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QGMNX: AQR GLOBAL MACRO FUND CLASS N (MUTUAL FUND)
Basic Info 10.25 0.06(0.59%) March 28
Asset Class: | EQUITY |
MyPlanIQ Rating: | (55%) |
Start Date: | 04/11/2014 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 7.55% |
Expenses | 1.61% |
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Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.7 | 5.8 | 6.5 | 7.8 | 6.4 | 5.9 | -0.2 | 28.9 | -6.0 | 0.5 | 4.3 | 7.6 | -3.7 | -0.2 | 1.4 | -0.3 |
Sharpe Ratio | NA | 2.34 | 0.24 | 0.5 | 0.48 | 0.32 | -0.45 | 2.05 | -0.65 | 0.04 | 0.53 | 0.89 | -0.9 | -0.08 | 0.2 | -0.1 |
Draw Down(%) | NA | 3.3 | 5.1 | 10.5 | 12.2 | 12.2 | 10.3 | 7.3 | 12.2 | 6.8 | 5.0 | 5.3 | 7.7 | 7.6 | 3.8 | 4.3 |
Standard Deviation(%) | NA | 8.1 | 8.9 | 11.0 | 9.6 | 8.0 | 10.0 | 13.5 | 9.3 | 7.7 | 5.5 | 7.0 | 4.8 | 5.2 | 6.9 | 5.0 |
Treynor Ratio | NA | 3.58 | -0.97 | -0.26 | -0.96 | -0.6 | 0.43 | -0.9 | -0.63 | 0.07 | 0.23 | -1.45 | -2.18 | 0.06 | -0.3 | -0.04 |
Alpha | NA | 0.06 | 0.01 | 0.03 | 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 | 0.05 | -0.02 | -0.21 | -0.05 | -0.04 | -0.11 | -0.31 | 0.1 | 0.05 | 0.13 | -0.04 | 0.02 | -0.07 | -0.05 | 0.12 |
RSquared | NA | 0.01 | 0.0 | 0.12 | 0.01 | 0.01 | 0.02 | 0.32 | 0.02 | 0.04 | 0.08 | 0.01 | 0.0 | 0.03 | 0.01 | 0.07 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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