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

Nasdaq - Nasdaq Delayed Price. Currency in USD
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30.07+0.39 (+1.31%)
At close: 08:01PM EDT

Risk Overview

Morningstar Risk Rating★★
Number of Years Up7
Number of Years Down1
Best 1 Yr Total Return (Feb 3, 2019)35.02%
Worst 1 Yr Total Return (Feb 3, 2019)-4.35%

Risk Statistics

3 Years
ATMOXCategory Average
5 Years
ATMOXCategory Average
10 Years
ATMOXCategory Average
Alpha
0.710.03
0.720.04
N/A0.01
BETA
0.980.01
0.970.01
N/A0.01
Mean Annual Return
1.290.02
1.420.02
N/A0.01
R-squared
93.730.89
92.330.87
N/A0.87
Standard Deviation
18.730.2
15.20.16
N/A0.15
Sharpe Ratio
0.750.01
1.040.01
N/A0.01
Treynor Ratio
13.420.21
16.420.21
N/A0.15