AUENX
AQR LargeCap Defensive Style-N
$23.87
-0.07 (-0.29%)
Currency in USD / Last Updated: 7/9/2024
| Category | Large Cap |
|---|---|
| Market Cap | 2531.342M |
| 52 Week High | 24.14 |
| 52 Week Low | 20.057 |
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Key Data
| Symbol | AUENX |
|---|---|
| Type | Mutual Fund |
| Category | Large Cap |
| Price | 23.87 |
| Price Yesterday | 23.94 |
| Market Cap | 2,531.34 |
| YTD Return | 8.65% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0.0025 |
| Front Load | 0 |
| Initial Purchase Amount | 2500 |
| Redeption Fee | 0 |
| Prospectus | 0.0066 |
Overview
| 52 Week High | 24.14 |
|---|---|
| 52 Week Low | 20.06 |
| Market Cap | 2,531.34M |
| Shares Outstanding | 106.05M |
| Income Dividend Yield | 1.77% |
| Long Term Dividend Yield | 20.15% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 21.93% |
Returns Annualized
| One Day | -52.22% |
|---|---|
| Five Days | 8.83% |
| One Months | 7.70% |
| Three Months | 6.93% |
| Six Months | 17.29% |
| Nine Months | 21.95% |
| One Year | 15.01% |
| Three Years | 3.56% |
| Five Years | 8.62% |
| Ten Years | 11.02% |
| YTD | 17.46% |
| Since Inception | 12.45% |
Returns Total
| One Day | -0.29% |
|---|---|
| Five Days | 0.17% |
| One Month | 0.59% |
| Three Months | 1.66% |
| Six Months | 8.16% |
| Nine Months | 15.85% |
| One Year | 14.99% |
| Three Years | 11.01% |
| Five Years | 51.06% |
| Ten Years | 183.73% |
| YTD | 8.65% |
| Since Inception | 306.71% |
Yearly Returns
| 2024 | 8.65% |
|---|---|
| 2023 | 9.05% |
| 2022 | -13.97% |
| 2021 | 23.14% |
| 2020 | 12.84% |
| 2019 | 28.28% |
| 2018 | -0.48% |
| 2017 | 21.76% |
| 2016 | 12.08% |
| 2015 | 6.24% |
Risk against SP-DA
| Alpha | -5.90% |
|---|---|
| Beta | 0.67 |
| Correlation | 91.85% |
| Downside Deviation | 1.90% |
| Coefficient of determination | 84.36% |
| Standard Deviation | 2.33% |
| Sharpe Ratio | -1.7 |
| Sortino | -7.23 |
| Treynor | 14.47 |
| Ulcer Index | 2.22 |
| Ulcer Performance Index | -6.16 |