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AQR Large Cap Momentum Style R6 (QMORX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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21.41+0.27 (+1.28%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★
Number of years up7
Number of years down2
Best 1-yr total return (2 May 2024)29.34%
Worst 1-yr total return (2 May 2024)N/A

Risk statistics

3 years
QMORXCategory average
5 years
QMORXCategory average
10 years
QMORXCategory average
Alpha
-0.50.03
0.410.04
-0.010.01
BETA
1.020.01
0.980.01
0.990.01
Mean annual return
0.740.02
1.190.02
1.060.01
R-squared
92.340.89
92.470.87
91.470.87
Standard deviation
18.650.2
18.850.16
15.720.15
Sharpe ratio
0.310.01
0.640.01
0.710.01
Treynor ratio
4.270.21
11.340.21
10.760.15