AQMIX
AQR Managed Futures Strategy-I
$9.01
0.06 (0.67%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 1556.487M |
| 52 Week High | 9.36 |
| 52 Week Low | 7.934 |
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Key Data
| Symbol | AQMIX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 9.01 |
| Price Yesterday | 8.95 |
| Market Cap | 1,556.49 |
| YTD Return | 10.15% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 5000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0129 |
Overview
| 52 Week High | 9.36 |
|---|---|
| 52 Week Low | 7.93 |
| Market Cap | 1,556.49M |
| Shares Outstanding | 172.75M |
| Income Dividend Yield | 7.64% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 7.64% |
Returns Annualized
| One Day | 439.48% |
|---|---|
| Five Days | 0.00% |
| One Months | -9.30% |
| Three Months | -3.96% |
| Six Months | 23.25% |
| Nine Months | 7.29% |
| One Year | 8.29% |
| Three Years | 14.95% |
| Five Years | 8.04% |
| Ten Years | 3.98% |
| YTD | 20.63% |
| Since Inception | 3.16% |
Returns Total
| One Day | 0.67% |
|---|---|
| Five Days | 0.00% |
| One Month | -0.77% |
| Three Months | -0.99% |
| Six Months | 10.82% |
| Nine Months | 5.36% |
| One Year | 8.28% |
| Three Years | 51.56% |
| Five Years | 47.05% |
| Ten Years | 47.63% |
| YTD | 10.15% |
| Since Inception | 56.75% |
Yearly Returns
| 2024 | 10.15% |
|---|---|
| 2023 | 1.80% |
| 2022 | 35.38% |
| 2021 | -1.05% |
| 2020 | -0.42% |
| 2019 | 1.93% |
| 2018 | -8.90% |
| 2017 | -0.96% |
| 2016 | -8.43% |
| 2015 | 2.00% |
Risk against SP-DA
| Alpha | 2.71% |
|---|---|
| Beta | 0.01 |
| Correlation | 0.99% |
| Downside Deviation | 1.97% |
| Coefficient of determination | 0.01% |
| Standard Deviation | 2.79% |
| Sharpe Ratio | -2.11 |
| Sortino | -10.38 |
| Treynor | 337.27 |
| Ulcer Index | 3.21 |
| Ulcer Performance Index | -6.36 |