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 STI Up0.30%

AQR International Equity Y (AQIYX)

12.16 Down 0.06(0.49%) 23 May


Risk as of Feb 28, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up6
Number of Years Down2
Best 1 Yr Total Return(Dec 31, 2009):37.31%
Worst 1Yr Total Return(Dec 31, 2008):-45.41%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticAQIYXCategory
Alpha (against Standard Index)0.88-1.19
Beta (against Standard Index)1.170.98
Mean Annual Return0.900.64
R-squared (against Standard Index)98.0295.57
Standard Deviation23.1619.58
Sharpe Ratio0.460.40
Treynor Ratio7.226.16
5 Years
StatisticAQIYXCategory
Alpha (against Standard Index)1.27-0.66
Beta (against Standard Index)1.101.02
Mean Annual Return0.240.10
R-squared (against Standard Index)97.8596.16
Standard Deviation25.8724.04
Sharpe Ratio0.100.04
Treynor Ratio-0.76-1.90
10 Years
StatisticAQIYXCategory
Alpha (against Standard Index)N/A-0.42
Beta (against Standard Index)N/A1.00
Mean Annual ReturnN/A0.85
R-squared (against Standard Index)N/A94.64
Standard DeviationN/A18.76
Sharpe RatioN/A0.46
Treynor RatioN/A7.06