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AQR Global Macro I (QGMIX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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10.13-0.05 (-0.49%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up6
Number of years down3
Best 1-yr total return (2 Jul 2024)29.28%
Worst 1-yr total return (2 Jul 2024)N/A

Risk statistics

3 years
QGMIXCategory average
5 years
QGMIXCategory average
10 years
QGMIXCategory average
Alpha
4.88-0
4.35-0.01
2.92-0
BETA
-0.240
-0.080
-0.040
Mean annual return
0.620
0.490
0.350
R-squared
13.290.45
2.380.42
0.510.48
Standard deviation
10.710.08
8.670.07
7.310.06
Sharpe ratio
0.380
0.420
0.360
Treynor ratio
-15.770.23
-43.690.09
-69.460.05