AQR International Multi-Style Fund (QICLX)
The fund pursues its investment objective by investing, under normal market conditions, at least 80% of its net assets (including borrowings for investment purposes) in equity or equity-related securities (including, but not limited to, exchange-traded funds, equity index futures, equity index swaps, depositary receipts and real estate investment trusts or securities with similar characteristics) of non-U.S. companies.
Fund Info
ISIN | US00203H5375 |
---|---|
CUSIP | 00203H537 |
Issuer | AQR Funds |
Inception Date | Mar 25, 2013 |
Category | Foreign Large Cap Equities |
Min. Investment | $5,000,000 |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
The AQR International Multi-Style Fund has a high expense ratio of 0.56%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Compare to other instruments
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AQR International Multi-Style 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 International Multi-Style Fund had a return of 7.98% year-to-date (YTD) and 22.50% in the last 12 months. Over the past 10 years, AQR International Multi-Style Fund had an annualized return of 4.70%, while the S&P 500 had an annualized return of 10.96%, indicating that AQR International Multi-Style Fund did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 7.98% | 10.04% |
1 month | 4.89% | 3.53% |
6 months | 19.65% | 22.79% |
1 year | 22.50% | 32.16% |
5 years (annualized) | 7.77% | 13.15% |
10 years (annualized) | 4.70% | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.15% | 3.03% | ||||||||||
2023 | -3.52% | -2.10% | -2.32% | 7.87% | 4.72% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for AQR International Multi-Style Fund (QICLX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
AQR International Multi-Style Fund | 1.81 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
AQR International Multi-Style Fund granted a 3.01% dividend yield in the last twelve months. The annual payout for that period amounted to $0.42 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.42 | $0.42 | $0.36 | $0.39 | $0.22 | $0.34 | $0.38 | $0.29 | $0.26 | $0.15 | $0.27 | $0.10 |
Dividend yield | 3.01% | 3.26% | 3.22% | 2.97% | 1.79% | 2.93% | 3.79% | 2.42% | 2.64% | 1.41% | 2.51% | 0.81% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR International Multi-Style 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $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 | $0.42 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 |
2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 |
2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 |
2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 |
2013 | $0.10 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the AQR International Multi-Style 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 International Multi-Style Fund was 37.18%, occurring on Mar 23, 2020. Recovery took 187 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-37.18% | Jan 29, 2018 | 541 | Mar 23, 2020 | 187 | Dec 16, 2020 | 728 |
-28.88% | Jun 8, 2021 | 329 | Sep 26, 2022 | 307 | Dec 14, 2023 | 636 |
-24.29% | Jul 7, 2014 | 405 | Feb 11, 2016 | 358 | Jul 14, 2017 | 763 |
-9.44% | May 21, 2013 | 24 | Jun 24, 2013 | 28 | Aug 2, 2013 | 52 |
-7.02% | Jan 16, 2014 | 12 | Feb 3, 2014 | 22 | Mar 6, 2014 | 34 |
Volatility
Volatility Chart
The current AQR International Multi-Style Fund volatility is 2.68%, 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.