AQR Managed Futures Strategy HV Fund

Class Inst (QMHIX)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation
Mean
Sharpe Ratio
Bear Market Decile Rank

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
R-Squared
Beta
Alpha

See Also:

Top AQR Funds Funds