QMNIX
AQR Equity Market Neutral-I
$9.93
-0.01 (-0.10%)
Currency in USD / Last Updated: 7/9/2024
| Category | Market Neutral |
|---|---|
| Market Cap | 699.54M |
| 52 Week High | 10.07 |
| 52 Week Low | 7.611 |
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Key Data
| Symbol | QMNIX |
|---|---|
| Type | Mutual Fund |
| Category | Market Neutral |
| Price | 9.93 |
| Price Yesterday | 9.94 |
| Market Cap | 699.54 |
| YTD Return | 17.10% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 5000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0503 |
Overview
| 52 Week High | 10.07 |
|---|---|
| 52 Week Low | 7.61 |
| Market Cap | 699.54M |
| Shares Outstanding | 70.45M |
| Income Dividend Yield | 18.26% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 18.26% |
Returns Annualized
| One Day | -22.42% |
|---|---|
| Five Days | -42.64% |
| One Months | 1.28% |
| Three Months | 16.21% |
| Six Months | 27.56% |
| Nine Months | 23.32% |
| One Year | 30.09% |
| Three Years | 22.95% |
| Five Years | 9.61% |
| Ten Years | -999 |
| YTD | 35.84% |
| Since Inception | 6.35% |
Returns Total
| One Day | -0.10% |
|---|---|
| Five Days | -1.10% |
| One Month | 0.10% |
| Three Months | 3.76% |
| Six Months | 12.71% |
| Nine Months | 16.81% |
| One Year | 30.06% |
| Three Years | 85.30% |
| Five Years | 58.02% |
| Ten Years | -999 |
| YTD | 17.10% |
| Since Inception | 81.83% |
Yearly Returns
| 2024 | 17.10% |
|---|---|
| 2023 | 17.13% |
| 2022 | 27.22% |
| 2021 | 17.63% |
| 2020 | -19.51% |
| 2019 | -11.28% |
| 2018 | -11.73% |
| 2017 | 5.83% |
| 2016 | 5.85% |
| 2015 | 17.59% |
Risk against SP-DA
| Alpha | 21.31% |
|---|---|
| Beta | 0.15 |
| Correlation | 23.54% |
| Downside Deviation | 1.73% |
| Coefficient of determination | 5.54% |
| Standard Deviation | 1.99% |
| Sharpe Ratio | 0.2 |
| Sortino | 0.79 |
| Treynor | 169.67 |
| Ulcer Index | 1.01 |
| Ulcer Performance Index | 1.37 |