QMHIX
AQR Managed Futures Strategy HV-I
$9.00
-0.02 (-0.22%)
Currency in USD / Last Updated: 3/27/2024
Category | Trend Following |
---|---|
Market Cap | 199.64M |
52 Week High | 9.02 |
52 Week Low | 7.105 |
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Key Data
Symbol | QMHIX |
---|---|
Type | Mutual Fund |
Category | Trend Following |
Price | 9 |
Price Yesterday | 9.02 |
Market Cap | 199.64 |
YTD Return | 16.73% |
Expense Details
Deferred | 0 |
---|---|
12b-1 | 0 |
Front Load | 0 |
Initial Purchase Amount | 5000000 |
Redeption Fee | 0 |
Prospectus | 0.0168 |
Overview
52 Week High | 9.02 |
---|---|
52 Week Low | 7.11 |
Market Cap | 199.64M |
Shares Outstanding | 22.18M |
Income Dividend Yield | 6.59% |
Long Term Dividend Yield | 0.00% |
Short Term Dividend Yield | 0.00% |
52 Week Yield (All) | 6.59% |
Returns Annualized
One Day | -42.88% |
---|---|
Five Days | 210.73% |
One Months | 65.58% |
Three Months | 85.69% |
Six Months | 14.31% |
Nine Months | 21.61% |
One Year | 23.79% |
Three Years | 18.09% |
Five Years | 11.39% |
Ten Years | 5.12% |
YTD | 91.63% |
Since Inception | 4.51% |
Returns Total
One Day | -0.22% |
---|---|
Five Days | 2.27% |
One Month | 4.29% |
Three Months | 16.43% |
Six Months | 6.85% |
Nine Months | 15.79% |
One Year | 23.76% |
Three Years | 64.47% |
Five Years | 71.30% |
Ten Years | 64.53% |
YTD | 16.73% |
Since Inception | 60.14% |
Yearly Returns
2024 | 16.73% |
---|---|
2023 | -0.58% |
2022 | 50.00% |
2021 | -2.10% |
2020 | -0.66% |
2019 | 1.82% |
2018 | -14.44% |
2017 | -1.72% |
2016 | -13.08% |
2015 | 2.48% |
Risk against SP-DA
Alpha | 23.06% |
---|---|
Beta | -0.16 |
Correlation | -13.27% |
Downside Deviation | 4.14% |
Coefficient of determination | 1.76% |
Standard Deviation | 3.99% |
Sharpe Ratio | -0.75 |
Sortino | -2.49 |
Treynor | -117.48 |
Ulcer Index | 4.58 |
Ulcer Performance Index | -2.25 |