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AQR Momentum Fund

Scorecard
Morningstar 3 / 5 Stars
Lipper 3 3 4 5 2
Zacks Investment Research 4 (Sell)
Standard & Poor's 4 / 5 Stars
TheStreet.com B (Buy)

Risk

Volatility Measurements

Updated 04.30.2013

Standard Deviation	16.8
Mean	1.03
Sharpe Ratio	0.73
Bear Market Decile Rank	85

Modern Portfolio Theory Statistics

Updated 04.30.2013

	Standard Index S&P 500 TR	Best Fit Index Morningstar US Market TR USD
R-Squared	94.4	95.11
Beta	1.09	1.06
Alpha	-2.0	-1.85

See Also:

Top AQR Funds Funds

AQIYX: AQR International Equity Fund; Foreign Large Value; 25.38% 1-Year

AIMOX: AQR International Momentum Fund; Foreign Large Growth; 24.59% 1-Year

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