QRPNX
AQR Alternative Risk Premia-N
$11.54
-0.05 (-0.43%)
Currency in USD / Last Updated: 7/9/2024
| Category | Multistrategy |
|---|---|
| Market Cap | 277.373M |
| 52 Week High | 11.94 |
| 52 Week Low | 9.247 |
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Key Data
| Symbol | QRPNX |
|---|---|
| Type | Mutual Fund |
| Category | Multistrategy |
| Price | 11.54 |
| Price Yesterday | 11.59 |
| Market Cap | 277.37 |
| YTD Return | 19.34% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0.0025 |
| Front Load | 0 |
| Initial Purchase Amount | 2500 |
| Redeption Fee | 0 |
| Prospectus | 0.0502 |
Overview
| 52 Week High | 11.94 |
|---|---|
| 52 Week Low | 9.25 |
| Market Cap | 277.37M |
| Shares Outstanding | 24.04M |
| Income Dividend Yield | 3.61% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 3.61% |
Returns Annualized
| One Day | -66.40% |
|---|---|
| Five Days | -29.43% |
| One Months | -20.34% |
| Three Months | 0.35% |
| Six Months | 33.01% |
| Nine Months | 18.92% |
| One Year | 23.29% |
| Three Years | 19.19% |
| Five Years | 6.56% |
| Ten Years | -999 |
| YTD | 40.92% |
| Since Inception | 3.92% |
Returns Total
| One Day | -0.43% |
|---|---|
| Five Days | -0.69% |
| One Month | -1.79% |
| Three Months | 0.09% |
| Six Months | 15.05% |
| Nine Months | 13.71% |
| One Year | 23.26% |
| Three Years | 68.89% |
| Five Years | 37.27% |
| Ten Years | -999 |
| YTD | 19.34% |
| Since Inception | 29.60% |
Yearly Returns
| 2024 | 19.34% |
|---|---|
| 2023 | 7.24% |
| 2022 | 24.84% |
| 2021 | 14.04% |
| 2020 | -21.20% |
| 2019 | -3.25% |
| 2018 | -7.72% |
| 2017 | 1.11% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | 12.74% |
|---|---|
| Beta | 0.22 |
| Correlation | 24.61% |
| Downside Deviation | 2.48% |
| Coefficient of determination | 6.06% |
| Standard Deviation | 2.90% |
| Sharpe Ratio | -0.54 |
| Sortino | -2.19 |
| Treynor | 80.85 |
| Ulcer Index | 2.98 |
| Ulcer Performance Index | -1.82 |