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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 (Feb 3, 2019)28.82%
Worst 1 Yr Total Return (Feb 3, 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