AQMRX
AQR Managed Futures Strategy-R6
$9.31
0.03 (0.32%)
Currency in USD / Last Updated: 4/24/2024
| Category | Trend Following |
|---|---|
| Market Cap | 1555.506M |
| 52 Week High | 9.35 |
| 52 Week Low | 7.78 |
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Key Data
| Symbol | AQMRX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 9.31 |
| Price Yesterday | 9.28 |
| Market Cap | 1,555.51 |
| YTD Return | 13.54% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 50000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0118 |
Overview
| 52 Week High | 9.35 |
|---|---|
| 52 Week Low | 7.78 |
| Market Cap | 1,555.51M |
| Shares Outstanding | 167.08M |
| Income Dividend Yield | 7.47% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 7.47% |
Returns Annualized
| One Day | 125.73% |
|---|---|
| Five Days | 11.46% |
| One Months | 38.37% |
| Three Months | 77.24% |
| Six Months | 16.35% |
| Nine Months | 22.85% |
| One Year | 18.85% |
| Three Years | 14.99% |
| Five Years | 8.94% |
| Ten Years | -999 |
| YTD | 49.99% |
| Since Inception | 4.38% |
Returns Total
| One Day | 0.32% |
|---|---|
| Five Days | 0.22% |
| One Month | 2.87% |
| Three Months | 15.37% |
| Six Months | 7.79% |
| Nine Months | 16.77% |
| One Year | 18.83% |
| Three Years | 51.90% |
| Five Years | 53.30% |
| Ten Years | -999 |
| YTD | 13.54% |
| Since Inception | 51.06% |
Yearly Returns
| 2024 | 13.54% |
|---|---|
| 2023 | 2.02% |
| 2022 | 35.41% |
| 2021 | -0.93% |
| 2020 | -0.30% |
| 2019 | 2.02% |
| 2018 | -8.88% |
| 2017 | -0.86% |
| 2016 | -8.43% |
| 2015 | 2.15% |
Risk against SP-DA
| Alpha | 15.34% |
|---|---|
| Beta | -0.1 |
| Correlation | -12.17% |
| Downside Deviation | 2.06% |
| Coefficient of determination | 1.48% |
| Standard Deviation | 2.75% |
| Sharpe Ratio | -0.6 |
| Sortino | -2.76 |
| Treynor | -137.72 |
| Ulcer Index | 2.94 |
| Ulcer Performance Index | -1.94 |