AQR Managed Futures Strategy Fund

Scorecard
4 / 5 Stars
Lipper
5 5 5 3 2
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
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TheStreet.com
C- (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 8.0
Mean 0.11
Sharpe Ratio 0.16
Bear Market Decile Rank 48

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
MSCI World/Metals&Mining PR USD
R-Squared 63.1 9.94
Beta 0.96 -0.1
Alpha 2.49 0.07

See Also:

Top AQR Funds Funds