QMNIX
AQR Equity Market Neutral-I
$9.64
-0.06 (-0.62%)
Currency in USD / Last Updated: 4/16/2024
Category | Market Neutral |
---|---|
Market Cap | 473.604M |
52 Week High | 9.7 |
52 Week Low | 7.24 |
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Key Data
Symbol | QMNIX |
---|---|
Type | Mutual Fund |
Category | Market Neutral |
Price | 9.64 |
Price Yesterday | 9.7 |
Market Cap | 473.60 |
YTD Return | 13.68% |
Expense Details
Deferred | 0 |
---|---|
12b-1 | 0 |
Front Load | 0 |
Initial Purchase Amount | 5000000 |
Redeption Fee | 0 |
Prospectus | 0.015 |
Overview
52 Week High | 9.70 |
---|---|
52 Week Low | 7.24 |
Market Cap | 473.60M |
Shares Outstanding | 49.13M |
Income Dividend Yield | 18.81% |
Long Term Dividend Yield | 0.00% |
Short Term Dividend Yield | 0.00% |
52 Week Yield (All) | 18.81% |
Returns Annualized
One Day | -79.09% |
---|---|
Five Days | 44.44% |
One Months | 57.96% |
Three Months | 43.40% |
Six Months | 27.37% |
Nine Months | 36.86% |
One Year | 30.23% |
Three Years | 20.01% |
Five Years | 8.68% |
Ten Years | -999 |
YTD | 55.74% |
Since Inception | 6.17% |
Returns Total
One Day | -0.62% |
---|---|
Five Days | 0.73% |
One Month | 3.88% |
Three Months | 9.42% |
Six Months | 12.74% |
Nine Months | 26.66% |
One Year | 30.20% |
Three Years | 72.48% |
Five Years | 51.45% |
Ten Years | -999 |
YTD | 13.68% |
Since Inception | 76.52% |
Yearly Returns
2024 | 13.68% |
---|---|
2023 | 17.13% |
2022 | 27.22% |
2021 | 17.63% |
2020 | -19.51% |
2019 | -11.28% |
2018 | -11.73% |
2017 | 5.83% |
2016 | 5.85% |
2015 | 17.59% |
Risk against SP-DA
Alpha | 23.63% |
---|---|
Beta | 0.07 |
Correlation | 10.87% |
Downside Deviation | 1.60% |
Coefficient of determination | 1.18% |
Standard Deviation | 2.06% |
Sharpe Ratio | 0.87 |
Sortino | 3.87 |
Treynor | 377.31 |
Ulcer Index | 1.02 |
Ulcer Performance Index | 6.07 |