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AQR Equity Market Neutral I (QMNIX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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10.010.00 (0.00%)
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)27.22%
Worst 1-yr total return (2 Jul 2024)N/A

Risk statistics

3 years
QMNIXCategory average
5 years
QMNIXCategory average
10 years
QMNIXCategory average
Alpha
18.47-0.02
9.02-0.01
N/A-0.01
BETA
-0.140
-0.110
N/A0
Mean annual return
1.78-0
0.860
N/A0
R-squared
3.430.21
2.560.14
N/A0.07
Standard deviation
12.310.07
12.270.06
N/A0.05
Sharpe ratio
1.46-0
0.66-0
N/A-0
Treynor ratio
-140.710.15
-68.44-0.92
N/A-0.12