QMHRX
AQR Managed Futures Strategy HV-R6
$8.90
0.10 (1.14%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 256.086M |
| 52 Week High | 9.38 |
| 52 Week Low | 7.488 |
Customize MutualFund.com
Log in or sign up to get started.
Key Data
| Symbol | QMHRX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 8.9 |
| Price Yesterday | 8.8 |
| Market Cap | 256.09 |
| YTD Return | 14.99% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 50000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0161 |
Overview
| 52 Week High | 9.38 |
|---|---|
| 52 Week Low | 7.49 |
| Market Cap | 256.09M |
| Shares Outstanding | 28.77M |
| Income Dividend Yield | 6.77% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 6.77% |
Returns Annualized
| One Day | 1629.31% |
|---|---|
| Five Days | 25.51% |
| One Months | -9.41% |
| Three Months | -4.87% |
| Six Months | 35.33% |
| Nine Months | 9.30% |
| One Year | 10.52% |
| Three Years | 19.63% |
| Five Years | 10.22% |
| Ten Years | -999 |
| YTD | 31.12% |
| Since Inception | 4.51% |
Returns Total
| One Day | 1.14% |
|---|---|
| Five Days | 0.45% |
| One Month | -0.78% |
| Three Months | -1.22% |
| Six Months | 16.04% |
| Nine Months | 6.82% |
| One Year | 10.50% |
| Three Years | 70.76% |
| Five Years | 62.44% |
| Ten Years | -999 |
| YTD | 14.99% |
| Since Inception | 54.25% |
Yearly Returns
| 2024 | 14.99% |
|---|---|
| 2023 | -0.33% |
| 2022 | 49.95% |
| 2021 | -1.93% |
| 2020 | -0.49% |
| 2019 | 1.94% |
| 2018 | -14.32% |
| 2017 | -1.62% |
| 2016 | -13.08% |
| 2015 | 2.55% |
Risk against SP-DA
| Alpha | 4.89% |
|---|---|
| Beta | 0.01 |
| Correlation | 0.81% |
| Downside Deviation | 3.05% |
| Coefficient of determination | 0.01% |
| Standard Deviation | 4.16% |
| Sharpe Ratio | -1.26 |
| Sortino | -5.96 |
| Treynor | 490.26 |
| Ulcer Index | 4.89 |
| Ulcer Performance Index | -3.72 |