Nasdaq - Delayed Quote USD
AQR Small Cap Momentum Style N (ASMNX)
18.67
-0.01
(-0.05%)
At close: 5:50:14 PM EDT
Fund Summary
The fund pursues a momentum investment style by investing primarily in equity or equity-related securities (including, but not limited to, exchange-traded funds, equity index futures and real estate investment trusts or REIT-like entities) of small-cap companies traded on a principal U.S. exchange or over-the-counter market that the Adviser determines to have positive momentum. Under normal market circumstances, it will invest at least 80% of its net assets (including any borrowings for investment purposes) in small-cap U.S. companies. The fund invests significantly in common stocks.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 44.36% |
| Worst 1Y Total Return | -- |
| Number of Years Up | 9 |
| Number of Years Down | 3 |
Performance & Risk
| YTD Return | -3.01% |
| 5y Average Return | 11.69% |
| Rank in Category (ytd) | 33 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.20 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| ASMNX | Category Average | ASMNX | Category Average | ASMNX | Category Average | |
| Alpha | -5.72 | -0.02 | -3.66 | 0.01 | -5.12 | -0.02 |
| BETA | 1.2 | 0.01 | 1.1 | 0.01 | 1.14 | 0.01 |
| Mean Annual Return | 0.73 | 0.02 | 1.13 | 0.02 | 0.78 | 0.01 |
| R-squared | 73.12 | 0.78 | 63.76 | 0.73 | 71.32 | 0.73 |
| Standard Deviation | 22.93 | 0.26 | 22.24 | 0.21 | 20.86 | 0.19 |
| Sharpe Ratio | 0.18 | 0.01 | 0.48 | 0.01 | 0.35 | 0.01 |
| Treynor Ratio | 1.43 | 0.15 | 8.04 | 0.17 | 4.68 | 0.11 |
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