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AQR Funds - AQR TM Small Cap Momentum Style Fund (QTSRX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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28.230.00 (0.00%)
As of 08:00PM EDT. Market open.

Risk overview

Morningstar risk rating★★★
Number of years up4
Number of years down2
Best 1-yr total return (3 Feb 2019)28.82%
Worst 1-yr total return (3 Feb 2019)-12.16%

Risk statistics

3 years
QTSRXCategory average
5 years
QTSRXCategory average
10 years
QTSRXCategory average
Alpha
1.77-0.02
0.340.01
N/A-0.02
BETA
1.210.01
1.190.01
N/A0.01
Mean annual return
1.630.02
1.670.02
N/A0.01
R-squared
79.910.78
77.230.73
N/A0.73
Standard deviation
24.930.26
20.350.21
N/A0.19
Sharpe ratio
0.720.01
0.930.01
N/A0.01
Treynor ratio
13.520.15
15.460.17
N/A0.11