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QLEIX: AQR LONG-SHORT EQUITY FUND CLASS I (MUTUAL FUND)
Basic Info 15.57 0.03(0.19%) May 09
Asset Class: | Long/Short Equity |
MyPlanIQ Rating: | (9%) |
Start Date: | 07/16/2013 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 20.56% |
Expenses | 1.26% |
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Performance Analytics (As of 05/03/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/16/2013 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.9 | 18.5 | 40.7 | 21.3 | 15.3 | 10.9 | 11.4 | 23.9 | 19.3 | 31.1 | -13.9 | 1.2 | -16.3 | 15.7 | 11.1 | 17.0 | 14.9 | 11.2 |
Sharpe Ratio | NA | 8.04 | 5.15 | 1.82 | 1.02 | 0.9 | 0.96 | 2.35 | 1.28 | 2.64 | -0.8 | -0.02 | -1.7 | 2.88 | 1.28 | 1.48 | 1.87 | 3.37 |
Draw Down(%) | NA | 1.7 | 2.5 | 17.1 | 25.7 | 39.2 | 39.2 | 6.9 | 17.1 | 12.0 | 25.6 | 8.9 | 23.4 | 2.1 | 4.6 | 7.0 | 5.3 | 4.3 |
Standard Deviation(%) | NA | 7.0 | 7.1 | 11.2 | 12.6 | 11.0 | 10.8 | 8.5 | 14.1 | 11.8 | 17.6 | 9.0 | 10.4 | 5.3 | 8.4 | 11.5 | 8.0 | 7.6 |
Treynor Ratio | NA | 2.7 | 2.09 | 1.48 | 0.41 | 0.27 | 0.28 | 1.11 | 2.01 | 0.97 | -0.33 | 0.0 | -0.37 | 0.36 | 0.24 | 0.3 | 0.34 | 0.47 |
Alpha | NA | 0.16 | 0.11 | 0.07 | 0.03 | 0.02 | 0.02 | 0.06 | 0.07 | 0.08 | -0.09 | -0.05 | -0.07 | 0.02 | 0.02 | 0.06 | 0.03 | 0.04 |
Beta | NA | 0.21 | 0.17 | 0.14 | 0.31 | 0.36 | 0.36 | 0.18 | 0.09 | 0.32 | 0.42 | 0.5 | 0.48 | 0.42 | 0.46 | 0.56 | 0.44 | 0.55 |
RSquared | NA | 0.12 | 0.08 | 0.05 | 0.28 | 0.34 | 0.34 | 0.08 | 0.02 | 0.13 | 0.69 | 0.49 | 0.62 | 0.28 | 0.51 | 0.57 | 0.39 | 0.5 |
Yield(%) | N/A | 0.0 | 20.5 | 12.5 | 8.8 | 8.1 | N/A | 21.3 | 14.7 | 0.0 | 1.3 | 0.0 | 4.8 | 9.7 | 3.3 | 5.5 | 8.6 | 9.0 |
Dividend Growth(%) | N/A | -100.0 | 51.3 | 464.3 | 23.9 | N/A | N/A | 51.4 | N/A | -100.0 | N/A | -100.0 | -48.0 | 225.6 | -35.0 | -31.0 | -3.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/16/2013
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