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QIMNX: AQR TM INTERNATIONAL MULTI-STYLE FUND CLASS N (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 | 1.58% |
Expenses | 0.85% |
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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 | 3.1 | 1.6 | 5.3 | 2.5 | -8.4 | 5.8 | 17.3 | -15.2 | 25.3 | -3.2 | -3.8 |
Sharpe Ratio | NA | 0.19 | 0.04 | 0.26 | 0.11 | -0.74 | 0.18 | 1.37 | -1.2 | 3.22 | -0.18 | -0.28 |
Draw Down(%) | NA | 13.3 | 35.2 | 37.0 | 37.0 | 13.3 | 35.2 | 9.0 | 23.2 | 2.3 | 14.8 | 15.5 |
Standard Deviation(%) | NA | 15.7 | 20.8 | 17.4 | 17.5 | 15.8 | 30.7 | 11.6 | 13.7 | 7.7 | 18.6 | 15.4 |
Treynor Ratio | NA | 0.07 | 0.01 | 0.06 | 0.03 | -0.61 | 0.07 | 0.23 | -0.24 | 0.33 | -0.03 | -0.05 |
Alpha | NA | -0.04 | -0.04 | -0.03 | -0.03 | -0.06 | -0.04 | -0.01 | -0.05 | 0.03 | -0.06 | -0.01 |
Beta | NA | 0.42 | 0.73 | 0.74 | 0.78 | 0.19 | 0.81 | 0.7 | 0.68 | 0.75 | 1.11 | 0.84 |
RSquared | NA | 0.15 | 0.7 | 0.69 | 0.68 | 0.03 | 0.86 | 0.58 | 0.71 | 0.47 | 0.67 | 0.7 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 1.7 | 2.6 | 1.9 | 1.1 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -20.8 | 33.3 | 63.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/12/2015
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