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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%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★
Number of years up7
Number of years down1
Best 1-yr total return (3 Feb 2019)35.02%
Worst 1-yr total return (3 Feb 2019)-4.35%

Risk statistics

3 years
ATMOXCategory average
5 years
ATMOXCategory average
10 years
ATMOXCategory average
Alpha
0.710.03
0.720.04
N/A0.01
BETA
0.980.01
0.970.01
N/A0.01
Mean annual return
1.290.02
1.420.02
N/A0.01
R-squared
93.730.89
92.330.87
N/A0.87
Standard deviation
18.730.2
15.20.16
N/A0.15
Sharpe ratio
0.750.01
1.040.01
N/A0.01
Treynor ratio
13.420.21
16.420.21
N/A0.15