Dow Down0.71% Nasdaq Down0.63%

AQR International Equity N (AQINX)

10.37 Down 0.10(0.96%) Sep 23

Risk as of Aug 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up4
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2013):23.44%
Worst 1 Yr Total Return(Dec 30, 2011):-15.27%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticAQINXCategory
Alpha (against Standard Index)1.490.49
Beta (against Standard Index)0.840.90
Mean Annual Return0.330.26
R-squared (against Standard Index)90.9689.87
Standard Deviation11.7712.59
Sharpe Ratio0.330.25
Treynor Ratio3.802.67
5 Years
StatisticAQINXCategory
Alpha (against Standard Index)3.101.24
Beta (against Standard Index)0.950.92
Mean Annual Return0.610.44
R-squared (against Standard Index)92.2092.04
Standard Deviation15.0514.55
Sharpe Ratio0.480.37
Treynor Ratio6.574.81
10 Years
StatisticAQINXCategory
Alpha (against Standard Index)N/A-0.35
Beta (against Standard Index)N/A0.95
Mean Annual ReturnN/A0.28
R-squared (against Standard Index)N/A94.38
Standard DeviationN/A18.80
Sharpe RatioN/A0.14
Treynor RatioN/A0.90