QMHNX
AQR Managed Futures Strategy HV-N
$8.92
0.10 (1.13%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 256.082M |
| 52 Week High | 9.41 |
| 52 Week Low | 7.535 |
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Key Data
| Symbol | QMHNX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 8.92 |
| Price Yesterday | 8.82 |
| Market Cap | 256.08 |
| YTD Return | 14.80% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0.0025 |
| Front Load | 0 |
| Initial Purchase Amount | 2500 |
| Redeption Fee | 0 |
| Prospectus | 0.0196 |
Overview
| 52 Week High | 9.41 |
|---|---|
| 52 Week Low | 7.54 |
| Market Cap | 256.08M |
| Shares Outstanding | 28.71M |
| Income Dividend Yield | 6.43% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 6.43% |
Returns Annualized
| One Day | 1618.24% |
|---|---|
| Five Days | 25.45% |
| One Months | -9.39% |
| Three Months | -5.29% |
| Six Months | 34.88% |
| Nine Months | 8.74% |
| One Year | 10.09% |
| Three Years | 19.21% |
| Five Years | 9.81% |
| Ten Years | 4.32% |
| YTD | 30.71% |
| Since Inception | 3.98% |
Returns Total
| One Day | 1.13% |
|---|---|
| Five Days | 0.45% |
| One Month | -0.78% |
| Three Months | -1.33% |
| Six Months | 15.84% |
| Nine Months | 6.41% |
| One Year | 10.08% |
| Three Years | 68.97% |
| Five Years | 59.46% |
| Ten Years | 52.43% |
| YTD | 14.80% |
| Since Inception | 53.40% |
Yearly Returns
| 2024 | 14.80% |
|---|---|
| 2023 | -0.80% |
| 2022 | 49.51% |
| 2021 | -2.33% |
| 2020 | -0.81% |
| 2019 | 1.56% |
| 2018 | -14.60% |
| 2017 | -2.04% |
| 2016 | -13.32% |
| 2015 | 2.18% |
Risk against SP-DA
| Alpha | 4.63% |
|---|---|
| Beta | 0 |
| Correlation | 0.29% |
| Downside Deviation | 3.07% |
| Coefficient of determination | 0.00% |
| Standard Deviation | 4.16% |
| Sharpe Ratio | -1.29 |
| Sortino | -6.07 |
| Treynor | 1258.37 |
| Ulcer Index | 4.92 |
| Ulcer Performance Index | -3.79 |