QRPRX
AQR Alternative Risk Premia-R6
$11.83
-0.07 (-0.59%)
Currency in USD / Last Updated: 4/25/2024
| Category | Multistrategy |
|---|---|
| Market Cap | 217.181M |
| 52 Week High | 11.92 |
| 52 Week Low | 8.907 |
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Key Data
| Symbol | QRPRX |
|---|---|
| Type | Mutual Fund |
| Category | Multistrategy |
| Price | 11.83 |
| Price Yesterday | 11.9 |
| Market Cap | 217.18 |
| YTD Return | 20.96% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 50000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0305 |
Overview
| 52 Week High | 11.92 |
|---|---|
| 52 Week Low | 8.91 |
| Market Cap | 217.18M |
| Shares Outstanding | 18.36M |
| Income Dividend Yield | 3.80% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 3.80% |
Returns Annualized
| One Day | -77.42% |
|---|---|
| Five Days | 34.91% |
| One Months | 10.22% |
| Three Months | 68.15% |
| Six Months | 31.39% |
| Nine Months | 34.35% |
| One Year | 30.06% |
| Three Years | 19.58% |
| Five Years | 7.27% |
| Ten Years | -999 |
| YTD | 82.22% |
| Since Inception | 4.59% |
Returns Total
| One Day | -0.59% |
|---|---|
| Five Days | 0.60% |
| One Month | 0.85% |
| Three Months | 13.86% |
| Six Months | 14.49% |
| Nine Months | 24.91% |
| One Year | 30.03% |
| Three Years | 70.90% |
| Five Years | 41.95% |
| Ten Years | -999 |
| YTD | 20.96% |
| Since Inception | 34.17% |
Yearly Returns
| 2024 | 20.96% |
|---|---|
| 2023 | 7.50% |
| 2022 | 25.46% |
| 2021 | 14.31% |
| 2020 | -20.90% |
| 2019 | -2.94% |
| 2018 | -7.40% |
| 2017 | 1.20% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | 20.42% |
|---|---|
| Beta | 0.21 |
| Correlation | 24.50% |
| Downside Deviation | 2.54% |
| Coefficient of determination | 6.00% |
| Standard Deviation | 2.87% |
| Sharpe Ratio | 0.41 |
| Sortino | 1.62 |
| Treynor | 119.27 |
| Ulcer Index | 2.85 |
| Ulcer Performance Index | 1.44 |