QMNRX
AQR Equity Market Neutral-R6
$9.99
-0.01 (-0.10%)
Currency in USD / Last Updated: 7/9/2024
| Category | Market Neutral |
|---|---|
| Market Cap | 699.573M |
| 52 Week High | 10.13 |
| 52 Week Low | 7.644 |
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Key Data
| Symbol | QMNRX |
|---|---|
| Type | Mutual Fund |
| Category | Market Neutral |
| Price | 9.99 |
| Price Yesterday | 10 |
| Market Cap | 699.57 |
| YTD Return | 17.25% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 50000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0493 |
Overview
| 52 Week High | 10.13 |
|---|---|
| 52 Week Low | 7.64 |
| Market Cap | 699.57M |
| Shares Outstanding | 70.03M |
| Income Dividend Yield | 18.22% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 18.22% |
Returns Annualized
| One Day | -22.31% |
|---|---|
| Five Days | -42.45% |
| One Months | 1.27% |
| Three Months | 16.60% |
| Six Months | 27.66% |
| Nine Months | 23.50% |
| One Year | 30.30% |
| Three Years | 23.09% |
| Five Years | 9.69% |
| Ten Years | -999 |
| YTD | 36.19% |
| Since Inception | 6.43% |
Returns Total
| One Day | -0.10% |
|---|---|
| Five Days | -1.09% |
| One Month | 0.10% |
| Three Months | 3.85% |
| Six Months | 12.75% |
| Nine Months | 16.94% |
| One Year | 30.26% |
| Three Years | 85.93% |
| Five Years | 58.62% |
| Ten Years | -999 |
| YTD | 17.25% |
| Since Inception | 83.20% |
Yearly Returns
| 2024 | 17.25% |
|---|---|
| 2023 | 17.15% |
| 2022 | 27.33% |
| 2021 | 17.92% |
| 2020 | -19.60% |
| 2019 | -11.17% |
| 2018 | -11.65% |
| 2017 | 5.90% |
| 2016 | 5.82% |
| 2015 | 17.72% |
Risk against SP-DA
| Alpha | 21.47% |
|---|---|
| Beta | 0.15 |
| Correlation | 23.75% |
| Downside Deviation | 1.77% |
| Coefficient of determination | 5.64% |
| Standard Deviation | 2.00% |
| Sharpe Ratio | 0.23 |
| Sortino | 0.89 |
| Treynor | 168.69 |
| Ulcer Index | 1.02 |
| Ulcer Performance Index | 1.55 |