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FTSE 100
8,213.49
+41.34
(+0.51%)
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20,164.54
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AIM
771.53
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50,176.20
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AQR Funds - AQR TM Large Cap Momentum Style Fund (ATMOX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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30.07
+0.39
(+1.31%)
As of 08:01PM EDT. Market open.
Summary
Chart
Conversations
Historical data
Profile
Holdings
Performance
Risk
Purchase info
Sustainability
Risk overview
Morningstar risk rating
★★
Number of years up
7
Number of years down
1
Best 1-yr total return (3 Feb 2019)
35.02%
Worst 1-yr total return (3 Feb 2019)
-4.35%
Risk statistics
3 years
ATMOX
Category average
5 years
ATMOX
Category average
10 years
ATMOX
Category average
Alpha
0.71
0.03
0.72
0.04
N/A
0.01
BETA
0.98
0.01
0.97
0.01
N/A
0.01
Mean annual return
1.29
0.02
1.42
0.02
N/A
0.01
R-squared
93.73
0.89
92.33
0.87
N/A
0.87
Standard deviation
18.73
0.2
15.2
0.16
N/A
0.15
Sharpe ratio
0.75
0.01
1.04
0.01
N/A
0.01
Treynor ratio
13.42
0.21
16.42
0.21
N/A
0.15
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