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AQR Funds - AQR TM International Momentum Style Fund (ATIMX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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15.88-0.01 (-0.06%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★
Number of years up5
Number of years down3
Best 1-yr total return (3 Feb 2019)25.07%
Worst 1-yr total return (3 Feb 2019)-16.20%

Risk statistics

3 years
ATIMXCategory average
5 years
ATIMXCategory average
10 years
ATIMXCategory average
Alpha
0.60.05
-0.520.03
N/A0.03
BETA
0.860.01
0.860.01
N/A0.01
Mean annual return
0.560.01
0.820.01
N/A0.01
R-squared
91.820.87
89.70.84
N/A0.88
Standard deviation
15.960.17
13.680.15
N/A0.15
Sharpe ratio
0.330.01
0.630.01
N/A0.01
Treynor ratio
4.830.11
9.370.11
N/A0.08