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AQR International Multi-Style Fund (QICLX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS00203H5375
CUSIP00203H537
IssuerAQR Funds
Inception DateMar 25, 2013
CategoryForeign Large Cap Equities
Min. Investment$5,000,000
Asset ClassEquity

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.


0.50%1.00%1.50%2.00%0.56%

Share Price Chart


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AQR International Multi-Style Fund

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.


50.00%100.00%150.00%200.00%OctoberNovemberDecember2024FebruaryMarch
83.72%
235.63%
QICLX (AQR International Multi-Style Fund)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date7.98%10.04%
1 month4.89%3.53%
6 months19.65%22.79%
1 year22.50%32.16%
5 years (annualized)7.77%13.15%
10 years (annualized)4.70%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
QICLX
AQR International Multi-Style Fund
1.81
^GSPC
S&P 500
2.76

Sharpe Ratio

The current AQR International Multi-Style Fund Sharpe ratio is 1.81. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.81
2.76
QICLX (AQR International Multi-Style Fund)
Benchmark (^GSPC)

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.


PeriodTTM20232022202120202019201820172016201520142013
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
QICLX (AQR International Multi-Style Fund)
Benchmark (^GSPC)

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, 2018541Mar 23, 2020187Dec 16, 2020728
-28.88%Jun 8, 2021329Sep 26, 2022307Dec 14, 2023636
-24.29%Jul 7, 2014405Feb 11, 2016358Jul 14, 2017763
-9.44%May 21, 201324Jun 24, 201328Aug 2, 201352
-7.02%Jan 16, 201412Feb 3, 201422Mar 6, 201434

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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
2.68%
2.82%
QICLX (AQR International Multi-Style Fund)
Benchmark (^GSPC)