AUEIX
AQR LargeCap Defensive Style-I
$23.91
-0.07 (-0.29%)
Currency in USD / Last Updated: 7/9/2024
| Category | Large Cap |
|---|---|
| Market Cap | 2532.404M |
| 52 Week High | 24.18 |
| 52 Week Low | 20.057 |
Customize MutualFund.com
Log in or sign up to get started.
Key Data
| Symbol | AUEIX |
|---|---|
| Type | Mutual Fund |
| Category | Large Cap |
| Price | 23.91 |
| Price Yesterday | 23.98 |
| Market Cap | 2,532.40 |
| YTD Return | 8.78% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 5000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0038 |
Overview
| 52 Week High | 24.18 |
|---|---|
| 52 Week Low | 20.06 |
| Market Cap | 2,532.40M |
| Shares Outstanding | 105.91M |
| Income Dividend Yield | 2.18% |
| Long Term Dividend Yield | 20.12% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 22.30% |
Returns Annualized
| One Day | -52.17% |
|---|---|
| Five Days | 11.14% |
| One Months | 8.26% |
| Three Months | 7.29% |
| Six Months | 17.69% |
| Nine Months | 22.30% |
| One Year | 15.35% |
| Three Years | 3.86% |
| Five Years | 8.92% |
| Ten Years | 11.31% |
| YTD | 17.74% |
| Since Inception | 12.75% |
Returns Total
| One Day | -0.29% |
|---|---|
| Five Days | 0.21% |
| One Month | 0.63% |
| Three Months | 1.74% |
| Six Months | 8.34% |
| Nine Months | 16.10% |
| One Year | 15.33% |
| Three Years | 11.99% |
| Five Years | 53.10% |
| Ten Years | 191.23% |
| YTD | 8.78% |
| Since Inception | 319.62% |
Yearly Returns
| 2024 | 8.78% |
|---|---|
| 2023 | 9.41% |
| 2022 | -13.75% |
| 2021 | 23.50% |
| 2020 | 13.10% |
| 2019 | 28.64% |
| 2018 | -0.25% |
| 2017 | 22.14% |
| 2016 | 12.30% |
| 2015 | 6.53% |
Risk against SP-DA
| Alpha | -5.55% |
|---|---|
| Beta | 0.67 |
| Correlation | 91.96% |
| Downside Deviation | 1.88% |
| Coefficient of determination | 84.57% |
| Standard Deviation | 2.33% |
| Sharpe Ratio | -1.66 |
| Sortino | -7.1 |
| Treynor | 14.99 |
| Ulcer Index | 2.18 |
| Ulcer Performance Index | -6.13 |