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QDSIX: AQR Diversifying Strategies Fund (MUTUAL FUND)
Basic Info 12.56 0.03(0.24%) April 23
Asset Class: | EQUITY |
MyPlanIQ Rating: | (18%) |
Start Date: | 06/11/2020 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 7.98% |
Expenses | 1.37% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | Since 12/09/2020 |
2023 | 2022 | 2021 | 2020 | |
---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | 11.9 | 9.0 | 8.8 | 11.1 | -2.2 | 14.5 | 10.9 | 5.9 |
Sharpe Ratio | NA | 8.0 | 0.37 | 0.68 | 1.04 | -0.52 | 1.63 | 1.81 | 2.18 |
Draw Down(%) | NA | 1.1 | 11.3 | 11.3 | 11.3 | 11.4 | 7.1 | 3.8 | 2.5 |
Standard Deviation(%) | NA | 4.9 | 11.8 | 9.1 | 8.4 | 12.4 | 8.1 | 6.0 | 4.9 |
Treynor Ratio | NA | 10.7 | 1.36 | -1.36 | -30.51 | -5.8 | -1.28 | 0.58 | 0.8 |
Alpha | NA | 0.13 | 0.02 | 0.03 | 0.03 | -0.02 | 0.04 | 0.02 | 0.02 |
Beta | NA | 0.04 | 0.03 | -0.05 | 0.0 | 0.01 | -0.1 | 0.19 | 0.13 |
RSquared | NA | 0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.1 | 0.18 | 0.22 |
Yield(%) | N/A | 0.0 | 0.2 | 4.8 | N/A | 0.2 | 8.7 | 6.4 | 2.0 |
Dividend Growth(%) | N/A | -100.0 | -97.9 | N/A | N/A | -97.9 | 42.4 | 230.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/09/2020
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