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AQR Large Cap Defensive Style I (AUEIX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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23.91-0.03 (-0.13%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★
Number of years up9
Number of years down2
Best 1-yr total return (2 Jul 2024)30.28%
Worst 1-yr total return (2 Jul 2024)N/A

Risk statistics

3 years
AUEIXCategory average
5 years
AUEIXCategory average
10 years
AUEIXCategory average
Alpha
-3.94-0.01
-3.23-0.01
0.51-0.01
BETA
0.780.01
0.820.01
0.810.01
Mean annual return
0.460.01
0.840.01
0.970.01
R-squared
88.310.94
91.20.95
90.210.95
Standard deviation
14.820.17
15.50.19
13.060.15
Sharpe ratio
0.140
0.50.01
0.770.01
Treynor ratio
1.40.03
8.460.1
11.970.1