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QGMIX: AQR GLOBAL MACRO FUND CLASS I (MUTUAL FUND)
Basic Info 10.43 0.03(0.29%) April 25
Asset Class: | EQUITY |
MyPlanIQ Rating: | (55%) |
Start Date: | 04/11/2014 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 7.57% |
Expenses | 1.61% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.2 | 6.2 | 8.4 | 8.4 | 5.9 | 4.1 | 6.1 | 0.0 | 29.2 | -5.9 | 0.6 | 4.6 | 7.8 | -3.4 | 0.0 | 1.7 | -0.1 |
Sharpe Ratio | NA | 2.44 | 0.48 | 0.56 | 0.46 | 0.39 | 0.37 | -0.43 | 2.07 | -0.64 | 0.05 | 0.59 | 0.91 | -0.85 | -0.03 | 0.25 | -0.04 |
Draw Down(%) | NA | 3.4 | 4.4 | 10.1 | 12.0 | 12.0 | 12.0 | 10.1 | 7.2 | 12.1 | 6.8 | 4.9 | 5.3 | 7.5 | 7.5 | 3.8 | 4.2 |
Standard Deviation(%) | NA | 8.1 | 8.4 | 11.0 | 9.7 | 8.0 | 8.0 | 10.0 | 13.5 | 9.3 | 7.8 | 5.5 | 7.1 | 4.8 | 5.3 | 6.8 | 5.1 |
Treynor Ratio | NA | -6.72 | -1.79 | -0.28 | -0.89 | -0.7 | -0.66 | 0.4 | -0.9 | -0.62 | 0.08 | 0.26 | -1.42 | -31.29 | 0.03 | -0.42 | -0.02 |
Alpha | NA | 0.07 | 0.02 | 0.03 | 0.02 | 0.02 | 0.01 | -0.01 | 0.08 | -0.03 | 0.0 | 0.0 | 0.02 | -0.02 | 0.0 | 0.01 | -0.01 |
Beta | NA | -0.03 | -0.02 | -0.22 | -0.05 | -0.04 | -0.04 | -0.11 | -0.31 | 0.1 | 0.05 | 0.12 | -0.05 | 0.0 | -0.07 | -0.04 | 0.11 |
RSquared | NA | 0.0 | 0.0 | 0.12 | 0.01 | 0.01 | 0.01 | 0.02 | 0.33 | 0.02 | 0.04 | 0.08 | 0.01 | 0.0 | 0.03 | 0.01 | 0.06 |
Yield(%) | N/A | 0.0 | 9.3 | 6.5 | 4.3 | 3.5 | N/A | 9.2 | 8.9 | 1.4 | 0.9 | 0.0 | 4.1 | 0.0 | 5.7 | 5.1 | 0.4 |
Dividend Growth(%) | N/A | -100.0 | 22.2 | N/A | N/A | N/A | N/A | 22.2 | 523.1 | 44.4 | N/A | -100.0 | N/A | -100.0 | 7.8 | 1175.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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