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QGMRX: AQR GLOBAL MACRO FUND CLASS R6 (MUTUAL FUND)
Basic Info 10.36 0.02(0.19%) March 27
Asset Class: | EQUITY |
MyPlanIQ Rating: | (55%) |
Start Date: | 09/04/2014 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 7.58% |
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 07/10/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.7 | 5.3 | 7.8 | 8.4 | 6.5 | 6.1 | 0.1 | 29.4 | -6.0 | 0.8 | 4.7 | 7.8 | -3.4 | 0.1 | 1.7 | 2.0 |
Sharpe Ratio | NA | 2.48 | 0.29 | 0.53 | 0.52 | 0.4 | -0.42 | 2.09 | -0.65 | 0.08 | 0.61 | 0.92 | -0.86 | -0.01 | 0.25 | 1.12 |
Draw Down(%) | NA | 3.3 | 5.0 | 10.3 | 12.0 | 12.0 | 10.2 | 7.2 | 12.2 | 6.7 | 4.8 | 5.4 | 7.6 | 7.5 | 3.8 | 2.5 |
Standard Deviation(%) | NA | 8.0 | 8.8 | 10.9 | 9.6 | 8.1 | 10.0 | 13.5 | 9.3 | 7.8 | 5.4 | 7.1 | 4.7 | 5.3 | 6.8 | 5.6 |
Treynor Ratio | NA | 3.15 | -1.23 | -0.28 | -1.02 | -0.73 | 0.39 | -0.91 | -0.69 | 0.13 | 0.27 | -1.53 | -5.26 | 0.01 | -0.39 | 0.43 |
Alpha | NA | 0.06 | 0.01 | 0.03 | 0.02 | 0.02 | -0.01 | 0.08 | -0.03 | 0.0 | 0.0 | 0.02 | -0.02 | 0.0 | 0.01 | 0.02 |
Beta | NA | 0.06 | -0.02 | -0.21 | -0.05 | -0.04 | -0.11 | -0.31 | 0.09 | 0.05 | 0.12 | -0.04 | 0.01 | -0.07 | -0.04 | 0.15 |
RSquared | NA | 0.01 | 0.0 | 0.12 | 0.01 | 0.01 | 0.02 | 0.33 | 0.02 | 0.04 | 0.08 | 0.01 | 0.0 | 0.03 | 0.01 | 0.13 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/10/2018
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