QMHIX
AQR Managed Futures Strategy HV-I
$8.87
0.10 (1.14%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 256.093M |
| 52 Week High | 9.34 |
| 52 Week Low | 7.476 |
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Key Data
| Symbol | QMHIX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 8.87 |
| Price Yesterday | 8.77 |
| Market Cap | 256.09 |
| YTD Return | 15.05% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 5000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0171 |
Overview
| 52 Week High | 9.34 |
|---|---|
| 52 Week Low | 7.48 |
| Market Cap | 256.09M |
| Shares Outstanding | 28.87M |
| Income Dividend Yield | 6.69% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 6.69% |
Returns Annualized
| One Day | 1646.16% |
|---|---|
| Five Days | 25.61% |
| One Months | -9.44% |
| Three Months | -4.89% |
| Six Months | 35.12% |
| Nine Months | 9.16% |
| One Year | 10.43% |
| Three Years | 19.55% |
| Five Years | 10.08% |
| Ten Years | 4.59% |
| YTD | 31.25% |
| Since Inception | 4.26% |
Returns Total
| One Day | 1.14% |
|---|---|
| Five Days | 0.45% |
| One Month | -0.78% |
| Three Months | -1.22% |
| Six Months | 15.95% |
| Nine Months | 6.71% |
| One Year | 10.42% |
| Three Years | 70.41% |
| Five Years | 61.42% |
| Ten Years | 56.52% |
| YTD | 15.05% |
| Since Inception | 57.83% |
Yearly Returns
| 2024 | 15.05% |
|---|---|
| 2023 | -0.58% |
| 2022 | 50.00% |
| 2021 | -2.10% |
| 2020 | -0.66% |
| 2019 | 1.82% |
| 2018 | -14.44% |
| 2017 | -1.72% |
| 2016 | -13.08% |
| 2015 | 2.48% |
Risk against SP-DA
| Alpha | 4.80% |
|---|---|
| Beta | 0.01 |
| Correlation | 0.82% |
| Downside Deviation | 3.05% |
| Coefficient of determination | 0.01% |
| Standard Deviation | 4.15% |
| Sharpe Ratio | -1.27 |
| Sortino | -6 |
| Treynor | 477.62 |
| Ulcer Index | 4.91 |
| Ulcer Performance Index | -3.73 |