QMHRX
AQR Managed Futures Strategy HV-R6
$9.29
-0.03 (-0.32%)
Currency in USD / Last Updated: 4/19/2024
| Category | Trend Following |
|---|---|
| Market Cap | 214.039M |
| 52 Week High | 9.35 |
| 52 Week Low | 7.302 |
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Key Data
| Symbol | QMHRX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 9.29 |
| Price Yesterday | 9.32 |
| Market Cap | 214.04 |
| YTD Return | 20.03% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 50000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0158 |
Overview
| 52 Week High | 9.35 |
|---|---|
| 52 Week Low | 7.30 |
| Market Cap | 214.04M |
| Shares Outstanding | 23.04M |
| Income Dividend Yield | 6.48% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 6.48% |
Returns Annualized
| One Day | -55.66% |
|---|---|
| Five Days | 31.29% |
| One Months | 69.97% |
| Three Months | 115.38% |
| Six Months | 20.18% |
| Nine Months | 32.28% |
| One Year | 27.26% |
| Three Years | 19.21% |
| Five Years | 11.85% |
| Ten Years | -999 |
| YTD | 83.28% |
| Since Inception | 5.08% |
Returns Total
| One Day | -0.32% |
|---|---|
| Five Days | 0.54% |
| One Month | 4.74% |
| Three Months | 21.12% |
| Six Months | 9.54% |
| Nine Months | 23.46% |
| One Year | 27.23% |
| Three Years | 69.31% |
| Five Years | 74.85% |
| Ten Years | -999 |
| YTD | 20.03% |
| Since Inception | 60.98% |
Yearly Returns
| 2024 | 20.03% |
|---|---|
| 2023 | -0.33% |
| 2022 | 49.95% |
| 2021 | -1.93% |
| 2020 | -0.49% |
| 2019 | 1.94% |
| 2018 | -14.32% |
| 2017 | -1.62% |
| 2016 | -13.08% |
| 2015 | 2.55% |
Risk against SP-DA
| Alpha | 25.39% |
|---|---|
| Beta | -0.22 |
| Correlation | -18.11% |
| Downside Deviation | 3.24% |
| Coefficient of determination | 3.28% |
| Standard Deviation | 4.11% |
| Sharpe Ratio | 0.41 |
| Sortino | 1.79 |
| Treynor | -100.21 |
| Ulcer Index | 4.54 |
| Ulcer Performance Index | 1.27 |