETF
GJRTX SPY 123 12.8% -0.4% 0.47 0.83 1.01 1.44 -0.35 -1.85 0.47 0.48 Goldman Sachs Absolute Return Tracker Fund
BPRRX SPY 123 13.2% 0.1% 0.46 0.56 0.88 1.30 -0.06 -1.52 0.47 0.47 Boston Partners Long/Short Research Fd Inv Cl
LFMIX SPY 123 9.4% 11.7% -0.07 0.03 0.76 1.01 -0.49 -1.13 -0.02 -0.15 LoCorr Macro Strategies I
QQMNX SPY 123 9.0% 11.9% -0.09 0.04 0.59 0.95 -0.06 -1.11 -0.06 -0.20 Federated Hermes MDT Market Neutral IS
QLEIX VT 123 10.4% 3.7% 0.30 0.27 0.57 0.93 0.33 -0.87 0.28 0.24 AQR Long-Short Equity I
LPRE VNQ 123 13.9% 3.5% 0.91 0.74 0.58 0.92 -0.02 0.29 0.91 0.87 Long Pond Real Estate Select ETF
QDSIX SPY 123 8.3% 4.3% 0.14 0.14 0.57 0.84 -0.15 -1.46 0.18 0.14 AQR Diversifying Strategies I
BILPX SPY 123 6.4% 4.1% 0.08 0.14 0.40 0.60 0.06 -1.58 0.09 0.04 BlackRock Event Driven Equity Fund
BIVIX SPY 123 9.6% 71.9% -1.35 0.22 0.30 0.58 0.52 -0.20 -1.12 -1.66 Invenomic Institutional
DBMF SPY 123 10.1% 8.2% 0.09 0.01 0.46 0.53 -0.99 -0.98 0.17 0.10 iMGP DBi Managed Futures Strategy ETF
MEMA EEM 123 12.1% -3.6% 0.96 0.94 0.36 0.51 -0.30 -0.58 0.92 0.94 Man Active Emerging Markets Alternative ETF
AVDV ISVL 123 7.5% 0.2% 1.04 0.88 0.21 0.33 0.08 0.08 1.05 1.05 Avantis International Small Cap Value ETF
AQMIX SPY 123 6.7% 11.5% -0.14 0.04 0.19 0.31 -0.16 -1.08 -0.06 -0.18 AQR Managed Futures Strategy Fund
ADAIX SPY 123 5.3% 4.4% 0.03 0.07 0.09 0.14 -0.00 -1.60 0.05 -0.00 AQR Diversified Arbitrage Fund
AHLYX SPY 118 5.2% 3.4% 0.08 0.02 0.05 0.06 -0.90 -1.25 0.14 0.12 American Beacon AHL Mgd Futs Strat Y
ABYIX SPY 123 3.6% 3.6% 0.01 0.00 -0.18 -0.27 -0.33 -1.51 0.06 0.03 Abbey Capital Futures Strategy I
CTA SPY 123 -4.8% 23.2% -0.80 0.16 -0.22 -0.30 -0.39 -0.78 -0.71 -0.90 Simplify Managed Futures Strategy ETF
BRGOX SPY 114 -0.6% -1.4% 0.04 0.01 -0.72 -1.31 0.18 -1.68 0.07 0.10 Bridgeway Global Opportunities Fund N
QMNIX SPY 123 -1.5% -0.6% -0.02 0.00 -0.80 -1.34 0.20 -1.73 -0.07 -0.08 AQR Equity Market Neutral I
MERIX SPY 123 3.6% 2.3% 0.05 0.16 -0.88 -1.41 0.27 -1.75 0.05 0.02 The Merger Fund Institutional Class
BIMBX SPY 123 -2.5% -5.4% 0.12 0.12 -1.55 -2.47 0.19 -2.24 0.06 0.12 BlackRock Systematic Multi-Strategy Fund
FEMNX SPY 123 -5.4% -8.1% 0.11 0.06 -1.62 -2.62 0.26 -2.33 0.08 0.18 Fidelity Equity Market Neutral

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

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Skewness Info_Ratio Up_Capture Down_Capture Name
ACBKX SPY 250 10.9% 10.8% 0.00 0.00 4.55 14.78 1.97 -0.77 0.07 -0.06 Victory Pioneer CAT Bond R6
