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AIMOX: AQR INTERNATIONAL MOMENTUM STYLE FUND CLASS I (MUTUAL FUND)
Basic Info 16.98 0.11(0.65%) April 26
Asset Class: | Foreign Large Growth |
MyPlanIQ Rating: | (66%) |
Start Date: | 07/10/2009 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 2.44% |
Expenses | 0.56% |
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Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/10/2009 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.3 | 7.5 | 16.8 | 2.1 | 7.5 | 4.6 | 6.7 | 16.7 | -19.4 | 9.3 | 16.6 | 22.6 | -15.3 | 25.3 | -3.6 | 0.2 | -9.2 | 22.2 | 17.9 | -14.4 | 14.4 | 23.1 |
Sharpe Ratio | NA | 1.82 | 1.02 | -0.01 | 0.31 | 0.21 | 0.33 | 0.95 | -0.93 | 0.61 | 0.57 | 2.24 | -1.14 | 2.95 | -0.24 | 0.01 | -0.72 | 1.6 | 1.34 | -0.51 | 0.55 | 2.86 |
Draw Down(%) | NA | 5.7 | 10.9 | 32.2 | 32.2 | 32.2 | 32.2 | 10.9 | 31.8 | 7.6 | 30.6 | 6.0 | 24.4 | 2.6 | 11.7 | 14.6 | 14.3 | 10.5 | 11.3 | 28.8 | 20.2 | 6.4 |
Standard Deviation(%) | NA | 11.8 | 12.8 | 17.1 | 19.1 | 16.5 | 18.0 | 13.2 | 22.4 | 15.4 | 28.5 | 9.5 | 14.5 | 8.4 | 15.9 | 15.5 | 12.7 | 13.8 | 13.5 | 28.1 | 25.8 | 18.9 |
Treynor Ratio | NA | 0.33 | 0.19 | 0.0 | 0.08 | 0.05 | 0.07 | 0.2 | -0.36 | 0.21 | 0.19 | 0.37 | -0.23 | 0.31 | -0.05 | 0.0 | -0.1 | 0.24 | 0.25 | -0.15 | 0.12 | 0.59 |
Alpha | NA | 0.06 | 0.03 | 0.03 | 0.01 | 0.0 | 0.0 | 0.02 | -0.02 | 0.01 | -0.1 | 0.02 | -0.03 | -0.02 | -0.02 | 0.0 | -0.02 | 0.0 | 0.01 | 0.0 | -0.01 | -0.02 |
Beta | NA | 0.65 | 0.68 | 0.62 | 0.69 | 0.73 | 0.81 | 0.62 | 0.58 | 0.44 | 0.88 | 0.58 | 0.73 | 0.79 | 0.84 | 0.91 | 0.96 | 0.94 | 0.73 | 0.97 | 1.16 | 0.92 |
RSquared | NA | 0.73 | 0.76 | 0.75 | 0.79 | 0.8 | 0.84 | 0.68 | 0.77 | 0.5 | 0.89 | 0.78 | 0.86 | 0.73 | 0.87 | 0.9 | 0.89 | 0.82 | 0.86 | 0.96 | 0.95 | 0.93 |
Yield(%) | N/A | 0.0 | 13.0 | 5.3 | 4.9 | 3.4 | N/A | 14.0 | 2.2 | 2.4 | 1.3 | 2.8 | 1.8 | 2.7 | 2.4 | 1.6 | 3.1 | 1.9 | 2.7 | 2.0 | 0.7 | 3.2 |
Dividend Growth(%) | N/A | -100.0 | 402.3 | 260.7 | 118.9 | N/A | N/A | 402.3 | -2.3 | 120.0 | -44.4 | 28.6 | -17.6 | 6.2 | 45.5 | -54.2 | 92.0 | -19.4 | 10.7 | 211.1 | -71.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/10/2009
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