AQMRX
AQR Managed Futures Strategy-R6
$9.03
0.06 (0.67%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 1556.483M |
| 52 Week High | 9.38 |
| 52 Week Low | 7.946 |
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Key Data
| Symbol | AQMRX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 9.03 |
| Price Yesterday | 8.97 |
| Market Cap | 1,556.48 |
| YTD Return | 10.12% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 50000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0119 |
Overview
| 52 Week High | 9.38 |
|---|---|
| 52 Week Low | 7.95 |
| Market Cap | 1,556.48M |
| Shares Outstanding | 172.37M |
| Income Dividend Yield | 7.71% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 7.71% |
Returns Annualized
| One Day | 437.45% |
|---|---|
| Five Days | 0.00% |
| One Months | -9.28% |
| Three Months | -3.95% |
| Six Months | 23.50% |
| Nine Months | 7.26% |
| One Year | 8.37% |
| Three Years | 15.02% |
| Five Years | 8.13% |
| Ten Years | -999 |
| YTD | 20.57% |
| Since Inception | 3.97% |
Returns Total
| One Day | 0.67% |
|---|---|
| Five Days | 0.00% |
| One Month | -0.77% |
| Three Months | -0.99% |
| Six Months | 10.93% |
| Nine Months | 5.33% |
| One Year | 8.36% |
| Three Years | 51.84% |
| Five Years | 47.67% |
| Ten Years | -999 |
| YTD | 10.12% |
| Since Inception | 46.52% |
Yearly Returns
| 2024 | 10.12% |
|---|---|
| 2023 | 2.02% |
| 2022 | 35.41% |
| 2021 | -0.93% |
| 2020 | -0.30% |
| 2019 | 2.02% |
| 2018 | -8.88% |
| 2017 | -0.86% |
| 2016 | -8.43% |
| 2015 | 2.15% |
Risk against SP-DA
| Alpha | 2.72% |
|---|---|
| Beta | 0.01 |
| Correlation | 1.33% |
| Downside Deviation | 1.96% |
| Coefficient of determination | 0.02% |
| Standard Deviation | 2.80% |
| Sharpe Ratio | -2.1 |
| Sortino | -10.39 |
| Treynor | 258.56 |
| Ulcer Index | 3.2 |
| Ulcer Performance Index | -6.35 |