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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

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