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AQR Funds - AQR TM Large Cap Multi-Style Fund (QTLRX)

Nasdaq - Nasdaq Delayed price. Currency in USD

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16.62

+0.36

(+2.21%)

At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★★

Number of years up4

Number of years down1

Best 1-yr total return (3 Feb 2019)24.78%

Worst 1-yr total return (3 Feb 2019)-10.05%

Risk statistics

3 years

QTLRXCategory average

5 years

QTLRXCategory average

10 years

QTLRXCategory average

Alpha

-4.08-0.01

-2.53-0.01

N/A-0.01

BETA

1.030.01

1.020.01

N/A0.01

Mean annual return

0.940.01

1.220.01

N/A0.01

R-squared

98.370.94

97.740.95

N/A0.95

Standard deviation

19.110.17

15.530.19

N/A0.15

Sharpe ratio

0.510

0.860.01

N/A0.01

Treynor ratio

8.220.03

12.80.1

N/A0.1