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AQRNX: AQR RISK PARITY FUND CLASS N (MUTUAL FUND)
Basic Info 10.14 0.05(0.49%) April 24
Asset Class: | World Allocation |
MyPlanIQ Rating: | (20%) |
Start Date: | 10/01/2010 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 6.06% |
Expenses | 0.91% |
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Performance Analytics (As of 04/23/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 10/01/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | 5.7 | 13.6 | 4.5 | 6.2 | 5.2 | 5.9 | 11.4 | -11.1 | 7.4 | 2.4 | 22.0 | -7.2 | 16.1 | 9.7 | -8.2 | 6.7 | -0.2 | 14.3 | 5.1 | 4.7 |
Sharpe Ratio | NA | 1.96 | 1.07 | 0.2 | 0.46 | 0.47 | 0.6 | 0.87 | -1.1 | 0.67 | 0.19 | 2.57 | -1.02 | 2.39 | 1.22 | -1.04 | 0.97 | -0.03 | 2.3 | 0.61 | 1.74 |
Draw Down(%) | NA | 2.9 | 5.8 | 15.6 | 17.7 | 17.7 | 17.7 | 5.8 | 15.6 | 6.7 | 17.7 | 4.4 | 12.5 | 3.8 | 6.6 | 16.0 | 6.1 | 13.5 | 3.7 | 8.5 | 6.4 |
Standard Deviation(%) | NA | 6.9 | 8.2 | 9.3 | 9.7 | 8.7 | 8.5 | 8.3 | 11.3 | 10.9 | 11.3 | 8.0 | 8.4 | 6.5 | 7.7 | 7.9 | 6.8 | 8.0 | 6.2 | 8.3 | 11.6 |
Treynor Ratio | NA | 0.2 | 0.11 | 0.04 | 0.11 | 0.08 | 0.1 | 0.11 | -0.27 | 0.21 | 2.04 | 0.29 | -0.13 | 0.14 | 0.15 | -0.12 | 0.1 | 0.0 | 0.26 | 0.12 | 0.2 |
Alpha | NA | 0.05 | 0.02 | 0.02 | 0.01 | 0.01 | 0.01 | 0.0 | -0.02 | 0.03 | 0.01 | 0.03 | -0.01 | 0.0 | 0.03 | -0.03 | 0.02 | -0.04 | 0.03 | 0.03 | -0.01 |
Beta | NA | 0.68 | 0.76 | 0.54 | 0.41 | 0.48 | 0.5 | 0.68 | 0.47 | 0.36 | 0.01 | 0.71 | 0.65 | 1.12 | 0.61 | 0.69 | 0.65 | 0.74 | 0.55 | 0.42 | 1.0 |
RSquared | NA | 0.66 | 0.58 | 0.43 | 0.27 | 0.31 | 0.35 | 0.49 | 0.4 | 0.14 | 0.01 | 0.27 | 0.43 | 0.46 | 0.44 | 0.5 | 0.41 | 0.49 | 0.56 | 0.55 | 0.67 |
Yield(%) | N/A | 0.0 | 2.3 | 4.7 | 4.6 | 5.4 | N/A | 2.4 | 5.6 | 6.6 | 0.7 | 8.4 | 6.1 | 10.8 | 7.0 | 2.3 | 12.5 | 5.9 | 5.8 | 1.9 | 1.2 |
Dividend Growth(%) | N/A | -100.0 | -64.4 | 4.3 | -44.1 | N/A | N/A | -64.4 | -9.2 | 828.6 | -90.3 | 20.0 | -40.6 | 60.3 | 173.9 | -82.8 | 97.1 | 9.7 | 210.0 | 66.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/01/2010
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