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AQR Systematic Total Return Fund (0P00019AAF.L)

LSE - LSE Delayed price. Currency in GBp (0.01 GBP)
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1,592.540.00 (0.00%)
As of 09:00PM BST. Market open.

Risk overview

Morningstar risk rating★★★★★
Number of years up3
Number of years down3
Best 1-yr total return (Invalid Date)28.58%
Worst 1-yr total return (Invalid Date)N/A

Risk statistics

3 years
0P00019AAF.LCategory average
5 years
0P00019AAF.LCategory average
10 years
0P00019AAF.LCategory average
Alpha
14.46N/A
9.61N/A
N/AN/A
BETA
-0.56N/A
-0.56N/A
N/AN/A
Mean annual return
1.65N/A
1.01N/A
N/AN/A
R-squared
7.27N/A
6.43N/A
N/AN/A
Standard deviation
13.01N/A
12.28N/A
N/AN/A
Sharpe ratio
1.33N/A
0.86N/A
N/AN/A
Treynor ratio
-32.37N/A
-18.5N/A
N/AN/A