QRPIX
AQR Alternative Risk Premia-I
$11.64
-0.06 (-0.51%)
Currency in USD / Last Updated: 7/9/2024
| Category | Multistrategy |
|---|---|
| Market Cap | 277.386M |
| 52 Week High | 12.05 |
| 52 Week Low | 9.307 |
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Key Data
| Symbol | QRPIX |
|---|---|
| Type | Mutual Fund |
| Category | Multistrategy |
| Price | 11.64 |
| Price Yesterday | 11.7 |
| Market Cap | 277.39 |
| YTD Return | 19.38% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 5000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0477 |
Overview
| 52 Week High | 12.05 |
|---|---|
| 52 Week Low | 9.31 |
| Market Cap | 277.39M |
| Shares Outstanding | 23.83M |
| Income Dividend Yield | 3.77% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 3.77% |
Returns Annualized
| One Day | -72.66% |
|---|---|
| Five Days | -29.22% |
| One Months | -20.19% |
| Three Months | 0.70% |
| Six Months | 33.20% |
| Nine Months | 19.09% |
| One Year | 23.57% |
| Three Years | 19.43% |
| Five Years | 6.82% |
| Ten Years | -999 |
| YTD | 41.03% |
| Since Inception | 4.16% |
Returns Total
| One Day | -0.51% |
|---|---|
| Five Days | -0.68% |
| One Month | -1.77% |
| Three Months | 0.17% |
| Six Months | 15.13% |
| Nine Months | 13.83% |
| One Year | 23.54% |
| Three Years | 69.90% |
| Five Years | 38.95% |
| Ten Years | -999 |
| YTD | 19.38% |
| Since Inception | 31.63% |
Yearly Returns
| 2024 | 19.38% |
|---|---|
| 2023 | 7.52% |
| 2022 | 25.27% |
| 2021 | 14.25% |
| 2020 | -21.04% |
| 2019 | -2.96% |
| 2018 | -7.52% |
| 2017 | 1.11% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | 12.96% |
|---|---|
| Beta | 0.22 |
| Correlation | 24.85% |
| Downside Deviation | 2.48% |
| Coefficient of determination | 6.18% |
| Standard Deviation | 2.90% |
| Sharpe Ratio | -0.51 |
| Sortino | -2.07 |
| Treynor | 81.23 |
| Ulcer Index | 2.93 |
| Ulcer Performance Index | -1.76 |