Find A Portfolio/Ticker
Comparison Box
QIRIX: AQR INTERNATIONAL RELAXED CONSTRAINT EQUITY FUND CLASS I (MUTUAL FUND)
Basic Info
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/15/2016 |
Last Dividend Date: | 12/19/2018 |
12-Mo. Yield | 3.62% |
Expenses | 1.94% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 08/28/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | Since 07/09/2018 |
2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 3.2 | -3.4 | -7.5 | 0.0 | 5.4 | -19.4 | 28.9 | 1.5 |
Sharpe Ratio | NA | -0.22 | 0.06 | 0.21 | 0.0 | 0.35 | -1.47 | 3.48 | 8.06 |
Draw Down(%) | NA | 12.2 | 27.0 | 27.0 | 0.0 | 12.2 | 27.0 | 2.5 | 0.4 |
Standard Deviation(%) | NA | 10.8 | 11.5 | 11.4 | NA | 11.5 | 14.2 | 8.2 | 5.0 |
Treynor Ratio | NA | -0.04 | 0.01 | 0.03 | NA | 0.06 | -0.31 | 0.38 | 2.6 |
Alpha | NA | -0.06 | -0.03 | -0.02 | 0.0 | -0.05 | -0.07 | 0.04 | 0.16 |
Beta | NA | 0.65 | 0.68 | 0.67 | 0.0 | 0.67 | 0.68 | 0.75 | 0.16 |
RSquared | NA | 0.51 | 0.58 | 0.57 | 0.0 | 0.54 | 0.66 | 0.42 | 0.04 |
*: 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 |