Find A Portfolio/Ticker
Comparison Box
QLRRX: AQR LARGE CAP RELAXED CONSTRAINT EQUITY FUND CLASS R6 (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 | 0.89% |
Expenses | 1.23% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 09/09/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | Since 12/16/2016 |
2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -76.3 | -35.9 | -32.4 | 0.0 | -72.6 | -11.4 | 20.9 | -0.7 |
Sharpe Ratio | NA | -0.65 | -0.63 | -0.62 | 0.0 | -0.64 | -1.87 | 0.22 | -2.65 |
Draw Down(%) | NA | 77.7 | 77.7 | 77.7 | 0.0 | 77.7 | 20.8 | 3.9 | 1.3 |
Standard Deviation(%) | NA | 150.3 | 87.5 | 86.2 | NA | 150.4 | 17.7 | 8.0 | 6.3 |
Treynor Ratio | NA | -1.9 | -0.64 | -0.62 | NA | -1.59 | -0.33 | 0.02 | -0.18 |
Alpha | NA | -0.33 | -0.18 | -0.17 | 0.0 | -0.32 | -0.03 | 0.05 | 0.0 |
Beta | NA | 0.51 | 0.86 | 0.86 | 0.0 | 0.6 | 0.99 | 1.05 | 0.91 |
RSquared | NA | 0.01 | 0.06 | 0.06 | 0.0 | 0.01 | 0.91 | 0.86 | 0.92 |
Yield(%) | N/A | 0.0 | 0.8 | N/A | 0.0 | 0.0 | 1.0 | 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
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 |