AQR Funds - AQR TM Small Cap Momentum Style Fund (ATSMX)
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Risk Overview
Morningstar Risk Rating★★★
Number of Years Up6
Number of Years Down2
Best 1 Yr Total Return (Feb 3, 2019)43.71%
Worst 1 Yr Total Return (Feb 3, 2019)-12.27%
Risk Statistics
3 Years
ATSMXCategory Average5 Years
ATSMXCategory Average10 Years
ATSMXCategory AverageAlpha
1.65-0.02
0.220.01
N/A-0.02
BETA
1.210.01
1.190.01
N/A0.01
Mean Annual Return
1.620.02
1.670.02
N/A0.01
R-squared
79.960.78
77.280.73
N/A0.73
Standard Deviation
24.940.26
20.360.21
N/A0.19
Sharpe Ratio
0.720.01
0.920.01
N/A0.01
Treynor Ratio
13.40.15
15.350.17
N/A0.11
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