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QDSNX: AQR Diversifying Strategies Fund Class N (MUTUAL FUND)
Basic Info 12.46 0.03(0.24%) April 25
Asset Class: | EQUITY |
MyPlanIQ Rating: | (18%) |
Start Date: | 06/11/2020 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 7.78% |
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(%) | 0.2 | 11.3 | 8.5 | 8.4 | 10.8 | -2.3 | 14.3 | 10.6 | 5.8 |
Sharpe Ratio | NA | 7.95 | 0.36 | 0.66 | 1.02 | -0.53 | 1.6 | 1.75 | 2.15 |
Draw Down(%) | NA | 1.1 | 11.2 | 11.2 | 11.2 | 11.3 | 7.2 | 4.0 | 2.5 |
Standard Deviation(%) | NA | 4.9 | 11.7 | 9.0 | 8.4 | 12.3 | 8.1 | 6.0 | 4.9 |
Treynor Ratio | NA | 8.39 | 1.29 | -1.35 | -36.02 | -8.19 | -1.27 | 0.56 | 0.79 |
Alpha | NA | 0.12 | 0.02 | 0.03 | 0.03 | -0.02 | 0.04 | 0.02 | 0.01 |
Beta | NA | 0.05 | 0.03 | -0.04 | 0.0 | 0.01 | -0.1 | 0.19 | 0.13 |
RSquared | NA | 0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.1 | 0.19 | 0.22 |
Yield(%) | N/A | 0.0 | 0.2 | 4.7 | N/A | 0.2 | 8.5 | 6.3 | 1.9 |
Dividend Growth(%) | N/A | -100.0 | -97.8 | N/A | N/A | -97.8 | 41.5 | 242.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/09/2020
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