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 Dow Down0.72% Nasdaq Down0.50%

AQR International Equity N (AQINX)

11.87 Down 0.10(0.84%) Jul 25

Risk as of Jun 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)0.911.08
Beta (against Standard Index)1.080.96
Mean Annual Return0.700.65
R-squared (against Standard Index)93.4894.32
Standard Deviation18.5516.41
Sharpe Ratio0.450.48
Treynor Ratio6.346.99
5 Years
Alpha (against Standard Index)0.160.36
Beta (against Standard Index)1.140.98
Mean Annual Return1.151.01
R-squared (against Standard Index)94.3095.06
Standard Deviation19.8717.06
Sharpe Ratio0.690.71
Treynor Ratio10.9211.46
10 Years
Alpha (against Standard Index)N/A-0.61
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.70
R-squared (against Standard Index)N/A94.78
Standard DeviationN/A18.65
Sharpe RatioN/A0.37
Treynor RatioN/A5.55