Find A Portfolio/Ticker
Comparison Box
AQRIX: AQR RISK PARITY FUND CLASS I (MUTUAL FUND)
Basic Info 10.19 0.04(0.39%) April 24
Asset Class: | World Allocation |
MyPlanIQ Rating: | (44%) |
Start Date: | 10/01/2010 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 6.19% |
Expenses | 0.91% |
Sign up to get fund ranking change alerts |
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 | 5.9 | 14.0 | 4.7 | 6.6 | 5.7 | 6.3 | 11.6 | -10.8 | 7.7 | 2.7 | 24.8 | -7.0 | 16.3 | 10.1 | -8.1 | 7.0 | 0.1 | 14.3 | 5.4 | 4.7 |
Sharpe Ratio | NA | 1.96 | 1.09 | 0.23 | 0.5 | 0.52 | 0.65 | 0.9 | -1.08 | 0.7 | 0.22 | 2.88 | -0.98 | 2.42 | 1.29 | -1.02 | 1.03 | 0.01 | 2.3 | 0.65 | 1.73 |
Draw Down(%) | NA | 2.9 | 5.8 | 15.5 | 17.7 | 17.7 | 17.7 | 5.8 | 15.5 | 6.8 | 17.7 | 4.0 | 12.3 | 3.8 | 6.5 | 15.9 | 6.2 | 13.3 | 3.6 | 8.3 | 6.5 |
Standard Deviation(%) | NA | 7.1 | 8.2 | 9.3 | 9.7 | 8.7 | 8.5 | 8.2 | 11.3 | 11.0 | 11.3 | 8.1 | 8.5 | 6.5 | 7.6 | 7.9 | 6.8 | 7.9 | 6.2 | 8.2 | 11.7 |
Treynor Ratio | NA | 0.2 | 0.12 | 0.04 | 0.12 | 0.1 | 0.11 | 0.11 | -0.26 | 0.23 | 2.35 | 0.32 | -0.13 | 0.14 | 0.16 | -0.12 | 0.11 | 0.0 | 0.26 | 0.13 | 0.2 |
Alpha | NA | 0.05 | 0.02 | 0.02 | 0.01 | 0.01 | 0.01 | 0.01 | -0.02 | 0.04 | 0.01 | 0.04 | -0.01 | 0.0 | 0.03 | -0.03 | 0.02 | -0.04 | 0.03 | 0.03 | -0.01 |
Beta | NA | 0.69 | 0.76 | 0.53 | 0.41 | 0.48 | 0.49 | 0.66 | 0.47 | 0.34 | 0.01 | 0.73 | 0.66 | 1.13 | 0.61 | 0.69 | 0.65 | 0.74 | 0.56 | 0.42 | 1.01 |
RSquared | NA | 0.66 | 0.58 | 0.42 | 0.26 | 0.31 | 0.35 | 0.48 | 0.4 | 0.13 | 0.01 | 0.28 | 0.44 | 0.46 | 0.45 | 0.5 | 0.41 | 0.49 | 0.57 | 0.55 | 0.68 |
Yield(%) | N/A | 0.0 | 2.5 | 4.8 | 5.0 | 5.7 | N/A | 2.6 | 5.7 | 6.8 | 1.1 | 10.7 | 6.4 | 11.0 | 7.3 | 2.3 | 13.0 | 6.3 | 5.8 | 2.1 | 1.2 |
Dividend Growth(%) | N/A | -100.0 | -61.7 | -9.6 | -43.7 | N/A | N/A | -61.7 | -10.4 | 509.1 | -88.0 | 46.0 | -38.8 | 56.1 | 187.0 | -83.5 | 90.4 | 17.7 | 181.8 | 83.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/01/2010
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See World Allocation Asset Class Trend Rankings |
Top Rated Funds in World Allocation
Best Mutual Funds
- IVAEX (IVY ASSET STRATEGY FUND CLASS I) 0.05% (99%)
- PAUIX (PIMCO ALL ASSET ALL AUTHORITY FUND INSTITUTIONAL) 0.32% (97%)
- PAAIX (ALL ASSET FUND INSTITUTIONAL) 0.09% (96%)
- PATRX (PIMCO ALL ASSET FUND R) 0.09% (95%)
- WARCX (WELLS FARGO ADVANTAGE ABSOLUTE RETURN FUND CLASS C) 0.09% (94%)
- RSSCX (COLUMBIA GLOBAL OPPORTUNITIES FUND COLUMBIA GLOBAL OPPORTUNITIES FUND CLASS C) (93%)
- PALPX (PIMCO ALL ASSET FUND CLASS P) 0.09% (92%)
- JSPCX (JANUS GLOBAL ALLOCATION FUND - CONSERVATIVE CLASS T) 0.27% (92%)
- GBMFX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS III) 0.08% (92%)
- GBATX (GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND CLASS III) 0.06% (91%)
Best ETFs
- RLY (SPDR® SSgA Multi-Asset Real Return ETF) 0.11% (44%)
- INKM (SPDR® SSgA Income Allocation ETF) 0.07% (43%)
- GAL (SPDR® SSgA Global Allocation ETF) 0.07% (43%)
- GYLD (Arrow Dow Jones Global Yield ETF) 0.77% (42%)
- GMOM (Cambria Global Momentum ETF) 0.28% (2%)
- GAA (Cambria Global Asset Allocation ETF) 0.31% (1%)
Best Closed End Funds
- CHW (Calamos Global Dynamic Income Closed Fund) 0.0% (100%)
- CGO (Calamos Global Total Return Closed Fund) 0.70% (100%)
- RCG (RENN Fund Inc) 5.39% (99%)