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AQR Large Cap Momentum Style R6 (QMORX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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21.09-0.06 (-0.28%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★
Number of years up7
Number of years down2
Best 1-yr total return (22 Apr 2024)29.34%
Worst 1-yr total return (22 Apr 2024)N/A

Risk statistics

3 years
QMORXCategory average
5 years
QMORXCategory average
10 years
QMORXCategory average
Alpha
-0.090.03
0.410.04
-0.230.01
BETA
1.020.01
0.980.01
0.980.01
Mean annual return
1.040.02
1.320.02
1.080.01
R-squared
92.290.89
92.270.87
91.010.87
Standard deviation
18.60.2
18.670.16
15.650.15
Sharpe ratio
0.520.01
0.740.01
0.740.01
Treynor ratio
8.280.21
13.250.21
11.110.15