CBYYX SPY 250 10.8% 10.8% 0.00 0.00 4.34 13.48 1.96 -0.78 0.07 -0.07 Victory Pioneer CAT Bond Y
SHRIX SPY 250 13.6% 13.5% 0.00 0.00 5.61 13.28 1.03 -0.58 0.08 -0.09 Stone Ridge Hi Yld Reinsurance Risk PrmI
SRRIX SPY 250 32.6% 32.2% 0.02 0.01 9.12 9.25 3.61 0.62 0.19 -0.18 Stone Ridge Trust II - Reinsurance Risk Prem Interval Fund
QRPIX SPY 250 33.2% 28.5% 0.20 0.08 2.60 4.49 -0.04 0.66 0.40 0.10 AQR Alternative Risk Premia I
BXMIX SPY 169 13.9% 10.5% 0.19 0.50 2.31 4.21 0.41 -0.28 0.26 0.13 Blackstone Alternative Multi-Strategy I
BDMIX SPY 250 23.2% 17.9% 0.23 0.17 2.26 3.54 -0.23 0.07 0.35 0.14 BlackRock Global Equity Market Neutral Fund
CLSE SPY 250 36.6% 17.8% 0.78 0.53 1.99 3.25 -0.03 1.23 0.95 0.76 Convergence Long/Short Equity ETF
MBXIX SPY 250 17.4% 12.4% 0.23 0.19 1.67 2.79 0.20 -0.34 0.27 0.11 Catalyst/Millburn Hedge Strategy I
AQMIX SPY 248 23.5% 22.8% 0.06 0.01 1.75 2.67 -0.33 0.24 0.23 -0.02 AQR Managed Futures Strategy Fund
EMEQ SPY 250 106.8% 44.5% 2.19 0.47 1.87 2.48 -0.48 1.83 2.40 1.99 Macquarie Focused Emerging Markets Equity ETF
AHLYX SPY 245 24.7% 18.5% 0.30 0.13 1.65 2.35 -0.37 0.28 0.49 0.29 American Beacon AHL Mgd Futs Strat Y
AVDV SPY 250 34.9% 12.9% 0.95 0.52 1.56 2.28 -0.12 0.96 0.98 0.82 Avantis International Small Cap Value ETF
QLEIX SPY 250 17.4% 10.2% 0.33 0.28 1.42 2.28 0.16 -0.35 0.38 0.26 AQR Long-Short Equity I
QDSIX SPY 250 13.4% 9.2% 0.19 0.22 1.47 2.22 -0.21 -0.66 0.26 0.15 AQR Diversifying Strategies I
BLNDX SPY 250 27.4% 14.3% 0.57 0.34 1.57 2.16 -0.67 0.41 0.76 0.62 Standpoint Multi-Asset Institutional
QSPIX SPY 250 16.8% 19.6% -0.09 0.02 1.15 1.98 0.07 -0.25 0.04 -0.18 AQR Style Premia Alternative Fund
SRDAX SPY 250 9.6% 10.2% -0.02 0.01 1.30 1.94 -0.33 -0.81 0.03 -0.09 Stone Ridge Diversified Alternatives I
DBMF SPY 250 27.9% 20.3% 0.35 0.12 1.60 1.92 -0.59 0.36 0.50 0.28 iMGP DBi Managed Futures Strategy ETF
BRGOX SPY 239 13.1% 13.3% 0.00 0.00 1.10 1.91 0.06 -0.48 0.13 -0.02 Bridgeway Global Opportunities Fund N
BPRRX SPY 250 15.8% 5.2% 0.49 0.59 1.21 1.79 -0.05 -0.62 0.54 0.48 Boston Partners Long/Short Research Fd Inv Cl
LFMIX SPY 250 11.9% 10.8% 0.06 0.02 1.11 1.68 -0.09 -0.66 0.13 0.01 LoCorr Macro Strategies I
GJRTX SPY 248 12.7% 2.6% 0.46 0.85 1.10 1.54 -0.40 -1.17 0.49 0.45 Goldman Sachs Absolute Return Tracker Fund
TRUEX SPY 250 52.9% -2.9% 2.78 0.59 1.04 1.50 -0.21 0.88 2.88 3.04 True Rock Fund
