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AQR Funds - AQR TM Large Cap Momentum Style Fund (QTMRX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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30.02+0.39 (+1.32%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★
Number of years up5
Number of years down1
Best 1-yr total return (3 Feb 2019)29.35%
Worst 1-yr total return (3 Feb 2019)-4.25%

Risk statistics

3 years
QTMRXCategory average
5 years
QTMRXCategory average
10 years
QTMRXCategory average
Alpha
0.80.03
0.820.04
N/A0.01
BETA
0.980.01
0.970.01
N/A0.01
Mean annual return
1.30.02
1.430.02
N/A0.01
R-squared
93.710.89
92.330.87
N/A0.87
Standard deviation
18.740.2
15.210.16
N/A0.15
Sharpe ratio
0.750.01
1.050.01
N/A0.01
Treynor ratio
13.520.21
16.540.21
N/A0.15