QGMIX
AQR Macro Opportunities-I
$10.15
0.00 (0.00%)
Currency in USD / Last Updated: 7/9/2024
| Category | Macro |
|---|---|
| Market Cap | 162.54M |
| 52 Week High | 10.61 |
| 52 Week Low | 9.423 |
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Key Data
| Symbol | QGMIX |
|---|---|
| Type | Mutual Fund |
| Category | Macro |
| Price | 10.15 |
| Price Yesterday | 10.15 |
| Market Cap | 162.54 |
| YTD Return | 3.68% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 5000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0124 |
Overview
| 52 Week High | 10.61 |
|---|---|
| 52 Week Low | 9.42 |
| Market Cap | 162.54M |
| Shares Outstanding | 16.01M |
| Income Dividend Yield | 9.74% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 9.74% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | -4.85% |
| One Months | -4.84% |
| Three Months | -12.88% |
| Six Months | 12.48% |
| Nine Months | 10.55% |
| One Year | 6.39% |
| Three Years | 8.18% |
| Five Years | 5.75% |
| Ten Years | 4.03% |
| YTD | 7.26% |
| Since Inception | 3.64% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | -0.10% |
| One Month | -0.39% |
| Three Months | -3.33% |
| Six Months | 5.95% |
| Nine Months | 7.72% |
| One Year | 6.38% |
| Three Years | 26.46% |
| Five Years | 32.14% |
| Ten Years | 48.33% |
| YTD | 3.68% |
| Since Inception | 44.16% |
Yearly Returns
| 2024 | 3.68% |
|---|---|
| 2023 | -0.33% |
| 2022 | 29.27% |
| 2021 | -4.54% |
| 2020 | 1.61% |
| 2019 | 4.90% |
| 2018 | 7.80% |
| 2017 | -3.38% |
| 2016 | 0.01% |
| 2015 | 1.72% |
Risk against SP-DA
| Alpha | -3.83% |
|---|---|
| Beta | 0.21 |
| Correlation | 29.00% |
| Downside Deviation | 1.66% |
| Coefficient of determination | 8.41% |
| Standard Deviation | 2.30% |
| Sharpe Ratio | -2.8 |
| Sortino | -13.46 |
| Treynor | 4.87 |
| Ulcer Index | 2.4 |
| Ulcer Performance Index | -9.3 |