CBHIX SPY 250 9.6% 13.0% -0.14 0.14 0.87 1.43 0.05 -0.71 -0.06 -0.21 Victory Market Neutral Income I
MEMA SPY 161 35.0% -4.6% 1.63 0.61 1.03 1.41 -0.38 0.52 1.63 1.72 Man Active Emerging Markets Alternative ETF
ABYIX SPY 250 12.7% 9.1% 0.18 0.08 0.91 1.29 -0.45 -0.61 0.28 0.19 Abbey Capital Futures Strategy I
PBAIX SPY 250 10.0% 10.2% 0.00 0.00 0.82 1.28 0.01 -0.75 0.05 -0.07 BlackRock Tactical Opportunities Instl
LPRE SPY 250 16.9% 9.5% 0.38 0.10 0.76 1.26 0.07 -0.21 0.36 0.23 Long Pond Real Estate Select ETF
CMNIX SPY 250 6.7% 4.8% 0.09 0.39 0.80 1.19 0.20 -1.17 0.12 0.05 Calamos Market Neutral Income I
GATRX SPY 250 16.3% 0.5% 0.78 0.45 0.75 1.09 -0.35 -0.35 0.82 0.84 Gator Capital L/S Fd
ADAIX SPY 250 5.9% 5.4% 0.02 0.04 0.48 0.78 -0.00 -1.15 0.06 -0.01 AQR Diversified Arbitrage Fund
QQMNX SPY 250 8.2% 9.0% -0.03 0.00 0.46 0.66 -0.06 -0.82 -0.00 -0.12 Federated Hermes MDT Market Neutral IS
BIVIX SPY 250 11.9% 45.0% -1.02 0.16 0.35 0.64 0.60 -0.09 -0.89 -1.32 Invenomic Institutional
EBSIX SPY 250 7.8% 6.2% 0.09 0.02 0.35 0.59 0.18 -0.88 0.15 0.08 Campbell Systematic Macro Fund Class I
BILPX SPY 250 5.6% 3.4% 0.10 0.20 0.15 0.23 0.10 -1.25 0.12 0.07 BlackRock Event Driven Equity Fund
CTA SPY 250 5.3% 17.1% -0.41 0.05 0.12 0.15 -0.48 -0.45 -0.33 -0.50 Simplify Managed Futures Strategy ETF
QMNIX SPY 250 5.5% 6.2% -0.02 0.00 0.07 0.11 -0.05 -0.99 -0.01 -0.09 AQR Equity Market Neutral I
FEMNX SPY 250 5.1% 3.4% 0.09 0.04 0.01 0.02 0.34 -1.16 0.13 0.09 Fidelity Equity Market Neutral
BIMBX SPY 250 4.0% 3.0% 0.05 0.03 -0.25 -0.39 0.17 -1.26 0.06 0.02 BlackRock Systematic Multi-Strategy Fund
MERIX SPY 250 4.6% 3.7% 0.04 0.13 -0.37 -0.64 0.35 -1.27 0.06 0.01 The Merger Fund Institutional Class

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

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Skewness Info_Ratio Up_Capture Down_Capture Name
ACBKX SPY 250 10.9% 10.8% 0.00 0.00 4.55 14.78 1.97 -0.77 0.07 -0.06 Victory Pioneer CAT Bond R6
CBYYX SPY 250 10.8% 10.8% 0.00 0.00 4.34 13.48 1.96 -0.78 0.07 -0.07 Victory Pioneer CAT Bond Y
SHRIX SPY 250 13.6% 13.5% 0.00 0.00 5.61 13.28 1.03 -0.58 0.08 -0.09 Stone Ridge Hi Yld Reinsurance Risk PrmI
SRRIX SPY 250 32.6% 32.2% 0.02 0.01 9.12 9.25 3.61 0.62 0.19 -0.18 Stone Ridge Trust II - Reinsurance Risk Prem Interval Fund
QRPIX SPY 250 33.2% 28.5% 0.20 0.08 2.60 4.49 -0.04 0.66 0.40 0.10 AQR Alternative Risk Premia I
BXMIX SPY 169 13.9% 10.5% 0.19 0.50 2.31 4.21 0.41 -0.28 0.26 0.13 Blackstone Alternative Multi-Strategy I
