AQMNX
AQR Managed Futures Strategy-N
$9.17
-0.03 (-0.33%)
Currency in USD / Last Updated: 4/22/2024
| Category | Trend Following |
|---|---|
| Market Cap | 1550.354M |
| 52 Week High | 9.24 |
| 52 Week Low | 7.711 |
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Key Data
| Symbol | AQMNX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 9.17 |
| Price Yesterday | 9.2 |
| Market Cap | 1,550.35 |
| YTD Return | 13.07% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0.0025 |
| Front Load | 0 |
| Initial Purchase Amount | 2500 |
| Redeption Fee | 0 |
| Prospectus | 0.0153 |
Overview
| 52 Week High | 9.24 |
|---|---|
| 52 Week Low | 7.71 |
| Market Cap | 1,550.35M |
| Shares Outstanding | 169.07M |
| Income Dividend Yield | 7.22% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 7.22% |
Returns Annualized
| One Day | -56.13% |
|---|---|
| Five Days | -31.86% |
| One Months | 37.77% |
| Three Months | 65.98% |
| Six Months | 14.12% |
| Nine Months | 20.97% |
| One Year | 18.59% |
| Three Years | 14.69% |
| Five Years | 8.78% |
| Ten Years | 4.20% |
| YTD | 49.54% |
| Since Inception | 3.13% |
Returns Total
| One Day | -0.33% |
|---|---|
| Five Days | -0.76% |
| One Month | 2.57% |
| Three Months | 13.49% |
| Six Months | 6.76% |
| Nine Months | 15.33% |
| One Year | 18.49% |
| Three Years | 50.65% |
| Five Years | 52.22% |
| Ten Years | 50.77% |
| YTD | 13.07% |
| Since Inception | 55.19% |
Yearly Returns
| 2024 | 13.07% |
|---|---|
| 2023 | 1.64% |
| 2022 | 35.03% |
| 2021 | -1.30% |
| 2020 | -0.60% |
| 2019 | 1.57% |
| 2018 | -9.13% |
| 2017 | -1.18% |
| 2016 | -8.71% |
| 2015 | 1.74% |
Risk against SP-DA
| Alpha | 14.14% |
|---|---|
| Beta | -0.05 |
| Correlation | -6.62% |
| Downside Deviation | 2.07% |
| Coefficient of determination | 0.44% |
| Standard Deviation | 2.76% |
| Sharpe Ratio | -0.49 |
| Sortino | -2.25 |
| Treynor | -246.73 |
| Ulcer Index | 2.99 |
| Ulcer Performance Index | -1.56 |