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AQR Small Cap Momentum Style I (ASMOX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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20.21+0.46 (+2.33%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up10
Number of years down4
Best 1-yr total return (21 Apr 2024)44.67%
Worst 1-yr total return (21 Apr 2024)N/A

Risk statistics

3 years
ASMOXCategory average
5 years
ASMOXCategory average
10 years
ASMOXCategory average
Alpha
-7.83-0.02
-3.80.01
-4.77-0.02
BETA
1.070.01
1.090.01
1.120.01
Mean annual return
0.440.02
1.10.02
0.840.01
R-squared
71.590.78
72.450.73
69.910.73
Standard deviation
22.190.26
23.550.21
20.380.19
Sharpe ratio
0.10.01
0.470.01
0.420.01
Treynor ratio
-0.070.15
8.080.17
6.090.11