BDMIX SPY 250 23.2% 17.9% 0.23 0.17 2.26 3.54 -0.23 0.07 0.35 0.14 BlackRock Global Equity Market Neutral Fund
CLSE SPY 250 36.6% 17.8% 0.78 0.53 1.99 3.25 -0.03 1.23 0.95 0.76 Convergence Long/Short Equity ETF
MBXIX SPY 250 17.4% 12.4% 0.23 0.19 1.67 2.79 0.20 -0.34 0.27 0.11 Catalyst/Millburn Hedge Strategy I
AQMIX SPY 248 23.5% 22.8% 0.06 0.01 1.75 2.67 -0.33 0.24 0.23 -0.02 AQR Managed Futures Strategy Fund
EMEQ EEM 250 106.8% 35.4% 1.57 0.90 1.87 2.48 -0.48 2.57 1.65 1.44 Macquarie Focused Emerging Markets Equity ETF
AHLYX SPY 245 24.7% 18.5% 0.30 0.13 1.65 2.35 -0.37 0.28 0.49 0.29 American Beacon AHL Mgd Futs Strat Y
AVDV ISVL 250 34.9% 6.0% 1.05 0.87 1.56 2.28 -0.12 1.16 1.08 1.01 Avantis International Small Cap Value ETF
QLEIX VT 250 17.4% 10.4% 0.30 0.27 1.42 2.28 0.16 -0.46 0.34 0.22 AQR Long-Short Equity I
QDSIX SPY 250 13.4% 9.2% 0.19 0.22 1.47 2.22 -0.21 -0.66 0.26 0.15 AQR Diversifying Strategies I
BLNDX SPY 250 27.4% 14.3% 0.57 0.34 1.57 2.16 -0.67 0.41 0.76 0.62 Standpoint Multi-Asset Institutional
QSPIX SPY 250 16.8% 19.6% -0.09 0.02 1.15 1.98 0.07 -0.25 0.04 -0.18 AQR Style Premia Alternative Fund
SRDAX SPY 250 9.6% 10.2% -0.02 0.01 1.30 1.94 -0.33 -0.81 0.03 -0.09 Stone Ridge Diversified Alternatives I
DBMF SPY 250 27.9% 20.3% 0.35 0.12 1.60 1.92 -0.59 0.36 0.50 0.28 iMGP DBi Managed Futures Strategy ETF
BRGOX SPY 239 13.1% 13.3% 0.00 0.00 1.10 1.91 0.06 -0.48 0.13 -0.02 Bridgeway Global Opportunities Fund N
BPRRX SPY 250 15.8% 5.2% 0.49 0.59 1.21 1.79 -0.05 -0.62 0.54 0.48 Boston Partners Long/Short Research Fd Inv Cl
LFMIX SPY 250 11.9% 10.8% 0.06 0.02 1.11 1.68 -0.09 -0.66 0.13 0.01 LoCorr Macro Strategies I
GJRTX SPY 248 12.7% 2.6% 0.46 0.85 1.10 1.54 -0.40 -1.17 0.49 0.45 Goldman Sachs Absolute Return Tracker Fund
TRUEX QQQ 250 52.9% 3.9% 2.06 0.75 1.04 1.50 -0.21 0.94 2.14 2.16 True Rock Fund
CBHIX SPY 250 9.6% 13.0% -0.14 0.14 0.87 1.43 0.05 -0.71 -0.06 -0.21 Victory Market Neutral Income I
MEMA EEM 161 35.0% -3.0% 0.95 0.93 1.03 1.41 -0.38 -0.66 0.92 0.93 Man Active Emerging Markets Alternative ETF
ABYIX SPY 250 12.7% 9.1% 0.18 0.08 0.91 1.29 -0.45 -0.61 0.28 0.19 Abbey Capital Futures Strategy I
PBAIX SPY 250 10.0% 10.2% 0.00 0.00 0.82 1.28 0.01 -0.75 0.05 -0.07 BlackRock Tactical Opportunities Instl
LPRE VNQ 250 16.9% 4.4% 0.97 0.77 0.76 1.26 0.07 0.53 1.01 0.96 Long Pond Real Estate Select ETF
CMNIX SPY 250 6.7% 4.8% 0.09 0.39 0.80 1.19 0.20 -1.17 0.12 0.05 Calamos Market Neutral Income I
