We have constructed an achromatic half wave plate (AHWP) suitable for the millimeter wavelength band. The AHWP was made from a stack of three sapphire a-cut birefringent plates with the optical axes of the middle plate rotated by 50.5 degrees with respect to the aligned axes of the other plates. The measured modulation efficiency of the AHWP at 110 GHz was $96 pm 1.5$%. In contrast, the modulation efficiency of a single sapphire plate of the same thickness was $43 pm 4$%. Both results are in close agreement with theoretical predictions. The modulation efficiency of the AHWP was constant as a function of incidence angles between 0 and 15 degrees. We discuss design parameters of an AHWP in the context of astrophysical broad band polarimetry at the millimeter wavelength band.