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AQR Large Cap Momentum Style N (AMONX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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23.04-0.07 (-0.30%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★
Number of years up9
Number of years down2
Best 1-yr total return (27 Jun 2024)34.88%
Worst 1-yr total return (27 Jun 2024)N/A

Risk statistics

3 years
AMONXCategory average
5 years
AMONXCategory average
10 years
AMONXCategory average
Alpha
-0.530.03
-0.680.04
-0.440.01
BETA
1.020.01
10.01
0.990.01
Mean annual return
0.860.02
1.30.02
1.050.01
R-squared
92.450.89
92.940.87
91.560.87
Standard deviation
18.820.2
18.820.16
15.750.15
Sharpe ratio
0.380.01
0.710.01
0.70.01
Treynor ratio
5.580.21
12.630.21
10.520.15