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AMOMX: AQR LARGE CAP MOMENTUM STYLE FUND CLASS I (MUTUAL FUND)
Basic Info 21.04 0.06(0.28%) May 01
Asset Class: | LARGE GROWTH |
MyPlanIQ Rating: | (63%) |
Start Date: | 07/10/2009 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 9.41% |
Expenses | 0.41% |
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Performance Analytics (As of 05/01/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/10/2009 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.8 | 9.5 | 25.8 | 7.0 | 13.2 | 12.0 | 14.1 | 18.2 | -18.2 | 26.6 | 26.9 | 29.2 | -4.0 | 22.7 | 4.6 | 3.0 | 9.8 | 35.2 | 17.5 | -2.7 | 19.1 | 25.6 |
Sharpe Ratio | NA | 2.42 | 2.02 | 0.24 | 0.49 | 0.55 | 0.68 | 1.08 | -0.79 | 0.94 | 0.74 | 2.22 | -0.26 | 2.46 | 0.34 | 0.18 | 0.64 | 2.62 | 1.42 | -0.1 | 0.8 | 4.21 |
Draw Down(%) | NA | 6.8 | 9.7 | 34.8 | 34.8 | 34.8 | 34.8 | 9.7 | 25.0 | 13.4 | 34.3 | 5.4 | 23.3 | 3.5 | 12.5 | 11.8 | 10.6 | 7.1 | 8.3 | 23.1 | 19.5 | 5.3 |
Standard Deviation(%) | NA | 15.5 | 13.7 | 22.6 | 24.7 | 20.4 | 20.1 | 13.0 | 24.9 | 28.4 | 35.6 | 12.5 | 20.2 | 9.0 | 13.1 | 16.0 | 15.3 | 13.4 | 12.4 | 26.4 | 23.9 | 14.4 |
Treynor Ratio | NA | 0.47 | 0.39 | 0.08 | 0.16 | 0.14 | 0.16 | 0.25 | -0.31 | 0.35 | 0.27 | 0.5 | -0.06 | 0.24 | 0.05 | 0.03 | 0.09 | 0.33 | 0.22 | -0.03 | 0.16 | 0.75 |
Alpha | NA | 0.05 | 0.01 | 0.03 | 0.01 | 0.0 | 0.0 | -0.03 | 0.04 | 0.07 | -0.08 | 0.02 | -0.02 | -0.02 | 0.02 | -0.02 | -0.02 | -0.01 | 0.01 | -0.01 | 0.02 | 0.02 |
Beta | NA | 0.8 | 0.72 | 0.63 | 0.76 | 0.79 | 0.84 | 0.56 | 0.62 | 0.75 | 0.97 | 0.56 | 0.95 | 0.93 | 0.85 | 0.96 | 1.1 | 1.07 | 0.81 | 0.98 | 1.22 | 0.81 |
RSquared | NA | 0.96 | 0.86 | 0.53 | 0.7 | 0.74 | 0.79 | 0.67 | 0.86 | 0.3 | 0.94 | 0.66 | 0.97 | 0.79 | 0.91 | 0.94 | 0.95 | 0.93 | 0.9 | 0.96 | 0.95 | 0.94 |
Yield(%) | N/A | 0.0 | 14.2 | 12.1 | 14.2 | 11.9 | N/A | 14.7 | 8.1 | 19.3 | 17.4 | 12.0 | 10.4 | 9.3 | 8.1 | 8.0 | 10.0 | 6.1 | 1.8 | 0.8 | 1.0 | 3.6 |
Dividend Growth(%) | N/A | -100.0 | 32.8 | 12.0 | 64.5 | N/A | N/A | 32.8 | -54.8 | 18.4 | 72.4 | -1.8 | 27.8 | 12.8 | -6.0 | -19.4 | 106.0 | 300.0 | 108.3 | 0.0 | -66.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/10/2009
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