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AQR Small Cap Momentum Style R6 (QSMRX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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20.84+0.05 (+0.24%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up6
Number of years down3
Best 1-yr total return (27 Jun 2024)26.65%
Worst 1-yr total return (27 Jun 2024)N/A

Risk statistics

3 years
QSMRXCategory average
5 years
QSMRXCategory average
10 years
QSMRXCategory average
Alpha
-7.06-0.02
-4.480.01
-4.03-0.02
BETA
1.10.01
1.110.01
1.130.01
Mean annual return
0.370.02
1.130.02
0.890.01
R-squared
73.920.78
72.980.73
71.270.73
Standard deviation
22.740.26
23.70.21
20.450.19
Sharpe ratio
0.050.01
0.480.01
0.440.01
Treynor ratio
-1.250.15
8.090.17
6.480.11