AQR International Equity Fund

Scorecard
3 / 5 Stars
Lipper
5 5 1 5 1
Zacks Investment Research
3 (Hold)
Standard & Poor's
4 / 5 Stars
TheStreet.com
D- (Sell)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 19.11
Mean 0.78
Sharpe Ratio 0.48
Bear Market Decile Rank 92

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI EAFE NR USD
R-Squared 93.89 96.93
Beta 1.1 1.12
Alpha 3.31 -0.06

See Also:

Top AQR Funds Funds