QRPNX
AQR Alternative Risk Premia-N
$11.62
-0.01 (-0.09%)
Currency in USD / Last Updated: 3/28/2024
Category | Multistrategy |
---|---|
Market Cap | 213.154M |
52 Week High | 11.67 |
52 Week Low | 8.825 |
Customize MutualFund.com
Log in or sign up to get started.
Key Data
Symbol | QRPNX |
---|---|
Type | Mutual Fund |
Category | Multistrategy |
Price | 11.62 |
Price Yesterday | 11.63 |
Market Cap | 213.15 |
YTD Return | 20.17% |
Expense Details
Deferred | 0 |
---|---|
12b-1 | 0.0025 |
Front Load | 0 |
Initial Purchase Amount | 2500 |
Redeption Fee | 0 |
Prospectus | 0.034 |
Overview
52 Week High | 11.67 |
---|---|
52 Week Low | 8.83 |
Market Cap | 213.15M |
Shares Outstanding | 18.34M |
Income Dividend Yield | 3.59% |
Long Term Dividend Yield | 0.00% |
Short Term Dividend Yield | 0.00% |
52 Week Yield (All) | 3.59% |
Returns Annualized
One Day | -19.51% |
---|---|
Five Days | 101.27% |
One Months | 129.31% |
Three Months | 113.75% |
Six Months | 24.90% |
Nine Months | 33.09% |
One Year | 30.85% |
Three Years | 19.14% |
Five Years | 6.61% |
Ten Years | -999 |
YTD | 113.75% |
Since Inception | 4.20% |
Returns Total
One Day | -0.09% |
---|---|
Five Days | 1.40% |
One Month | 6.80% |
Three Months | 20.17% |
Six Months | 11.55% |
Nine Months | 23.60% |
One Year | 30.40% |
Three Years | 68.67% |
Five Years | 37.63% |
Ten Years | -999 |
YTD | 20.17% |
Since Inception | 30.50% |
Yearly Returns
2024 | 20.17% |
---|---|
2023 | 7.24% |
2022 | 24.84% |
2021 | 14.04% |
2020 | -21.20% |
2019 | -3.25% |
2018 | -7.72% |
2017 | 1.11% |
2016 | 0.00% |
2015 | 0.00% |
Risk against SP-DA
Alpha | 22.97% |
---|---|
Beta | 0.06 |
Correlation | 6.56% |
Downside Deviation | 3.14% |
Coefficient of determination | 0.43% |
Standard Deviation | 2.86% |
Sharpe Ratio | -0.46 |
Sortino | -1.46 |
Treynor | 441.14 |
Ulcer Index | 2.92 |
Ulcer Performance Index | -1.57 |