GATRX XLF 250 16.3% 6.1% 0.83 0.66 0.75 1.09 -0.35 0.43 0.83 0.75 Gator Capital L/S Fd
ADAIX SPY 250 5.9% 5.4% 0.02 0.04 0.48 0.78 -0.00 -1.15 0.06 -0.01 AQR Diversified Arbitrage Fund
QQMNX SPY 250 8.2% 9.0% -0.03 0.00 0.46 0.66 -0.06 -0.82 -0.00 -0.12 Federated Hermes MDT Market Neutral IS
BIVIX SPY 250 11.9% 45.0% -1.02 0.16 0.35 0.64 0.60 -0.09 -0.89 -1.32 Invenomic Institutional
EBSIX SPY 250 7.8% 6.2% 0.09 0.02 0.35 0.59 0.18 -0.88 0.15 0.08 Campbell Systematic Macro Fund Class I
BILPX SPY 250 5.6% 3.4% 0.10 0.20 0.15 0.23 0.10 -1.25 0.12 0.07 BlackRock Event Driven Equity Fund
CTA SPY 250 5.3% 17.1% -0.41 0.05 0.12 0.15 -0.48 -0.45 -0.33 -0.50 Simplify Managed Futures Strategy ETF
QMNIX SPY 250 5.5% 6.2% -0.02 0.00 0.07 0.11 -0.05 -0.99 -0.01 -0.09 AQR Equity Market Neutral I
FEMNX SPY 250 5.1% 3.4% 0.09 0.04 0.01 0.02 0.34 -1.16 0.13 0.09 Fidelity Equity Market Neutral
BIMBX SPY 250 4.0% 3.0% 0.05 0.03 -0.25 -0.39 0.17 -1.26 0.06 0.02 BlackRock Systematic Multi-Strategy Fund
MERIX SPY 250 4.6% 3.7% 0.04 0.13 -0.37 -0.64 0.35 -1.27 0.06 0.01 The Merger Fund Institutional Class

Data from 2021-08-12 to 2026-08-12

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Skewness Info_Ratio Up_Capture Down_Capture Name
QLEIX SPY 1250 23.7% 20.8% 0.21 0.13 1.68 2.25 -0.60 0.51 0.30 0.10 AQR Long-Short Equity I
EMEQ SPY 482 65.9% 36.1% 1.25 0.38 1.51 2.02 -0.24 1.33 1.60 1.34 Macquarie Focused Emerging Markets Equity ETF
SRRIX SPY 1250 22.9% 22.9% 0.01 0.00 2.43 1.98 -4.09 0.40 0.12 -0.09 Stone Ridge Trust II - Reinsurance Risk Prem Interval Fund
QMNIX SPY 1250 19.1% 20.9% -0.08 0.02 1.39 1.93 -0.36 0.21 -0.01 -0.20 AQR Equity Market Neutral I
BDMIX SPY 1250 13.8% 13.2% 0.05 0.02 1.22 1.90 -0.11 -0.02 0.15 0.02 BlackRock Global Equity Market Neutral Fund
BRGOX SPY 386 14.9% 15.7% -0.02 0.00 1.17 1.87 0.15 -0.27 0.10 -0.05 Bridgeway Global Opportunities Fund N
LPRE SPY 337 22.4% 1.1% 0.60 0.31 0.94 1.54 0.85 -0.77 0.50 0.45 Long Pond Real Estate Select ETF
CLSE SPY 1117 20.3% 11.1% 0.57 0.52 1.04 1.44 -0.54 0.31 0.65 0.54 Convergence Long/Short Equity ETF
QRPIX SPY 1250 19.3% 20.5% -0.02 0.00 1.13 1.43 -0.96 0.23 0.09 -0.10 AQR Alternative Risk Premia I
MEMA SPY 161 35.0% -4.6% 1.63 0.61 1.03 1.41 -0.38 0.52 1.63 1.72 Man Active Emerging Markets Alternative ETF
QDSIX SPY 1250 12.1% 11.6% 0.05 0.02 1.03 1.27 -1.09 -0.10 0.12 0.01 AQR Diversifying Strategies I
QSPIX SPY 1250 18.6% 22.4% -0.14 0.02 0.85 1.13 0.12 0.19 -0.07 -0.26 AQR Style Premia Alternative Fund
