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    AQR International Equity N (AQINX)

    10.63 Up 0.02(0.19%) Mar 2

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up3
    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)2.641.90
    Beta (against Standard Index)1.100.95
    Mean Annual Return0.870.72
    R-squared (against Standard Index)92.1691.60
    Standard Deviation14.2712.36
    Sharpe Ratio0.730.71
    Treynor Ratio8.988.84
    5 Years
    StatisticAQINXCategory
    Alpha (against Standard Index)0.820.84
    Beta (against Standard Index)1.140.98
    Mean Annual Return0.700.61
    R-squared (against Standard Index)94.3494.29
    Standard Deviation19.2416.46
    Sharpe Ratio0.430.45
    Treynor Ratio5.866.39
    10 Years
    StatisticAQINXCategory
    Alpha (against Standard Index)-0.78-0.36
    Beta (against Standard Index)1.050.96
    Mean Annual Return0.540.53
    R-squared (against Standard Index)94.2294.45
    Standard Deviation20.3518.54
    Sharpe Ratio0.250.27
    Treynor Ratio2.843.50