QMNNX
AQR Equity Market Neutral-N
$9.72
-0.02 (-0.21%)
Currency in USD / Last Updated: 7/9/2024
| Category | Market Neutral |
|---|---|
| Market Cap | 699.418M |
| 52 Week High | 9.86 |
| 52 Week Low | 7.466 |
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Key Data
| Symbol | QMNNX |
|---|---|
| Type | Mutual Fund |
| Category | Market Neutral |
| Price | 9.72 |
| Price Yesterday | 9.74 |
| Market Cap | 699.42 |
| YTD Return | 16.97% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0.0025 |
| Front Load | 0 |
| Initial Purchase Amount | 2500 |
| Redeption Fee | 0 |
| Prospectus | 0.0528 |
Overview
| 52 Week High | 9.86 |
|---|---|
| 52 Week Low | 7.47 |
| Market Cap | 699.42M |
| Shares Outstanding | 71.96M |
| Income Dividend Yield | 18.46% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 18.46% |
Returns Annualized
| One Day | -40.46% |
|---|---|
| Five Days | -43.32% |
| One Months | 0.00% |
| Three Months | 15.59% |
| Six Months | 27.07% |
| Nine Months | 22.80% |
| One Year | 29.79% |
| Three Years | 22.68% |
| Five Years | 9.35% |
| Ten Years | -999 |
| YTD | 35.54% |
| Since Inception | 6.08% |
Returns Total
| One Day | -0.21% |
|---|---|
| Five Days | -1.12% |
| One Month | 0.00% |
| Three Months | 3.62% |
| Six Months | 12.50% |
| Nine Months | 16.45% |
| One Year | 29.76% |
| Three Years | 84.06% |
| Five Years | 56.17% |
| Ten Years | -999 |
| YTD | 16.97% |
| Since Inception | 77.47% |
Yearly Returns
| 2024 | 16.97% |
|---|---|
| 2023 | 16.71% |
| 2022 | 27.03% |
| 2021 | 17.38% |
| 2020 | -19.69% |
| 2019 | -11.53% |
| 2018 | -11.93% |
| 2017 | 5.55% |
| 2016 | 5.44% |
| 2015 | 17.41% |
Risk against SP-DA
| Alpha | 21.05% |
|---|---|
| Beta | 0.14 |
| Correlation | 23.51% |
| Downside Deviation | 1.76% |
| Coefficient of determination | 5.52% |
| Standard Deviation | 1.97% |
| Sharpe Ratio | 0.16 |
| Sortino | 0.61 |
| Treynor | 169.76 |
| Ulcer Index | 1.03 |
| Ulcer Performance Index | 1.05 |