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AQR Large Cap Defensive Style I (AUEIX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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23.16+0.06 (+0.26%)
As of 08:06AM EDT. Market open.

Risk overview

Morningstar risk rating★
Number of years up9
Number of years down2
Best 1-yr total return (1 May 2024)30.28%
Worst 1-yr total return (1 May 2024)N/A

Risk statistics

3 years
AUEIXCategory average
5 years
AUEIXCategory average
10 years
AUEIXCategory average
Alpha
-2.59-0.02
-2.26-0.01
0.8-0.02
BETA
0.80.01
0.820.01
0.820.01
Mean annual return
0.660.01
0.920.01
10.01
R-squared
88.810.95
91.630.95
90.490.95
Standard deviation
14.810.19
15.710.15
12.980.14
Sharpe ratio
0.340.01
0.570.01
0.810.01
Treynor ratio
5.130.16
9.920.15
12.580.12