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QECRX: AQR EMERGING MULTI-STYLE FUND CLASS R6 (MUTUAL FUND)
Basic Info
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 07/15/2014 |
Last Dividend Date: | 03/02/2021 |
12-Mo. Yield | 1.43% |
Expenses | 0.60% |
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Performance Analytics (As of 09/16/2021)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Inception** | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 1.3 | 3.9 | 5.8 | 1.9 | -10.7 | 14.6 | 12.4 | -15.8 | 36.9 | 6.0 | -16.5 | -5.8 |
Sharpe Ratio | NA | 0.06 | 0.14 | 0.26 | 0.07 | -0.72 | 0.48 | 0.74 | -0.96 | 3.63 | 0.32 | -0.9 | -0.86 |
Draw Down(%) | NA | 20.8 | 34.6 | 41.2 | 41.2 | 20.8 | 34.6 | 11.2 | 27.2 | 4.8 | 13.3 | 28.3 | 14.2 |
Standard Deviation(%) | NA | 19.4 | 22.4 | 19.3 | 18.8 | 20.7 | 29.8 | 14.8 | 17.9 | 10.0 | 18.0 | 18.4 | 14.0 |
Treynor Ratio | NA | 0.03 | 0.04 | 0.07 | 0.02 | -0.48 | 0.19 | 0.13 | -0.21 | 0.44 | 0.06 | -0.19 | -0.16 |
Alpha | NA | -0.05 | -0.03 | -0.02 | -0.03 | -0.09 | 0.0 | -0.04 | -0.05 | 0.06 | -0.02 | -0.07 | -0.08 |
Beta | NA | 0.47 | 0.72 | 0.74 | 0.77 | 0.31 | 0.74 | 0.82 | 0.82 | 0.83 | 1.02 | 0.89 | 0.75 |
RSquared | NA | 0.13 | 0.59 | 0.56 | 0.56 | 0.04 | 0.77 | 0.5 | 0.61 | 0.34 | 0.59 | 0.55 | 0.46 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 2.0 | 2.3 | 2.3 | 2.0 | 1.3 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 21.1 | 5.6 | -10.0 | 42.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/11/2014
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