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QCERX: AQR LARGE CAP MULTI-STYLE FUND CLASS R6 (MUTUAL FUND)
Basic Info 18.64 0.25(1.36%) April 23
Asset Class: | EQUITY |
MyPlanIQ Rating: | (55%) |
Start Date: | 07/15/2014 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 8.95% |
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 | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.6 | 9.2 | 31.4 | 9.1 | 13.2 | 11.0 | 26.4 | -15.8 | 27.6 | 15.1 | 24.4 | -10.9 | 24.4 | 7.2 | -0.2 | 5.7 |
Sharpe Ratio | NA | 1.7 | 1.86 | 0.34 | 0.51 | 0.5 | 1.58 | -0.7 | 2.03 | 0.43 | 1.76 | -0.69 | 3.12 | 0.5 | -0.02 | 0.88 |
Draw Down(%) | NA | 5.7 | 8.6 | 21.8 | 35.0 | 35.0 | 8.8 | 21.8 | 5.3 | 35.0 | 8.1 | 22.6 | 3.3 | 13.7 | 11.2 | 9.9 |
Standard Deviation(%) | NA | 12.2 | 12.8 | 18.0 | 21.7 | 18.4 | 14.2 | 24.7 | 13.6 | 34.5 | 13.1 | 17.7 | 7.7 | 14.1 | 15.7 | 14.3 |
Treynor Ratio | NA | 0.21 | 0.23 | 0.06 | 0.11 | 0.09 | 0.22 | -0.18 | 0.29 | 0.15 | 0.23 | -0.12 | 0.23 | 0.07 | 0.0 | 0.11 |
Alpha | NA | 0.04 | 0.02 | 0.01 | 0.0 | 0.0 | 0.0 | 0.02 | 0.01 | -0.02 | -0.02 | -0.02 | 0.01 | -0.02 | 0.0 | 0.0 |
Beta | NA | 1.0 | 1.01 | 0.98 | 0.98 | 0.99 | 1.01 | 0.98 | 0.95 | 0.98 | 1.02 | 1.04 | 1.04 | 1.02 | 1.0 | 1.11 |
RSquared | NA | 0.96 | 0.93 | 0.96 | 0.97 | 0.97 | 0.93 | 0.97 | 0.91 | 0.99 | 0.98 | 0.99 | 0.92 | 0.97 | 0.95 | 0.97 |
Yield(%) | N/A | 0.0 | 14.6 | 10.7 | 11.1 | N/A | 15.5 | 8.4 | 14.3 | 10.4 | 6.4 | 6.5 | 2.8 | 1.6 | 1.0 | 1.9 |
Dividend Growth(%) | N/A | -100.0 | 37.2 | N/A | N/A | N/A | 37.2 | -32.3 | 40.3 | 92.6 | -19.0 | 182.9 | 95.2 | 50.0 | -46.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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