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AQR International Momentum Style R6 (QIORX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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17.81+0.13 (+0.74%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★
Number of years up6
Number of years down3
Best 1-yr total return (2 Jul 2024)25.41%
Worst 1-yr total return (2 Jul 2024)N/A

Risk statistics

3 years
QIORXCategory average
5 years
QIORXCategory average
10 years
QIORXCategory average
Alpha
3.420.05
2.160.03
0.910.03
BETA
1.090.01
0.960.01
0.920.01
Mean annual return
0.420.01
0.740.01
0.460.01
R-squared
91.320.87
89.980.84
88.280.88
Standard deviation
18.580.17
17.540.15
14.770.15
Sharpe ratio
0.090.01
0.380.01
0.270.01
Treynor ratio
-0.030.11
5.50.11
3.20.08