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AQR Large Cap Momentum Style N (AMONX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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22.19+0.06 (+0.27%)
As of 08:06AM EDT. Market open.

Risk overview

Morningstar risk rating★★
Number of years up9
Number of years down2
Best 1-yr total return (29 May 2024)34.88%
Worst 1-yr total return (29 May 2024)N/A

Risk statistics

3 years
AMONXCategory average
5 years
AMONXCategory average
10 years
AMONXCategory average
Alpha
-0.850.03
0.060.04
-0.360.01
BETA
1.020.01
0.980.01
0.990.01
Mean annual return
0.710.02
1.160.02
1.030.01
R-squared
92.260.89
92.460.87
91.480.87
Standard deviation
18.660.2
18.850.16
15.720.15
Sharpe ratio
0.30.01
0.620.01
0.690.01
Treynor ratio
3.90.21
10.930.21
10.380.15