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AQR Large Cap Momentum Style R6 (QMORX)

Nasdaq - Nasdaq Delayed Price. Currency in USD

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21.03

-0.22

(-1.04%)

At close: 08:01PM EDT

Risk Overview

Morningstar Risk Rating★★

Number of Years Up7

Number of Years Down2

Best 1 Yr Total Return (Apr 16, 2024)29.34%

Worst 1 Yr Total Return (Apr 16, 2024)N/A

Risk Statistics

3 Years

QMORXCategory Average

5 Years

QMORXCategory Average

10 Years

QMORXCategory Average

Alpha

-0.090.03

0.410.04

-0.230.01

BETA

1.020.01

0.980.01

0.980.01

Mean Annual Return

1.040.02

1.320.02

1.080.01

R-squared

92.290.89

92.270.87

91.010.87

Standard Deviation

18.60.2

18.670.16

15.650.15

Sharpe Ratio

0.520.01

0.740.01

0.740.01

Treynor Ratio

8.280.21

13.250.21

11.110.15