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QEELX: AQR EMERGING MULTI-STYLE FUND CLASS I (MUTUAL FUND)
Basic Info
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 05/16/2014 |
Last Dividend Date: | 03/02/2021 |
12-Mo. Yield | 1.34% |
Expenses | 0.70% |
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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 | 1.8 | 4.0 | 5.8 | 2.5 | -10.2 | 14.5 | 12.3 | -15.9 | 36.8 | 5.9 | -16.6 | -1.3 |
Sharpe Ratio | NA | 0.09 | 0.15 | 0.26 | 0.11 | -0.7 | 0.48 | 0.74 | -0.97 | 3.6 | 0.32 | -0.91 | -0.17 |
Draw Down(%) | NA | 20.4 | 34.7 | 41.4 | 41.4 | 20.4 | 34.7 | 11.1 | 27.3 | 4.8 | 13.2 | 28.3 | 14.2 |
Standard Deviation(%) | NA | 19.0 | 22.3 | 19.2 | 18.6 | 20.2 | 29.8 | 14.8 | 17.8 | 10.1 | 17.9 | 18.2 | 12.3 |
Treynor Ratio | NA | 0.04 | 0.05 | 0.07 | 0.03 | -0.46 | 0.19 | 0.13 | -0.21 | 0.44 | 0.06 | -0.19 | -0.03 |
Alpha | NA | -0.05 | -0.03 | -0.03 | -0.03 | -0.09 | 0.0 | -0.04 | -0.05 | 0.06 | -0.02 | -0.07 | -0.05 |
Beta | NA | 0.48 | 0.72 | 0.74 | 0.77 | 0.31 | 0.75 | 0.83 | 0.82 | 0.83 | 1.02 | 0.88 | 0.71 |
RSquared | NA | 0.14 | 0.59 | 0.57 | 0.56 | 0.05 | 0.77 | 0.5 | 0.61 | 0.34 | 0.6 | 0.55 | 0.43 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/14/2014
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