QRPRX
AQR Alternative Risk Premia-R6
$11.70
-0.05 (-0.43%)
Currency in USD / Last Updated: 7/9/2024
| Category | Multistrategy |
|---|---|
| Market Cap | 277.393M |
| 52 Week High | 12.1 |
| 52 Week Low | 9.338 |
Customize MutualFund.com
Log in or sign up to get started.
Key Data
| Symbol | QRPRX |
|---|---|
| Type | Mutual Fund |
| Category | Multistrategy |
| Price | 11.7 |
| Price Yesterday | 11.75 |
| Market Cap | 277.39 |
| YTD Return | 19.63% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 50000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0467 |
Overview
| 52 Week High | 12.10 |
|---|---|
| 52 Week Low | 9.34 |
| Market Cap | 277.39M |
| Shares Outstanding | 23.71M |
| Income Dividend Yield | 3.84% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 3.84% |
Returns Annualized
| One Day | -65.89% |
|---|---|
| Five Days | -29.09% |
| One Months | -19.25% |
| Three Months | 1.05% |
| Six Months | 33.52% |
| Nine Months | 19.45% |
| One Year | 23.81% |
| Three Years | 19.60% |
| Five Years | 6.95% |
| Ten Years | -999 |
| YTD | 41.60% |
| Since Inception | 4.28% |
Returns Total
| One Day | -0.43% |
|---|---|
| Five Days | -0.68% |
| One Month | -1.68% |
| Three Months | 0.26% |
| Six Months | 15.27% |
| Nine Months | 14.08% |
| One Year | 23.78% |
| Three Years | 70.60% |
| Five Years | 39.78% |
| Ten Years | -999 |
| YTD | 19.63% |
| Since Inception | 32.71% |
Yearly Returns
| 2024 | 19.63% |
|---|---|
| 2023 | 7.50% |
| 2022 | 25.46% |
| 2021 | 14.31% |
| 2020 | -20.90% |
| 2019 | -2.94% |
| 2018 | -7.40% |
| 2017 | 1.21% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | 13.12% |
|---|---|
| Beta | 0.23 |
| Correlation | 25.06% |
| Downside Deviation | 2.48% |
| Coefficient of determination | 6.28% |
| Standard Deviation | 2.92% |
| Sharpe Ratio | -0.49 |
| Sortino | -1.98 |
| Treynor | 81.06 |
| Ulcer Index | 2.91 |
| Ulcer Performance Index | -1.68 |