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QICNX: AQR INTERNATIONAL MULTI-STYLE FUND CLASS N (MUTUAL FUND)
Basic Info 13.71 0.06(0.44%) April 25
Asset Class: | EQUITY |
MyPlanIQ Rating: | (55%) |
Start Date: | 04/05/2013 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 2.22% |
Expenses | 0.55% |
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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 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.0 | 5.9 | 14.1 | 3.8 | 7.1 | 4.5 | 5.5 | 19.2 | -12.3 | 9.1 | 4.1 | 16.8 | -15.0 | 24.6 | -4.2 | -0.1 | -5.2 | 17.4 |
Sharpe Ratio | NA | 0.89 | 0.57 | 0.05 | 0.26 | 0.19 | 0.26 | 1.16 | -0.64 | 0.69 | 0.12 | 1.31 | -1.18 | 3.12 | -0.23 | -0.01 | -0.41 | 1.69 |
Draw Down(%) | NA | 4.3 | 8.9 | 29.2 | 35.5 | 37.3 | 37.3 | 8.9 | 28.3 | 8.3 | 35.5 | 9.0 | 23.0 | 2.6 | 15.1 | 15.1 | 14.4 | 9.5 |
Standard Deviation(%) | NA | 10.3 | 11.7 | 16.1 | 19.2 | 16.8 | 16.5 | 13.0 | 21.6 | 13.1 | 30.6 | 11.8 | 13.7 | 7.7 | 18.8 | 15.4 | 12.6 | 14.2 |
Treynor Ratio | NA | 0.15 | 0.09 | 0.01 | 0.06 | 0.04 | 0.05 | 0.21 | -0.19 | 0.12 | 0.05 | 0.22 | -0.24 | 0.32 | -0.04 | 0.0 | -0.06 | 0.25 |
Alpha | NA | 0.01 | -0.02 | -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 | -0.02 |
Beta | NA | 0.61 | 0.74 | 0.73 | 0.76 | 0.78 | 0.79 | 0.72 | 0.73 | 0.72 | 0.8 | 0.69 | 0.68 | 0.74 | 1.12 | 0.84 | 0.85 | 0.97 |
RSquared | NA | 0.49 | 0.59 | 0.66 | 0.76 | 0.72 | 0.71 | 0.56 | 0.71 | 0.58 | 0.86 | 0.55 | 0.7 | 0.46 | 0.67 | 0.7 | 0.63 | 0.64 |
Yield(%) | N/A | 0.0 | 3.2 | 2.6 | 2.8 | 2.6 | N/A | 3.5 | 2.2 | 2.9 | 1.6 | 3.5 | 2.9 | 2.6 | 2.3 | 1.2 | 4.0 | 0.8 |
Dividend Growth(%) | N/A | -100.0 | 34.5 | N/A | N/A | N/A | N/A | 34.5 | -17.1 | 84.2 | -45.7 | 0.0 | 34.6 | 8.3 | 84.6 | -71.7 | 475.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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