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 Dow Up0.80% Nasdaq Up0.97%

AQR Global Equity Y (AQGYX)

13.13 Up 0.10(0.77%) May 17


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up4
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):31.57%
Worst 1 Yr Total Return(Dec 30, 2008):-41.67%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticAQGYXCategory
Alpha (against Standard Index)4.672.32
Beta (against Standard Index)0.960.83
Mean Annual Return1.070.82
R-squared (against Standard Index)96.1587.10
Standard Deviation19.1317.28
Sharpe Ratio0.670.59
Treynor Ratio12.0711.47
5 Years
StatisticAQGYXCategory
Alpha (against Standard Index)3.502.89
Beta (against Standard Index)0.950.88
Mean Annual Return0.410.38
R-squared (against Standard Index)96.9289.49
Standard Deviation22.4121.60
Sharpe Ratio0.200.20
Treynor Ratio2.201.95
10 Years
StatisticAQGYXCategory
Alpha (against Standard Index)N/A0.86
Beta (against Standard Index)N/A0.88
Mean Annual ReturnN/A0.87
R-squared (against Standard Index)N/A87.31
Standard DeviationN/A17.27
Sharpe RatioN/A0.51
Treynor RatioN/A8.61