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AQR Managed Futures Strategy HV N (QMHNX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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8.89+0.08 (+0.91%)
At close: 08:06AM EDT

Risk overview

Morningstar risk rating★★★★★
Number of years up4
Number of years down6
Best 1-yr total return (4 Jun 2024)49.52%
Worst 1-yr total return (4 Jun 2024)N/A

Risk statistics

3 years
QMHNXCategory average
5 years
QMHNXCategory average
10 years
QMHNXCategory average
Alpha
16.560.02
15.03-0.01
7.24-0
BETA
-0.690
-0.510
-0.370
Mean annual return
1.470
10
0.50
R-squared
31.680.1
25.20.09
11.510.04
Standard deviation
20.270.1
17.80.1
16.150.09
Sharpe ratio
0.710
0.550
0.270
Treynor ratio
-19.64-0.04
-17.1-1.01
-8.73-0.27