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

Nasdaq - Nasdaq Delayed price. Currency in USD
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15.83-0.01 (-0.06%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★
Number of years up4
Number of years down2
Best 1-yr total return (3 Feb 2019)25.16%
Worst 1-yr total return (3 Feb 2019)-16.14%

Risk statistics

3 years
QTIRXCategory average
5 years
QTIRXCategory average
10 years
QTIRXCategory average
Alpha
0.690.05
-0.440.03
N/A0.03
BETA
0.870.01
0.870.01
N/A0.01
Mean annual return
0.570.01
0.830.01
N/A0.01
R-squared
91.890.87
89.860.84
N/A0.88
Standard deviation
15.990.17
13.70.15
N/A0.15
Sharpe ratio
0.340.01
0.640.01
N/A0.01
Treynor ratio
4.930.11
9.480.11
N/A0.08