• FirefoxUpgrade to the new Firefox »
  •  Dow Up0.15% Nasdaq Up0.36%

    AQR International Equity N (AQINX)

    10.13 Down 0.85(7.74%) Dec 19

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up3
    Number of Years Down1
    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
    Alpha (against Standard Index)1.641.29
    Beta (against Standard Index)1.080.95
    Mean Annual Return1.060.92
    R-squared (against Standard Index)91.8891.34
    Standard Deviation14.3912.65
    Sharpe Ratio0.880.88
    Treynor Ratio11.4311.51
    5 Years
    Alpha (against Standard Index)0.470.64
    Beta (against Standard Index)1.140.98
    Mean Annual Return0.690.61
    R-squared (against Standard Index)94.4294.38
    Standard Deviation19.3216.58
    Sharpe Ratio0.420.45
    Treynor Ratio5.736.36
    10 Years
    Alpha (against Standard Index)-0.89-0.46
    Beta (against Standard Index)1.050.96
    Mean Annual Return0.590.58
    R-squared (against Standard Index)94.2194.55
    Standard Deviation20.3318.58
    Sharpe Ratio0.270.29
    Treynor Ratio3.354.01