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

Nasdaq - Nasdaq Delayed Price. Currency in USD
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28.030.00 (0.00%)
At close: 08:00PM EDT

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up6
Number of Years Down2
Best 1 Yr Total Return (Feb 3, 2019)43.22%
Worst 1 Yr Total Return (Feb 3, 2019)-12.49%

Risk Statistics

3 Years
ATSNXCategory Average
5 Years
ATSNXCategory Average
10 Years
ATSNXCategory Average
Alpha
1.4-0.02
-0.020.01
N/A-0.02
BETA
1.210.01
1.190.01
N/A0.01
Mean Annual Return
1.60.02
1.650.02
N/A0.01
R-squared
79.90.78
77.230.73
N/A0.73
Standard Deviation
24.960.26
20.370.21
N/A0.19
Sharpe Ratio
0.710.01
0.910.01
N/A0.01
Treynor Ratio
13.160.15
15.110.17
N/A0.11