AQR Momentum Fund

Class Other (AMOMX)
Scorecard
4 / 5 Stars
Lipper
4 4 4 5 3
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
5 / 5 Stars
TheStreet.com
B (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.75
Mean 1.3
Sharpe Ratio 1.13
Bear Market Decile Rank 87

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Growth TR USD
R-Squared 89.6 91.9
Beta 1.06 1.04
Alpha -1.53 -1.02

See Also:

Top AQR Funds Funds