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AQMIX: AQR MANAGED FUTURES STRATEGY FUND CLASS I (MUTUAL FUND)
Basic Info 8.65 0.08(0.93%) December 02
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: | (90%) |
| Start Date: | 01/06/2010 |
| Last Dividend Date: | 12/18/2023 |
| 12-Mo. Yield | 7.62% |
| Expenses | 1.18% |
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Performance Analytics (As of 11/29/2024)
Not up-to-date? Try| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 01/06/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.9 | 5.5 | 3.6 | 13.5 | 7.8 | 2.7 | 2.8 | 2.1 | 35.1 | -0.8 | -0.4 | 1.9 | -8.9 | -1.0 | -8.4 | 2.0 | 9.7 | 9.4 | 3.0 | -6.4 | 6.1 |
| Sharpe Ratio | NA | -0.2 | -0.38 | 0.75 | 0.46 | 0.07 | 0.17 | -0.21 | 2.54 | -0.06 | -0.07 | 0.06 | -1.01 | -0.23 | -0.81 | 0.18 | 1.15 | 1.12 | 0.36 | -0.71 | 0.71 |
| Draw Down(%) | NA | 13.6 | 13.6 | 13.6 | 13.6 | 26.5 | 26.5 | 7.3 | 9.1 | 9.4 | 9.9 | 10.7 | 14.6 | 10.7 | 14.8 | 11.3 | 7.9 | 7.4 | 7.7 | 9.8 | 5.1 |
| Standard Deviation(%) | NA | 10.0 | 9.9 | 12.3 | 11.4 | 10.5 | 9.9 | 10.2 | 13.3 | 13.5 | 9.3 | 8.2 | 10.1 | 6.9 | 10.7 | 10.8 | 8.4 | 8.4 | 8.2 | 9.1 | 8.7 |
| Treynor Ratio | NA | -0.07 | -0.13 | -0.65 | -0.66 | -0.11 | -0.88 | 0.12 | -1.41 | -0.04 | 0.09 | -0.04 | -0.66 | -0.03 | 0.25 | -0.13 | 0.29 | 0.24 | -0.59 | 2.37 | 0.29 |
| Alpha | NA | -0.03 | -0.04 | 0.04 | 0.03 | 0.01 | 0.01 | 0.01 | 0.1 | -0.02 | 0.01 | 0.02 | -0.04 | -0.05 | -0.02 | 0.01 | 0.02 | -0.01 | 0.02 | -0.02 | 0.01 |
| Beta | NA | 0.3 | 0.28 | -0.14 | -0.08 | -0.07 | -0.02 | -0.18 | -0.24 | 0.19 | -0.07 | -0.12 | 0.15 | 0.6 | -0.35 | -0.15 | 0.34 | 0.39 | -0.05 | -0.03 | 0.21 |
| RSquared | NA | 0.14 | 0.12 | 0.04 | 0.02 | 0.01 | 0.0 | 0.05 | 0.19 | 0.04 | 0.07 | 0.03 | 0.07 | 0.34 | 0.18 | 0.05 | 0.2 | 0.26 | 0.01 | 0.0 | 0.2 |
| Yield(%) | N/A | 0.0 | 7.7 | 9.9 | 7.1 | 4.1 | N/A | 8.0 | 15.2 | 6.4 | 5.0 | 3.1 | 0.0 | 0.0 | 0.0 | 6.2 | 9.2 | 1.1 | 0.8 | 0.7 | 3.1 |
| Dividend Growth(%) | N/A | -100.0 | -38.1 | 240.1 | 82.5 | N/A | N/A | -38.1 | 120.6 | 20.8 | 60.4 | N/A | N/A | -100.0 | -99.7 | -31.5 | 804.7 | 42.7 | 1.4 | -75.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/06/2010
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