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QIMLX: AQR TM INTERNATIONAL MULTI-STYLE FUND CLASS I (MUTUAL FUND)
Basic Info
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 02/18/2015 |
Last Dividend Date: | 03/02/2021 |
12-Mo. Yield | 1.74% |
Expenses | 0.60% |
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Performance Analytics (As of 09/16/2021)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Inception** | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 1.7 | 1.4 | 5.2 | 2.5 | -9.6 | 6.0 | 17.2 | -14.9 | 25.5 | -2.8 | -3.7 |
Sharpe Ratio | NA | 0.1 | 0.03 | 0.26 | 0.11 | -0.78 | 0.19 | 1.34 | -1.18 | 3.27 | -0.16 | -0.28 |
Draw Down(%) | NA | 14.5 | 35.2 | 36.7 | 36.7 | 14.5 | 35.2 | 9.2 | 23.0 | 2.2 | 14.7 | 15.3 |
Standard Deviation(%) | NA | 16.8 | 21.1 | 17.6 | 17.7 | 17.2 | 30.8 | 11.8 | 13.7 | 7.7 | 18.6 | 15.4 |
Treynor Ratio | NA | 0.04 | 0.01 | 0.06 | 0.03 | -0.73 | 0.07 | 0.23 | -0.24 | 0.34 | -0.03 | -0.05 |
Alpha | NA | -0.04 | -0.04 | -0.03 | -0.03 | -0.07 | -0.04 | -0.01 | -0.05 | 0.03 | -0.06 | -0.01 |
Beta | NA | 0.41 | 0.73 | 0.74 | 0.78 | 0.18 | 0.81 | 0.7 | 0.68 | 0.74 | 1.12 | 0.84 |
RSquared | NA | 0.13 | 0.69 | 0.68 | 0.67 | 0.02 | 0.86 | 0.56 | 0.7 | 0.47 | 0.68 | 0.69 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/12/2015
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