GATRX SPY 1250 18.8% 8.6% 0.78 0.59 0.79 1.09 0.05 0.44 0.79 0.71 Gator Capital L/S Fd
TRUEX SPY 1250 30.1% 9.4% 1.87 0.66 0.73 1.05 -0.09 0.75 2.07 2.03 True Rock Fund
AQMIX SPY 1248 14.1% 16.1% -0.08 0.01 0.76 1.00 -0.31 0.04 0.04 -0.10 AQR Managed Futures Strategy Fund
SHRIX SPY 1250 10.3% 10.1% 0.02 0.01 0.98 0.95 -5.92 -0.20 0.06 -0.04 Stone Ridge Hi Yld Reinsurance Risk PrmI
BIVIX SPY 1250 15.0% 19.4% -0.14 0.01 0.56 0.91 0.79 0.09 -0.18 -0.36 Invenomic Institutional
ACBKX SPY 732 11.9% 12.2% 0.00 0.00 0.85 0.90 -0.34 -0.57 0.07 -0.07 Victory Pioneer CAT Bond R6
CBYYX SPY 732 11.8% 12.1% 0.00 0.00 0.84 0.90 -0.29 -0.58 0.06 -0.07 Victory Pioneer CAT Bond Y
BPRRX SPY 1250 10.9% 5.1% 0.43 0.60 0.60 0.84 -0.21 -0.23 0.46 0.41 Boston Partners Long/Short Research Fd Inv Cl
AVDV SPY 1250 14.5% 5.1% 0.75 0.54 0.57 0.83 -0.05 0.12 0.77 0.73 Avantis International Small Cap Value ETF
QQMNX SPY 1222 11.8% 12.7% 0.00 0.00 0.55 0.61 -1.39 -0.10 0.06 -0.06 Federated Hermes MDT Market Neutral IS
PBAIX SPY 1250 7.8% 6.8% 0.09 0.05 0.42 0.57 -0.48 -0.34 0.12 0.05 BlackRock Tactical Opportunities Instl
EBSIX SPY 1250 8.6% 9.3% -0.01 0.00 0.39 0.53 -0.73 -0.24 0.07 -0.01 Campbell Systematic Macro Fund Class I
BLNDX SPY 1250 8.9% 3.8% 0.41 0.37 0.36 0.47 -0.79 -0.31 0.52 0.50 Standpoint Multi-Asset Institutional
DBMF SPY 1250 8.7% 8.9% 0.05 0.00 0.33 0.42 -0.56 -0.21 0.16 0.09 iMGP DBi Managed Futures Strategy ETF
SRDAX SPY 1250 7.8% 8.2% -0.01 0.00 0.40 0.42 -0.41 -0.31 0.02 -0.06 Stone Ridge Diversified Alternatives I
MBXIX SPY 1250 7.5% 3.4% 0.33 0.25 0.25 0.32 -0.50 -0.37 0.33 0.30 Catalyst/Millburn Hedge Strategy I
CTA SPY 1107 8.2% 12.3% -0.14 0.02 0.25 0.30 -1.52 -0.27 -0.07 -0.18 Simplify Managed Futures Strategy ETF
GJRTX SPY 1248 5.7% 1.1% 0.35 0.78 0.11 0.15 -0.65 -0.67 0.38 0.37 Goldman Sachs Absolute Return Tracker Fund
CBHIX SPY 1250 5.0% 5.6% -0.03 0.02 -0.01 -0.02 -0.02 -0.47 -0.01 -0.07 Victory Market Neutral Income I
AHLYX SPY 1245 4.4% 4.5% 0.03 0.00 -0.03 -0.03 -0.64 -0.44 0.13 0.10 American Beacon AHL Mgd Futs Strat Y
BXMIX SPY 1146 4.6% 3.7% 0.09 0.07 -0.06 -0.07 -1.20 -0.38 0.13 0.10 Blackstone Alternative Multi-Strategy I
CMNIX SPY 1250 4.8% 2.4% 0.17 0.73 -0.09 -0.11 -0.06 -0.61 0.16 0.13 Calamos Market Neutral Income I
LFMIX SPY 1250 4.2% 4.8% -0.02 0.00 -0.09 -0.12 -0.73 -0.48 0.04 0.01 LoCorr Macro Strategies I
ABYIX SPY 1250 3.7% 4.0% 0.00 0.00 -0.14 -0.18 -0.86 -0.51 0.09 0.06 Abbey Capital Futures Strategy I
