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QEMNX: AQR EMERGING MOMENTUM STYLE FUND CLASS N (MUTUAL FUND)
Basic Info
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 05/15/2014 |
Last Dividend Date: | 12/20/2017 |
12-Mo. Yield | - |
Expenses | - |
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Performance Analytics (As of 08/28/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | Since 07/09/2018 |
2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | -3.0 | -21.7 | -17.6 | 44.0 | 1.8 | -13.9 | -3.0 |
Sharpe Ratio | NA | -0.89 | 0.3 | -0.02 | -0.97 | 3.71 | 0.09 | -0.73 | -0.37 |
Draw Down(%) | NA | 28.4 | 28.4 | 34.6 | 28.4 | 6.1 | 13.0 | 27.8 | 15.7 |
Standard Deviation(%) | NA | 19.7 | 16.9 | 16.8 | 19.7 | 11.7 | 17.7 | 19.0 | 12.6 |
Treynor Ratio | NA | -0.2 | 0.05 | 0.0 | -0.22 | 0.47 | 0.02 | -0.16 | -0.06 |
Alpha | NA | -0.04 | -0.01 | -0.03 | -0.04 | 0.08 | -0.04 | -0.06 | -0.07 |
Beta | NA | 0.86 | 0.92 | 0.89 | 0.86 | 0.92 | 0.98 | 0.9 | 0.76 |
RSquared | NA | 0.5 | 0.49 | 0.5 | 0.5 | 0.31 | 0.57 | 0.52 | 0.47 |
Yield(%) | N/A | 0.0 | 1.2 | N/A | 0.0 | 2.4 | 1.3 | 2.2 | 1.6 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | -100.0 | 90.0 | -52.4 | 31.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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