AQR International Momentum Fund

Class Other (AIMOX)
Scorecard
2 / 5 Stars
Lipper
2 3 2 5 2
Zacks Investment Research
3 (Hold)
Standard & Poor's
3 / 5 Stars
TheStreet.com
E+ (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.61
Mean 0.58
Sharpe Ratio 0.41
Bear Market Decile Rank 89

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI EAFE Growth NR USD
R-Squared 86.64 90.84
Beta 0.93 0.99
Alpha 0.43 -1.72

See Also:

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