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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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1,596.710.00 (0.00%)
At close: 09:00PM BST

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
13.11N/A
10.38N/A
N/AN/A
BETA
-0.58N/A
-0.53N/A
N/AN/A
Mean annual return
1.55N/A
1.08N/A
N/AN/A
R-squared
8.02N/A
5.89N/A
N/AN/A
Standard deviation
12.84N/A
12.16N/A
N/AN/A
Sharpe ratio
1.24N/A
0.93N/A
N/AN/A
Treynor ratio
-28.72N/A
-21.14N/A
N/AN/A