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AQR Large Cap Momentum Style I (AMOMX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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21.04-0.06 (-0.28%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★
Number of years up11
Number of years down3
Best 1-yr total return (29 Apr 2024)35.15%
Worst 1-yr total return (29 Apr 2024)N/A

Risk statistics

3 years
AMOMXCategory average
5 years
AMOMXCategory average
10 years
AMOMXCategory average
Alpha
-0.180.03
0.310.04
-0.330.01
BETA
1.020.01
0.980.01
0.990.01
Mean annual return
1.040.02
1.310.02
1.070.01
R-squared
92.330.89
92.30.87
91.050.87
Standard deviation
18.610.2
18.680.16
15.660.15
Sharpe ratio
0.510.01
0.730.01
0.730.01
Treynor ratio
8.180.21
13.130.21
110.15