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AQR Small Cap Momentum Style I (ASMOX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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22.89+0.36 (+1.60%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up10
Number of years down4
Best 1-yr total return (3 Oct 2024)44.67%
Worst 1-yr total return (3 Oct 2024)N/A

Risk statistics

3 years
ASMOXCategory average
5 years
ASMOXCategory average
10 years
ASMOXCategory average
Alpha
-6.33-0.02
-3.550.01
-3.62-0.02
BETA
1.110.01
1.10.01
1.110.01
Mean annual return
0.620.02
1.20.02
0.960.01
R-squared
72.120.78
69.90.73
69.810.73
Standard deviation
22.840.26
23.790.21
20.250.19
Sharpe ratio
0.160.01
0.50.01
0.480.01
Treynor ratio
1.040.15
8.860.17
7.30.11