BILPX SPY 1250 4.5% 2.4% 0.16 0.44 -0.14 -0.19 0.00 -0.61 0.16 0.13 BlackRock Event Driven Equity Fund
MERIX SPY 1250 4.0% 3.4% 0.05 0.06 -0.30 -0.35 -0.51 -0.57 0.07 0.04 The Merger Fund Institutional Class
BIMBX SPY 1250 3.5% 2.7% 0.06 0.08 -0.43 -0.64 -0.04 -0.61 0.08 0.05 BlackRock Systematic Multi-Strategy Fund
FEMNX SPY 527 2.5% 1.7% 0.05 0.02 -0.45 -0.68 0.05 -0.96 0.07 0.05 Fidelity Equity Market Neutral
ADAIX SPY 1250 3.0% 2.1% 0.07 0.21 -0.79 -1.01 -0.92 -0.65 0.07 0.05 AQR Diversified Arbitrage Fund

Data from 2021-08-12 to 2026-08-12

ETF Bench Days CAGR Alpha Beta R2 Sharpe Sortino Skewness Info_Ratio Up_Capture Down_Capture Name
QLEIX VT 1250 23.7% 21.1% 0.23 0.14 1.68 2.25 -0.60 0.66 0.31 0.11 AQR Long-Short Equity I
EMEQ EEM 482 65.9% 17.7% 1.45 0.88 1.51 2.02 -0.24 1.88 1.49 1.36 Macquarie Focused Emerging Markets Equity ETF
SRRIX SPY 1250 22.9% 22.9% 0.01 0.00 2.43 1.98 -4.09 0.40 0.12 -0.09 Stone Ridge Trust II - Reinsurance Risk Prem Interval Fund
QMNIX SPY 1250 19.1% 20.9% -0.08 0.02 1.39 1.93 -0.36 0.21 -0.01 -0.20 AQR Equity Market Neutral I
BDMIX SPY 1250 13.8% 13.2% 0.05 0.02 1.22 1.90 -0.11 -0.02 0.15 0.02 BlackRock Global Equity Market Neutral Fund
BRGOX SPY 386 14.9% 15.7% -0.02 0.00 1.17 1.87 0.15 -0.27 0.10 -0.05 Bridgeway Global Opportunities Fund N
LPRE VNQ 337 22.4% 6.5% 1.04 0.80 0.94 1.54 0.85 0.85 1.07 1.01 Long Pond Real Estate Select ETF
CLSE SPY 1117 20.3% 11.1% 0.57 0.52 1.04 1.44 -0.54 0.31 0.65 0.54 Convergence Long/Short Equity ETF
QRPIX SPY 1250 19.3% 20.5% -0.02 0.00 1.13 1.43 -0.96 0.23 0.09 -0.10 AQR Alternative Risk Premia I
MEMA EEM 161 35.0% -3.0% 0.95 0.93 1.03 1.41 -0.38 -0.66 0.92 0.93 Man Active Emerging Markets Alternative ETF
QDSIX SPY 1250 12.1% 11.6% 0.05 0.02 1.03 1.27 -1.09 -0.10 0.12 0.01 AQR Diversifying Strategies I
QSPIX SPY 1250 18.6% 22.4% -0.14 0.02 0.85 1.13 0.12 0.19 -0.07 -0.26 AQR Style Premia Alternative Fund
GATRX XLF 1250 18.8% 10.5% 0.81 0.73 0.79 1.09 0.05 0.81 0.82 0.73 Gator Capital L/S Fd
TRUEX QQQ 1250 30.1% 9.6% 1.52 0.77 0.73 1.05 -0.09 0.79 1.60 1.56 True Rock Fund
AQMIX SPY 1248 14.1% 16.1% -0.08 0.01 0.76 1.00 -0.31 0.04 0.04 -0.10 AQR Managed Futures Strategy Fund
SHRIX SPY 1250 10.3% 10.1% 0.02 0.01 0.98 0.95 -5.92 -0.20 0.06 -0.04 Stone Ridge Hi Yld Reinsurance Risk PrmI
BIVIX SPY 1250 15.0% 19.4% -0.14 0.01 0.56 0.91 0.79 0.09 -0.18 -0.36 Invenomic Institutional
ACBKX SPY 732 11.9% 12.2% 0.00 0.00 0.85 0.90 -0.34 -0.57 0.07 -0.07 Victory Pioneer CAT Bond R6
