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QCELX: AQR LARGE CAP MULTI-STYLE FUND CLASS I (MUTUAL FUND)
Basic Info 18.67 0.25(1.36%) April 23
Asset Class: | EQUITY |
MyPlanIQ Rating: | (55%) |
Start Date: | 04/05/2013 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 8.85% |
Expenses | 0.31% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.6 | 9.1 | 31.2 | 8.9 | 13.1 | 10.9 | 10.9 | 26.3 | -15.9 | 27.4 | 15.1 | 24.3 | -11.0 | 24.3 | 7.1 | -0.3 | 14.9 | 24.6 |
Sharpe Ratio | NA | 1.67 | 1.85 | 0.33 | 0.51 | 0.53 | 0.62 | 1.58 | -0.7 | 2.02 | 0.43 | 1.75 | -0.69 | 3.08 | 0.49 | -0.02 | 1.1 | 2.61 |
Draw Down(%) | NA | 5.7 | 8.6 | 21.8 | 35.0 | 35.0 | 35.0 | 8.9 | 21.8 | 5.3 | 35.0 | 8.1 | 22.6 | 3.3 | 13.7 | 11.2 | 10.2 | 5.8 |
Standard Deviation(%) | NA | 12.2 | 12.7 | 18.0 | 21.7 | 18.3 | 17.9 | 14.1 | 24.7 | 13.6 | 34.5 | 13.1 | 17.7 | 7.7 | 14.2 | 15.7 | 13.4 | 13.3 |
Treynor Ratio | NA | 0.2 | 0.23 | 0.06 | 0.11 | 0.1 | 0.11 | 0.22 | -0.18 | 0.29 | 0.15 | 0.22 | -0.12 | 0.23 | 0.07 | 0.0 | 0.13 | 0.31 |
Alpha | NA | 0.04 | 0.02 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.02 | 0.01 | -0.02 | -0.02 | -0.02 | 0.01 | -0.02 | 0.0 | 0.0 | 0.0 |
Beta | NA | 1.0 | 1.01 | 0.98 | 0.98 | 0.99 | 1.0 | 1.01 | 0.98 | 0.95 | 0.98 | 1.02 | 1.04 | 1.05 | 1.03 | 1.0 | 1.12 | 1.11 |
RSquared | NA | 0.95 | 0.94 | 0.96 | 0.97 | 0.97 | 0.97 | 0.93 | 0.97 | 0.91 | 0.99 | 0.98 | 0.99 | 0.92 | 0.97 | 0.95 | 0.96 | 0.95 |
Yield(%) | N/A | 0.0 | 14.4 | 10.6 | 11.0 | 9.0 | N/A | 15.3 | 8.3 | 14.2 | 10.3 | 6.3 | 6.4 | 2.8 | 1.4 | 0.9 | 2.0 | 0.9 |
Dividend Growth(%) | N/A | -100.0 | 37.6 | N/A | N/A | N/A | N/A | 37.6 | -32.5 | 40.8 | 94.6 | -19.3 | 185.0 | 110.5 | 58.3 | -50.0 | 166.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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