AQR Diversifying Strategies Fund (QDSIX)
The fund invests in affiliated mutual funds managed by the Adviser to gain exposure across global markets and various asset classes like equities, fixed-income, commodities, and currencies through long and short positions in a range of securities and derivatives.
Fund Info
Jun 7, 2020
$5,000,000
Large-Cap
Value
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AQR Diversifying Strategies Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
AQR Diversifying Strategies Fund had a return of 11.41% year-to-date (YTD) and -0.55% in the last 12 months.
QDSIX
11.41%
0.73%
-0.79%
-0.55%
N/A
N/A
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of QDSIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.12% | 2.68% | 5.05% | 0.64% | 1.04% | -0.63% | -1.43% | -0.64% | 0.57% | -1.61% | 11.41% | ||
| 2023 | 1.22% | 2.58% | -3.69% | 0.96% | -1.64% | 3.95% | 0.68% | 1.93% | 3.46% | -1.03% | 0.72% | -10.31% | -2.02% |
| 2022 | 4.25% | 0.98% | 1.41% | 3.81% | 3.00% | -3.16% | -1.34% | 0.85% | -0.17% | 4.04% | 0.24% | 0.00% | 14.52% |
| 2021 | 1.83% | 1.80% | 3.26% | 1.08% | 1.69% | -0.96% | 0.27% | -0.44% | -0.35% | -0.09% | -1.34% | 2.15% | 9.15% |
| 2020 | 0.50% | 1.19% | 0.69% | -0.19% | -1.57% | 1.49% | 3.54% | 5.71% |
Expense Ratio
QDSIX has an expense ratio of 0.20%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of QDSIX is 2, indicating that it is in the bottom 2% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for AQR Diversifying Strategies Fund (QDSIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
AQR Diversifying Strategies Fund provided a 10.03% dividend yield over the last twelve months, with an annual payout of $1.25 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | $1.25 | $1.25 | $0.93 | $0.51 | $0.20 |
Dividend yield | 10.03% | 11.18% | 8.06% | 4.70% | 1.93% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR Diversifying Strategies Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.25 | $1.25 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.93 | $0.93 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $0.51 |
| 2020 | $0.20 | $0.20 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the AQR Diversifying Strategies Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the AQR Diversifying Strategies Fund was 11.30%, occurring on Dec 28, 2023. Recovery took 102 trading sessions.
The current AQR Diversifying Strategies Fund drawdown is 2.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.3% | Sep 29, 2023 | 63 | Dec 28, 2023 | 102 | May 24, 2024 | 165 |
| -7.06% | Jun 8, 2022 | 40 | Aug 4, 2022 | 63 | Nov 2, 2022 | 103 |
| -6.9% | May 29, 2024 | 47 | Aug 5, 2024 | — | — | — |
| -5.74% | Mar 9, 2023 | 7 | Mar 17, 2023 | 99 | Aug 9, 2023 | 106 |
| -3.82% | May 18, 2021 | 135 | Nov 26, 2021 | 22 | Dec 29, 2021 | 157 |
Volatility
Volatility Chart
The current AQR Diversifying Strategies Fund volatility is 1.45%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.