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AQR Large Cap Defensive Style N (AUENX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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Risk overview
Morningstar risk rating★
Number of years up9
Number of years down2
Best 1-yr total return (29 Apr 2024)30.11%
Worst 1-yr total return (29 Apr 2024)N/A
Risk statistics
3 years
AUENXCategory average5 years
AUENXCategory average10 years
AUENXCategory averageAlpha
-2.88-0.02
-2.54-0.01
0.53-0.02
BETA
0.80.01
0.820.01
0.820.01
Mean annual return
0.640.01
0.90.01
0.980.01
R-squared
88.790.95
91.60.95
90.450.95
Standard deviation
14.820.19
15.730.15
130.14
Sharpe ratio
0.320.01
0.550.01
0.790.01
Treynor ratio
4.750.16
9.540.15
12.210.12
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