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AQR Large Cap Momentum Style I (AMOMX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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21.54+0.28 (+1.32%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★
Number of years up11
Number of years down3
Best 1-yr total return (2 May 2024)35.15%
Worst 1-yr total return (2 May 2024)N/A

Risk statistics

3 years
AMOMXCategory average
5 years
AMOMXCategory average
10 years
AMOMXCategory average
Alpha
-0.620.03
0.290.04
-0.120.01
BETA
1.020.01
0.980.01
0.990.01
Mean annual return
0.730.02
1.190.02
1.050.01
R-squared
92.370.89
92.490.87
91.50.87
Standard deviation
18.670.2
18.870.16
15.730.15
Sharpe ratio
0.310.01
0.640.01
0.710.01
Treynor ratio
4.150.21
11.20.21
10.640.15