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AQR Funds - AQR TM International Momentum Style Fund (ATNNX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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15.81-0.01 (-0.06%)
As of 08:00PM EDT. Market open.

Risk Overview

Morningstar Risk Rating★★
Number of Years Up5
Number of Years Down3
Best 1 Yr Total Return (Feb 3, 2019)24.83%
Worst 1 Yr Total Return (Feb 3, 2019)-16.47%

Risk Statistics

3 Years
ATNNXCategory Average
5 Years
ATNNXCategory Average
10 Years
ATNNXCategory Average
Alpha
0.340.05
-0.770.03
N/A0.03
BETA
0.870.01
0.870.01
N/A0.01
Mean Annual Return
0.540.01
0.80.01
N/A0.01
R-squared
91.810.87
89.70.84
N/A0.88
Standard Deviation
160.17
13.710.15
N/A0.15
Sharpe Ratio
0.310.01
0.610.01
N/A0.01
Treynor Ratio
4.510.11
9.070.11
N/A0.08