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QERIX: AQR EMERGING RELAXED CONSTRAINT EQUITY FUND CLASS I (MUTUAL FUND)
Basic Info
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/15/2016 |
Last Dividend Date: | 12/19/2018 |
12-Mo. Yield | 2.00% |
Expenses | 1.19% |
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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 |
2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 8.2 | -3.0 | -6.6 | 0.0 | 6.7 | -20.2 | 37.3 | -0.4 |
Sharpe Ratio | NA | -0.08 | 0.12 | 0.26 | 0.0 | 0.38 | -1.07 | 3.4 | -0.95 |
Draw Down(%) | NA | 13.6 | 29.5 | 29.5 | 0.0 | 13.6 | 29.5 | 4.4 | 2.0 |
Standard Deviation(%) | NA | 12.5 | 15.4 | 15.3 | NA | 13.8 | 20.2 | 10.8 | 9.6 |
Treynor Ratio | NA | -0.01 | 0.02 | 0.05 | NA | 0.06 | -0.24 | 0.42 | 2.87 |
Alpha | NA | -0.07 | -0.03 | -0.03 | 0.0 | -0.06 | -0.07 | 0.06 | -0.04 |
Beta | NA | 0.75 | 0.87 | 0.87 | 0.0 | 0.82 | 0.91 | 0.87 | -0.03 |
RSquared | NA | 0.5 | 0.54 | 0.53 | 0.0 | 0.56 | 0.59 | 0.32 | 0.0 |
Yield(%) | N/A | 0.0 | 1.2 | N/A | 0.0 | 0.0 | 1.6 | 1.7 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | -100.0 | 29.4 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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