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AQR Funds - AQR TM Large Cap Momentum Style Fund (ATMNX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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29.98+0.39 (+1.32%)
As of 08:00PM EDT. Market open.

Risk Overview

Morningstar Risk Rating★★
Number of Years Up7
Number of Years Down1
Best 1 Yr Total Return (Feb 3, 2019)34.58%
Worst 1 Yr Total Return (Feb 3, 2019)-4.59%

Risk Statistics

3 Years
ATMNXCategory Average
5 Years
ATMNXCategory Average
10 Years
ATMNXCategory Average
Alpha
0.460.03
0.480.04
N/A0.01
BETA
0.980.01
0.970.01
N/A0.01
Mean Annual Return
1.270.02
1.40.02
N/A0.01
R-squared
93.760.89
92.410.87
N/A0.87
Standard Deviation
18.730.2
15.20.16
N/A0.15
Sharpe Ratio
0.730.01
1.030.01
N/A0.01
Treynor Ratio
13.130.21
16.130.21
N/A0.15