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Straits Times Index
3,272.72
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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
Summary
Chart
Historical data
Profile
Holdings
Performance
Risk
Purchase info
Sustainability
Risk overview
Morningstar risk rating
★★★
Number of years up
10
Number of years down
4
Best 1-yr total return (21 Apr 2024)
44.67%
Worst 1-yr total return (21 Apr 2024)
N/A
Risk statistics
3 years
ASMOX
Category average
5 years
ASMOX
Category average
10 years
ASMOX
Category average
Alpha
-7.83
-0.02
-3.8
0.01
-4.77
-0.02
BETA
1.07
0.01
1.09
0.01
1.12
0.01
Mean annual return
0.44
0.02
1.1
0.02
0.84
0.01
R-squared
71.59
0.78
72.45
0.73
69.91
0.73
Standard deviation
22.19
0.26
23.55
0.21
20.38
0.19
Sharpe ratio
0.1
0.01
0.47
0.01
0.42
0.01
Treynor ratio
-0.07
0.15
8.08
0.17
6.09
0.11
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