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ASMOX: AQR SMALL CAP MOMENTUM STYLE FUND CLASS I (MUTUAL FUND)
Basic Info 21.37 0.34(1.62%) March 27
Asset Class: | Small Growth |
MyPlanIQ Rating: | (61%) |
Start Date: | 07/10/2009 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 0.50% |
Expenses | 0.61% |
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Performance Analytics (As of 03/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/10/2009 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.0 | 10.1 | 32.3 | 3.8 | 11.1 | 8.3 | 12.8 | 18.4 | -19.6 | 15.8 | 26.5 | 26.5 | -12.1 | 17.4 | 13.3 | -3.9 | 3.0 | 44.8 | 19.6 | -2.6 | 27.7 | 21.2 |
Sharpe Ratio | NA | 1.77 | 1.5 | -0.03 | 0.3 | 0.27 | 0.47 | 0.75 | -0.75 | 0.38 | 0.62 | 1.6 | -0.62 | 1.22 | 0.74 | -0.22 | 0.15 | 2.71 | 1.2 | -0.08 | 0.95 | 2.19 |
Draw Down(%) | NA | 4.7 | 16.3 | 40.3 | 40.9 | 42.2 | 42.2 | 16.3 | 27.2 | 18.9 | 40.9 | 7.1 | 31.5 | 6.7 | 17.6 | 15.9 | 17.2 | 5.7 | 11.1 | 30.9 | 23.5 | 11.1 |
Standard Deviation(%) | NA | 21.6 | 19.0 | 30.1 | 31.3 | 25.6 | 25.5 | 18.9 | 28.2 | 41.6 | 41.9 | 15.7 | 21.6 | 13.8 | 17.6 | 18.1 | 19.7 | 16.5 | 16.4 | 35.2 | 29.1 | 22.5 |
Treynor Ratio | NA | 0.36 | 0.29 | -0.01 | 0.1 | 0.07 | 0.11 | 0.16 | -0.26 | 0.13 | 0.24 | 0.26 | -0.12 | 0.13 | 0.13 | -0.04 | 0.02 | 0.4 | 0.21 | -0.02 | 0.23 | 0.48 |
Alpha | NA | 0.05 | 0.02 | 0.02 | 0.02 | 0.0 | 0.0 | -0.01 | 0.02 | 0.06 | -0.03 | -0.01 | -0.02 | -0.03 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | -0.03 | -0.08 |
Beta | NA | 1.06 | 0.98 | 0.91 | 0.99 | 1.02 | 1.04 | 0.91 | 0.8 | 1.25 | 1.08 | 0.96 | 1.1 | 1.27 | 0.97 | 1.09 | 1.22 | 1.12 | 0.92 | 1.08 | 1.21 | 1.02 |
RSquared | NA | 0.91 | 0.9 | 0.53 | 0.7 | 0.76 | 0.82 | 0.87 | 0.88 | 0.36 | 0.96 | 0.94 | 0.96 | 0.9 | 0.94 | 0.92 | 0.94 | 0.95 | 0.93 | 0.99 | 0.98 | 0.96 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/10/2009
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