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QLRIX: AQR LARGE CAP RELAXED CONSTRAINT EQUITY FUND CLASS I (MUTUAL FUND)
Basic Info
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/16/2016 |
Last Dividend Date: | 12/19/2018 |
12-Mo. Yield | 0.79% |
Expenses | 1.33% |
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Performance Analytics (As of 01/24/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | Since 12/16/2016 |
2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -73.4 | -33.0 | -32.0 | 0.0 | -72.1 | -10.5 | 22.0 | -0.7 |
Sharpe Ratio | NA | -0.51 | -0.4 | -0.39 | 0.0 | -0.5 | -0.68 | 2.76 | -2.65 |
Draw Down(%) | NA | 77.2 | 77.2 | 77.2 | 0.0 | 77.2 | 20.1 | 3.8 | 1.3 |
Standard Deviation(%) | NA | 147.8 | 86.1 | 84.8 | NA | 147.9 | 17.4 | 7.8 | 6.3 |
Treynor Ratio | NA | -1.45 | -0.4 | -0.39 | NA | -1.21 | -0.12 | 0.21 | -0.18 |
Alpha | NA | -0.3 | -0.11 | -0.11 | 0.0 | -0.29 | -0.02 | 0.0 | 0.0 |
Beta | NA | 0.52 | 0.85 | 0.85 | 0.0 | 0.61 | 0.98 | 1.03 | 0.91 |
RSquared | NA | 0.01 | 0.06 | 0.06 | 0.0 | 0.01 | 0.92 | 0.88 | 0.92 |
Yield(%) | N/A | 0.0 | 0.7 | N/A | 0.0 | 0.0 | 0.8 | 1.1 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | N/A | N/A | N/A | -100.0 | -9.1 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/16/2016
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