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AQR Funds - AQR TM International Momentum Style Fund (ATNNX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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15.81-0.01 (-0.06%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★
Number of years up5
Number of years down3
Best 1-yr total return (3 Feb 2019)24.83%
Worst 1-yr total return (3 Feb 2019)-16.47%

Risk statistics

3 years
ATNNXCategory average
5 years
ATNNXCategory average
10 years
ATNNXCategory average
Alpha
0.340.05
-0.770.03
N/A0.03
BETA
0.870.01
0.870.01
N/A0.01
Mean annual return
0.540.01
0.80.01
N/A0.01
R-squared
91.810.87
89.70.84
N/A0.88
Standard deviation
160.17
13.710.15
N/A0.15
Sharpe ratio
0.310.01
0.610.01
N/A0.01
Treynor ratio
4.510.11
9.070.11
N/A0.08