QMHNX
AQR Managed Futures Strategy HV-N
$9.31
0.05 (0.54%)
Currency in USD / Last Updated: 4/24/2024
| Category | Trend Following |
|---|---|
| Market Cap | 213.586M |
| 52 Week High | 9.39 |
| 52 Week Low | 7.358 |
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Key Data
| Symbol | QMHNX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 9.31 |
| Price Yesterday | 9.26 |
| Market Cap | 213.59 |
| YTD Return | 19.82% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0.0025 |
| Front Load | 0 |
| Initial Purchase Amount | 2500 |
| Redeption Fee | 0 |
| Prospectus | 0.0193 |
Overview
| 52 Week High | 9.39 |
|---|---|
| 52 Week Low | 7.36 |
| Market Cap | 213.59M |
| Shares Outstanding | 22.94M |
| Income Dividend Yield | 6.16% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 6.16% |
Returns Annualized
| One Day | 288.99% |
|---|---|
| Five Days | 5.57% |
| One Months | 53.20% |
| Three Months | 124.19% |
| Six Months | 21.11% |
| Nine Months | 31.57% |
| One Year | 25.28% |
| Three Years | 18.98% |
| Five Years | 10.91% |
| Ten Years | 5.15% |
| YTD | 78.13% |
| Since Inception | 4.47% |
Returns Total
| One Day | 0.54% |
|---|---|
| Five Days | 0.11% |
| One Month | 3.79% |
| Three Months | 22.34% |
| Six Months | 9.96% |
| Nine Months | 22.95% |
| One Year | 25.25% |
| Three Years | 68.23% |
| Five Years | 67.66% |
| Ten Years | 65.01% |
| YTD | 19.82% |
| Since Inception | 60.08% |
Yearly Returns
| 2024 | 19.82% |
|---|---|
| 2023 | -0.80% |
| 2022 | 49.51% |
| 2021 | -2.33% |
| 2020 | -0.81% |
| 2019 | 1.56% |
| 2018 | -14.60% |
| 2017 | -2.04% |
| 2016 | -13.32% |
| 2015 | 2.18% |
Risk against SP-DA
| Alpha | 22.91% |
|---|---|
| Beta | -0.16 |
| Correlation | -13.14% |
| Downside Deviation | 3.28% |
| Coefficient of determination | 1.73% |
| Standard Deviation | 4.10% |
| Sharpe Ratio | 0.05 |
| Sortino | 0.23 |
| Treynor | -126.57 |
| Ulcer Index | 4.56 |
| Ulcer Performance Index | 0.16 |