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QICLX: AQR INTERNATIONAL MULTI-STYLE FUND CLASS I (MUTUAL FUND)
Basic Info 13.94 0.08(0.58%) March 27
Asset Class: | EQUITY |
MyPlanIQ Rating: | (55%) |
Start Date: | 04/05/2013 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 2.77% |
Expenses | 0.55% |
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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 | 10 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.4 | 8.0 | 23.1 | 6.2 | 7.8 | 5.1 | 6.1 | 19.5 | -12.1 | 9.0 | 4.1 | 16.4 | -14.7 | 25.0 | -4.0 | 0.2 | -4.5 | 17.5 |
Sharpe Ratio | NA | 3.09 | 1.57 | 0.2 | 0.33 | 0.24 | 0.29 | 1.18 | -0.63 | 0.68 | 0.13 | 1.24 | -1.17 | 3.16 | -0.22 | 0.01 | -0.36 | 1.71 |
Draw Down(%) | NA | 2.7 | 8.8 | 28.9 | 35.5 | 37.2 | 37.2 | 8.8 | 28.1 | 8.2 | 35.5 | 9.2 | 22.8 | 2.6 | 15.1 | 15.1 | 14.4 | 9.4 |
Standard Deviation(%) | NA | 10.4 | 11.9 | 16.2 | 19.2 | 16.8 | 16.6 | 13.0 | 21.6 | 13.2 | 30.6 | 12.0 | 13.7 | 7.7 | 18.8 | 15.5 | 12.7 | 14.2 |
Treynor Ratio | NA | 0.5 | 0.25 | 0.04 | 0.08 | 0.05 | 0.06 | 0.22 | -0.19 | 0.12 | 0.05 | 0.22 | -0.24 | 0.33 | -0.04 | 0.0 | -0.05 | 0.25 |
Alpha | NA | 0.02 | -0.01 | -0.01 | -0.01 | -0.02 | -0.02 | 0.0 | 0.01 | -0.03 | -0.05 | -0.01 | -0.05 | 0.03 | -0.07 | 0.0 | -0.06 | -0.01 |
Beta | NA | 0.65 | 0.75 | 0.73 | 0.76 | 0.78 | 0.79 | 0.72 | 0.73 | 0.72 | 0.8 | 0.69 | 0.68 | 0.75 | 1.12 | 0.84 | 0.86 | 0.98 |
RSquared | NA | 0.52 | 0.58 | 0.66 | 0.76 | 0.72 | 0.71 | 0.55 | 0.71 | 0.57 | 0.86 | 0.53 | 0.7 | 0.46 | 0.67 | 0.7 | 0.63 | 0.65 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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