AQMNX
AQR Managed Futures Strategy-N
$8.92
0.06 (0.68%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 1558.279M |
| 52 Week High | 9.27 |
| 52 Week Low | 7.877 |
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Key Data
| Symbol | AQMNX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 8.92 |
| Price Yesterday | 8.86 |
| Market Cap | 1,558.28 |
| YTD Return | 9.99% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0.0025 |
| Front Load | 0 |
| Initial Purchase Amount | 2500 |
| Redeption Fee | 0 |
| Prospectus | 0.0154 |
Overview
| 52 Week High | 9.27 |
|---|---|
| 52 Week Low | 7.88 |
| Market Cap | 1,558.28M |
| Shares Outstanding | 174.70M |
| Income Dividend Yield | 7.42% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 7.42% |
Returns Annualized
| One Day | 448.76% |
|---|---|
| Five Days | 5.82% |
| One Months | -8.11% |
| Three Months | -4.00% |
| Six Months | 23.22% |
| Nine Months | 7.10% |
| One Year | 8.05% |
| Three Years | 14.68% |
| Five Years | 7.76% |
| Ten Years | 3.72% |
| YTD | 20.29% |
| Since Inception | 2.89% |
Returns Total
| One Day | 0.68% |
|---|---|
| Five Days | 0.11% |
| One Month | -0.67% |
| Three Months | -1.00% |
| Six Months | 10.81% |
| Nine Months | 5.21% |
| One Year | 8.04% |
| Three Years | 50.52% |
| Five Years | 45.14% |
| Ten Years | 43.89% |
| YTD | 9.99% |
| Since Inception | 50.98% |
Yearly Returns
| 2024 | 9.99% |
|---|---|
| 2023 | 1.64% |
| 2022 | 35.03% |
| 2021 | -1.30% |
| 2020 | -0.60% |
| 2019 | 1.57% |
| 2018 | -9.13% |
| 2017 | -1.18% |
| 2016 | -8.71% |
| 2015 | 1.74% |
Risk against SP-DA
| Alpha | 2.44% |
|---|---|
| Beta | 0.01 |
| Correlation | 1.14% |
| Downside Deviation | 1.98% |
| Coefficient of determination | 0.01% |
| Standard Deviation | 2.81% |
| Sharpe Ratio | -2.12 |
| Sortino | -10.42 |
| Treynor | 268.03 |
| Ulcer Index | 3.27 |
| Ulcer Performance Index | -6.32 |