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AQRIX: AQR RISK PARITY FUND CLASS I (MUTUAL FUND)
Basic Info 10.48 0.01(0.10%) January 14
| Asset Class: | World Allocation |
| MyPlanIQ Rating: | (43%) |
| Start Date: | 10/01/2010 |
| Last Dividend Date: | 12/18/2023 |
| 12-Mo. Yield | 0.00% |
| Expenses | 0.91% |
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Performance Analytics (As of 01/10/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 10/01/2010 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.2 | 0.3 | 8.4 | 3.3 | 4.7 | 5.6 | 6.2 | 8.6 | 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 | 0.79 | 0.29 | -0.09 | 0.22 | 0.45 | 0.59 | 0.22 | 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 | 0.7 | 6.3 | 15.5 | 17.7 | 17.7 | 17.7 | 6.3 | 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 | 5.3 | 9.3 | 9.7 | 9.9 | 8.9 | 8.6 | 9.4 | 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 | 0.11 | 0.04 | -0.02 | 0.05 | 0.08 | 0.1 | 0.03 | 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 | 0.06 | 0.02 | 0.01 | 0.01 | 0.01 | 0.01 | 0.02 | 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 | 0.39 | 0.7 | 0.57 | 0.43 | 0.49 | 0.51 | 0.71 | 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 | 0.67 | 0.58 | 0.47 | 0.3 | 0.33 | 0.36 | 0.58 | 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 | 0.0 | 2.6 | 3.3 | 4.9 | N/A | 0.0 | 2.6 | 5.7 | 6.9 | 1.1 | 10.8 | 6.4 | 11.0 | 7.3 | 2.2 | 13.0 | 6.3 | 5.8 | 2.1 | 1.2 |
| Dividend Growth(%) | N/A | N/A | -100.0 | -51.1 | -53.5 | N/A | N/A | -100.0 | -61.6 | -10.5 | 529.4 | -88.4 | 47.9 | -39.2 | 55.8 | 189.9 | -83.6 | 90.2 | 17.5 | 186.6 | 87.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/01/2010
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See World Allocation Asset Class Trend Rankings |
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