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AQR Emerging Multi-Style II Fund (QTELX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS00191K6588
CUSIP00191K658
IssuerAQR Funds
Inception DateFeb 10, 2015
CategoryEmerging Markets Diversified
Min. Investment$5,000,000
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

The AQR Emerging Multi-Style II Fund has a high expense ratio of 0.70%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.70%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with QTELX

AQR Emerging Multi-Style II Fund

Popular comparisons: QTELX vs. SCHG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AQR Emerging Multi-Style II Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%OctoberNovemberDecember2024FebruaryMarch
26.22%
151.31%
QTELX (AQR Emerging Multi-Style II Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

AQR Emerging Multi-Style II Fund had a return of 4.49% year-to-date (YTD) and 14.79% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.49%10.04%
1 month0.70%3.53%
6 months13.92%22.79%
1 year14.79%32.16%
5 years (annualized)2.79%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.99%5.54%
2023-6.05%-1.16%-3.84%7.44%4.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for AQR Emerging Multi-Style II Fund (QTELX) 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
QTELX
AQR Emerging Multi-Style II Fund
1.04
^GSPC
S&P 500
2.76

Sharpe Ratio

The current AQR Emerging Multi-Style II Fund Sharpe ratio is 1.04. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.04
2.76
QTELX (AQR Emerging Multi-Style II Fund)
Benchmark (^GSPC)

Dividends

Dividend History

AQR Emerging Multi-Style II Fund granted a 5.41% dividend yield in the last twelve months. The annual payout for that period amounted to $0.54 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$0.54$0.54$0.41$0.29$0.19$0.24$0.22$0.18$0.21$0.03

Dividend yield

5.41%5.65%4.60%2.42%1.53%2.32%2.32%1.55%2.51%0.42%

Monthly Dividends

The table displays the monthly dividend distributions for AQR Emerging Multi-Style II 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$0.54
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21
2015$0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-17.38%
0
QTELX (AQR Emerging Multi-Style II Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AQR Emerging Multi-Style II 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 Emerging Multi-Style II Fund was 41.46%, occurring on Mar 23, 2020. Recovery took 196 trading sessions.

The current AQR Emerging Multi-Style II Fund drawdown is 17.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.46%Jan 29, 2018541Mar 23, 2020196Dec 30, 2020737
-38.37%Feb 17, 2021431Oct 31, 2022
-35.98%Apr 29, 2015185Jan 21, 2016379Jul 24, 2017564
-6.44%Feb 27, 201511Mar 13, 201515Apr 6, 201526
-5.78%Jan 26, 20214Jan 29, 20217Feb 9, 202111

Volatility

Volatility Chart

The current AQR Emerging Multi-Style II Fund volatility is 3.83%, 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%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
3.83%
2.82%
QTELX (AQR Emerging Multi-Style II Fund)
Benchmark (^GSPC)