Canada markets closed

AQR Small Cap Momentum Style I (ASMOX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
Add to watchlist
21.19-0.01 (-0.05%)
At close: 06:46PM EDT

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up10
Number of Years Down4
Best 1 Yr Total Return (May 15, 2024)44.67%
Worst 1 Yr Total Return (May 15, 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