Find A Portfolio/Ticker
Comparison Box
QERNX: AQR EMERGING RELAXED CONSTRAINT EQUITY FUND CLASS N (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 | 1.53% |
Expenses | 1.44% |
Sign up to get fund ranking change alerts |
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 | 8.1 | -3.2 | -6.8 | 0.0 | 6.6 | -20.4 | 36.9 | -0.4 |
Sharpe Ratio | NA | -0.1 | 0.1 | 0.24 | 0.0 | 0.37 | -1.08 | 3.39 | -0.95 |
Draw Down(%) | NA | 13.7 | 29.9 | 29.9 | 0.0 | 13.7 | 29.7 | 4.4 | 2.0 |
Standard Deviation(%) | NA | 12.6 | 15.3 | 15.2 | NA | 13.9 | 20.1 | 10.8 | 9.6 |
Treynor Ratio | NA | -0.02 | 0.02 | 0.04 | NA | 0.06 | -0.24 | 0.42 | 2.87 |
Alpha | NA | -0.07 | -0.04 | -0.03 | 0.0 | -0.06 | -0.07 | 0.06 | -0.04 |
Beta | NA | 0.76 | 0.87 | 0.87 | 0.0 | 0.82 | 0.91 | 0.86 | -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 | 1.0 | N/A | 0.0 | 0.0 | 1.2 | 1.4 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | -100.0 | 21.4 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See EQUITY Asset Class Trend Rankings |