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AQR Small Cap Momentum Style I (ASMOX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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20.65+0.28 (+1.37%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up10
Number of years down4
Best 1-yr total return (2 May 2024)44.67%
Worst 1-yr total return (2 May 2024)N/A

Risk statistics

3 years
ASMOXCategory average
5 years
ASMOXCategory average
10 years
ASMOXCategory average
Alpha
-7.31-0.02
-4.020.01
-4.37-0.02
BETA
1.10.01
1.10.01
1.130.01
Mean annual return
0.220.02
0.940.02
0.830.01
R-squared
73.50.78
73.010.73
70.920.73
Standard deviation
22.570.26
23.80.21
20.420.19
Sharpe ratio
-0.020.01
0.380.01
0.420.01
Treynor ratio
-2.730.15
6.030.17
5.920.11