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

Nasdaq - Nasdaq Delayed Price. Currency in USD
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15.83-0.01 (-0.06%)
At close: 08:01PM EDT

Risk Overview

Morningstar Risk Rating★★
Number of Years Up4
Number of Years Down2
Best 1 Yr Total Return (Feb 3, 2019)25.16%
Worst 1 Yr Total Return (Feb 3, 2019)-16.14%

Risk Statistics

3 Years
QTIRXCategory Average
5 Years
QTIRXCategory Average
10 Years
QTIRXCategory Average
Alpha
0.690.05
-0.440.03
N/A0.03
BETA
0.870.01
0.870.01
N/A0.01
Mean Annual Return
0.570.01
0.830.01
N/A0.01
R-squared
91.890.87
89.860.84
N/A0.88
Standard Deviation
15.990.17
13.70.15
N/A0.15
Sharpe Ratio
0.340.01
0.640.01
N/A0.01
Treynor Ratio
4.930.11
9.480.11
N/A0.08