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QEENX: AQR EMERGING MULTI-STYLE FUND CLASS N (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 | 1.12% |
Expenses | 0.95% |
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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 | 3.5 | 4.4 | 6.0 | 2.5 | -8.6 | 14.5 | 12.4 | -16.1 | 36.4 | 5.7 | -16.7 | -1.6 |
Sharpe Ratio | NA | 0.2 | 0.17 | 0.28 | 0.11 | -0.65 | 0.48 | 0.75 | -0.98 | 3.6 | 0.31 | -0.91 | -0.2 |
Draw Down(%) | NA | 18.9 | 34.6 | 41.7 | 41.7 | 18.9 | 34.6 | 10.9 | 27.4 | 4.8 | 13.2 | 28.4 | 14.4 |
Standard Deviation(%) | NA | 17.7 | 21.9 | 18.9 | 18.4 | 18.4 | 29.7 | 14.6 | 17.8 | 10.0 | 17.8 | 18.3 | 12.3 |
Treynor Ratio | NA | 0.07 | 0.05 | 0.07 | 0.03 | -0.37 | 0.19 | 0.13 | -0.21 | 0.43 | 0.05 | -0.19 | -0.04 |
Alpha | NA | -0.04 | -0.03 | -0.02 | -0.03 | -0.08 | 0.0 | -0.04 | -0.05 | 0.06 | -0.02 | -0.07 | -0.05 |
Beta | NA | 0.48 | 0.72 | 0.74 | 0.77 | 0.33 | 0.74 | 0.83 | 0.82 | 0.83 | 1.02 | 0.88 | 0.71 |
RSquared | NA | 0.16 | 0.61 | 0.58 | 0.57 | 0.06 | 0.77 | 0.52 | 0.6 | 0.34 | 0.6 | 0.55 | 0.43 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 1.7 | 1.8 | 1.9 | 1.8 | 1.2 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 26.7 | 0.0 | -16.7 | 50.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/14/2014
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