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QIRNX: AQR INTERNATIONAL RELAXED CONSTRAINT EQUITY FUND CLASS N (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 | 3.05% |
Expenses | 2.19% |
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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 | 6.9 | -2.4 | -5.4 | 0.0 | 9.2 | -19.6 | 28.5 | 1.5 |
Sharpe Ratio | NA | 0.12 | 0.16 | 0.3 | 0.0 | 0.71 | -1.47 | 3.44 | 8.06 |
Draw Down(%) | NA | 12.2 | 27.1 | 27.1 | 0.0 | 12.2 | 27.1 | 2.6 | 0.4 |
Standard Deviation(%) | NA | 10.2 | 11.3 | 11.2 | NA | 10.9 | 14.2 | 8.2 | 5.0 |
Treynor Ratio | NA | 0.02 | 0.03 | 0.05 | NA | 0.11 | -0.31 | 0.37 | 2.6 |
Alpha | NA | -0.05 | -0.03 | -0.02 | 0.0 | -0.04 | -0.07 | 0.04 | 0.16 |
Beta | NA | 0.67 | 0.68 | 0.68 | 0.0 | 0.68 | 0.68 | 0.75 | 0.16 |
RSquared | NA | 0.59 | 0.61 | 0.6 | 0.0 | 0.62 | 0.66 | 0.42 | 0.04 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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