AMOMX - AQR Large Cap Momentum Style I

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★
Number of Years Up7
Number of Years Down1
Best 1 Yr Total Return (Dec 30, 2017)35.15%
Worst 1 Yr Total Return (Dec 30, 2017)-2.68%

Risk Statistics

3 Years
AMOMXCategory Average
5 Years
AMOMXCategory Average
10 Years
AMOMXCategory Average
Alpha
-0.09-0
-0.53-0.01
N/A-0
Beta
0.890.01
0.970.01
N/A0.01
Mean Annual Return
0.840.01
1.190.01
N/A0.01
R-squared
86.320.82
83.190.8
N/A0.88
Standard Deviation
9.690.11
10.110.11
N/A0.16
Sharpe Ratio
10.01
1.380.01
N/A0.01
Treynor Ratio
10.770.1
14.770.15
N/A0.08