Find A Portfolio/Ticker
Comparison Box
QIORX: AQR INTERNATIONAL MOMENTUM STYLE FUND CLASS R6 (MUTUAL FUND)
Basic Info 16.83 0.15(0.88%) April 25
Asset Class: | EQUITY |
MyPlanIQ Rating: | (55%) |
Start Date: | 07/15/2014 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 2.53% |
Expenses | 0.56% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.1 | 6.9 | 15.9 | 2.1 | 7.5 | 5.5 | 16.8 | -19.2 | 11.9 | 16.7 | 22.7 | -15.2 | 25.4 | -3.5 | 0.2 | -4.7 |
Sharpe Ratio | NA | 1.22 | 0.71 | -0.03 | 0.29 | 0.21 | 0.96 | -0.92 | 0.78 | 0.57 | 2.25 | -1.14 | 2.97 | -0.23 | 0.01 | -0.69 |
Draw Down(%) | NA | 5.8 | 10.8 | 32.2 | 32.2 | 32.2 | 10.8 | 31.7 | 7.6 | 30.6 | 6.0 | 24.3 | 2.6 | 11.7 | 14.7 | 12.8 |
Standard Deviation(%) | NA | 11.7 | 12.7 | 17.1 | 19.1 | 16.7 | 13.2 | 22.4 | 15.2 | 28.5 | 9.5 | 14.5 | 8.4 | 16.0 | 15.5 | 14.2 |
Treynor Ratio | NA | 0.18 | 0.11 | -0.01 | 0.07 | 0.05 | 0.17 | -0.27 | 0.14 | 0.22 | 0.35 | -0.23 | 0.29 | -0.04 | 0.0 | -0.11 |
Alpha | NA | 0.03 | -0.02 | -0.01 | -0.01 | -0.02 | -0.01 | -0.02 | -0.03 | 0.0 | 0.01 | -0.05 | 0.03 | -0.06 | 0.0 | -0.08 |
Beta | NA | 0.77 | 0.84 | 0.79 | 0.76 | 0.78 | 0.73 | 0.78 | 0.88 | 0.75 | 0.61 | 0.73 | 0.85 | 0.95 | 0.83 | 0.89 |
RSquared | NA | 0.61 | 0.65 | 0.68 | 0.76 | 0.73 | 0.56 | 0.75 | 0.63 | 0.87 | 0.67 | 0.73 | 0.5 | 0.66 | 0.68 | 0.62 |
Yield(%) | N/A | 0.0 | 13.1 | 5.4 | 5.0 | N/A | 14.2 | 2.2 | 2.5 | 1.4 | 2.9 | 1.9 | 2.8 | 2.5 | 1.7 | 6.4 |
Dividend Growth(%) | N/A | -100.0 | 395.5 | N/A | N/A | N/A | 395.5 | -4.3 | 109.1 | -42.1 | 26.7 | -16.7 | 5.9 | 41.7 | -76.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See EQUITY Asset Class Trend Rankings |