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AQMNX: AQR MANAGED FUTURES STRATEGY FUND CLASS N (MUTUAL FUND)
Basic Info 9.2 0.04(0.44%) April 24
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (87%) |
Start Date: | 01/05/2010 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 12.42% |
Expenses | 1.18% |
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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 01/05/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.2 | 13.3 | 18.5 | 14.8 | 8.8 | 4.2 | 3.2 | 1.8 | 34.8 | -7.2 | -0.6 | 1.6 | -9.1 | -1.2 | -8.7 | 1.7 | 9.3 | 9.1 | 2.7 | -6.6 | 5.8 |
Sharpe Ratio | NA | 5.32 | 1.63 | 1.07 | 0.7 | 0.32 | 0.26 | -0.24 | 2.5 | -0.6 | -0.09 | 0.02 | -1.04 | -0.26 | -0.84 | 0.16 | 1.1 | 1.1 | 0.32 | -0.74 | 0.67 |
Draw Down(%) | NA | 1.9 | 7.4 | 10.6 | 12.9 | 27.5 | 27.5 | 7.4 | 9.2 | 12.8 | 10.0 | 10.8 | 14.7 | 10.8 | 15.0 | 11.3 | 8.0 | 7.6 | 7.9 | 10.0 | 5.2 |
Standard Deviation(%) | NA | 8.9 | 9.5 | 11.4 | 10.5 | 10.0 | 9.6 | 10.2 | 13.4 | 12.0 | 9.3 | 8.2 | 10.1 | 6.9 | 10.6 | 10.8 | 8.5 | 8.3 | 8.2 | 9.0 | 8.6 |
Treynor Ratio | NA | 1.67 | -1.32 | -0.82 | -0.75 | -0.43 | -0.88 | 0.15 | -1.39 | -0.37 | 0.11 | -0.01 | -0.7 | -0.03 | 0.25 | -0.11 | 0.28 | 0.24 | -0.43 | 2.8 | 0.28 |
Alpha | NA | 0.14 | 0.06 | 0.05 | 0.03 | 0.02 | 0.01 | 0.01 | 0.1 | -0.05 | 0.0 | 0.01 | -0.04 | -0.05 | -0.02 | 0.01 | 0.02 | -0.01 | 0.02 | -0.03 | 0.01 |
Beta | NA | 0.28 | -0.12 | -0.15 | -0.1 | -0.08 | -0.03 | -0.17 | -0.24 | 0.19 | -0.07 | -0.12 | 0.15 | 0.6 | -0.35 | -0.15 | 0.33 | 0.38 | -0.06 | -0.02 | 0.21 |
RSquared | NA | 0.13 | 0.02 | 0.05 | 0.04 | 0.02 | 0.0 | 0.05 | 0.19 | 0.05 | 0.07 | 0.03 | 0.06 | 0.33 | 0.18 | 0.05 | 0.2 | 0.26 | 0.01 | 0.0 | 0.19 |
Yield(%) | N/A | 0.0 | 7.9 | 9.3 | 6.5 | 4.4 | N/A | 7.7 | 15.0 | 6.0 | 3.9 | 2.9 | 0.0 | 0.0 | 0.0 | 6.0 | 8.9 | 1.1 | 0.8 | 0.5 | 3.0 |
Dividend Growth(%) | N/A | -100.0 | -39.4 | 296.4 | 77.1 | N/A | N/A | -39.4 | 131.9 | 46.9 | 33.3 | N/A | N/A | N/A | -100.0 | -31.2 | 745.5 | 37.5 | 60.0 | -83.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/05/2010
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