CBYYX SPY 732 11.8% 12.1% 0.00 0.00 0.84 0.90 -0.29 -0.58 0.06 -0.07 Victory Pioneer CAT Bond Y
BPRRX SPY 1250 10.9% 5.1% 0.43 0.60 0.60 0.84 -0.21 -0.23 0.46 0.41 Boston Partners Long/Short Research Fd Inv Cl
AVDV ISVL 1250 14.5% 3.0% 1.00 0.93 0.57 0.83 -0.05 0.64 1.02 0.99 Avantis International Small Cap Value ETF
QQMNX SPY 1222 11.8% 12.7% 0.00 0.00 0.55 0.61 -1.39 -0.10 0.06 -0.06 Federated Hermes MDT Market Neutral IS
PBAIX SPY 1250 7.8% 6.8% 0.09 0.05 0.42 0.57 -0.48 -0.34 0.12 0.05 BlackRock Tactical Opportunities Instl
EBSIX SPY 1250 8.6% 9.3% -0.01 0.00 0.39 0.53 -0.73 -0.24 0.07 -0.01 Campbell Systematic Macro Fund Class I
BLNDX SPY 1250 8.9% 3.8% 0.41 0.37 0.36 0.47 -0.79 -0.31 0.52 0.50 Standpoint Multi-Asset Institutional
DBMF SPY 1250 8.7% 8.9% 0.05 0.00 0.33 0.42 -0.56 -0.21 0.16 0.09 iMGP DBi Managed Futures Strategy ETF
SRDAX SPY 1250 7.8% 8.2% -0.01 0.00 0.40 0.42 -0.41 -0.31 0.02 -0.06 Stone Ridge Diversified Alternatives I
MBXIX SPY 1250 7.5% 3.4% 0.33 0.25 0.25 0.32 -0.50 -0.37 0.33 0.30 Catalyst/Millburn Hedge Strategy I
CTA SPY 1107 8.2% 12.3% -0.14 0.02 0.25 0.30 -1.52 -0.27 -0.07 -0.18 Simplify Managed Futures Strategy ETF
GJRTX SPY 1248 5.7% 1.1% 0.35 0.78 0.11 0.15 -0.65 -0.67 0.38 0.37 Goldman Sachs Absolute Return Tracker Fund
CBHIX SPY 1250 5.0% 5.6% -0.03 0.02 -0.01 -0.02 -0.02 -0.47 -0.01 -0.07 Victory Market Neutral Income I
AHLYX SPY 1245 4.4% 4.5% 0.03 0.00 -0.03 -0.03 -0.64 -0.44 0.13 0.10 American Beacon AHL Mgd Futs Strat Y
BXMIX SPY 1146 4.6% 3.7% 0.09 0.07 -0.06 -0.07 -1.20 -0.38 0.13 0.10 Blackstone Alternative Multi-Strategy I
CMNIX SPY 1250 4.8% 2.4% 0.17 0.73 -0.09 -0.11 -0.06 -0.61 0.16 0.13 Calamos Market Neutral Income I
LFMIX SPY 1250 4.2% 4.8% -0.02 0.00 -0.09 -0.12 -0.73 -0.48 0.04 0.01 LoCorr Macro Strategies I
ABYIX SPY 1250 3.7% 4.0% 0.00 0.00 -0.14 -0.18 -0.86 -0.51 0.09 0.06 Abbey Capital Futures Strategy I
BILPX SPY 1250 4.5% 2.4% 0.16 0.44 -0.14 -0.19 0.00 -0.61 0.16 0.13 BlackRock Event Driven Equity Fund
MERIX SPY 1250 4.0% 3.4% 0.05 0.06 -0.30 -0.35 -0.51 -0.57 0.07 0.04 The Merger Fund Institutional Class
BIMBX SPY 1250 3.5% 2.7% 0.06 0.08 -0.43 -0.64 -0.04 -0.61 0.08 0.05 BlackRock Systematic Multi-Strategy Fund
FEMNX SPY 527 2.5% 1.7% 0.05 0.02 -0.45 -0.68 0.05 -0.96 0.07 0.05 Fidelity Equity Market Neutral
ADAIX SPY 1250 3.0% 2.1% 0.07 0.21 -0.79 -1.01 -0.92 -0.65 0.07 0.05 AQR Diversified Arbitrage Fund
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