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AMOMX: AQR LARGE CAP MOMENTUM STYLE FUND CLASS I (MUTUAL FUND)
Basic Info 20.37 0.33(1.59%) March 18
| Asset Class: | LARGE GROWTH |
| MyPlanIQ Rating: | (63%) |
| Start Date: | 07/10/2009 |
| Last Dividend Date: | 12/17/2024 |
| 12-Mo. Yield | 0.91% |
| Expenses | 0.41% |
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Performance Analytics (As of 03/14/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 07/10/2009 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 1.2 | -5.8 | -4.7 | -1.0 | 2.5 | 4.6 | 7.9 | 9.4 | 13.4 | 4.4 | -25.2 | 6.9 | 9.8 | 29.2 | -4.0 | 22.7 | 4.6 | 3.0 | 9.8 | 35.2 | 17.5 | -2.7 | 19.1 | 25.6 |
| Sharpe Ratio | NA | -1.12 | -0.49 | -0.22 | 0.01 | 0.14 | NA | 0.41 | 0.32 | 0.01 | -1.0 | 0.3 | 0.25 | 2.22 | -0.26 | 2.46 | 0.34 | 0.18 | 0.64 | 2.62 | 1.42 | -0.1 | 0.8 | 4.21 |
| Draw Down(%) | NA | 14.1 | 22.9 | 25.1 | 40.0 | 40.0 | NA | 40.0 | 16.9 | 11.6 | 26.4 | 17.3 | 34.3 | 5.4 | 23.3 | 3.5 | 12.5 | 11.8 | 10.6 | 7.1 | 8.3 | 23.1 | 19.5 | 5.3 |
| Standard Deviation(%) | NA | 22.8 | 22.4 | 22.0 | 25.2 | 21.5 | NA | 20.5 | 21.2 | 17.5 | 26.8 | 23.1 | 38.2 | 12.5 | 20.2 | 9.0 | 13.1 | 16.0 | 15.3 | 13.4 | 12.4 | 26.4 | 23.9 | 14.4 |
| Treynor Ratio | NA | -0.3 | -0.14 | -0.07 | 0.0 | 0.04 | NA | 0.1 | 0.09 | 0.0 | -0.42 | 0.12 | 0.1 | 0.5 | -0.06 | 0.24 | 0.05 | 0.03 | 0.09 | 0.33 | 0.22 | -0.03 | 0.16 | 0.75 |
| Alpha | NA | 0.04 | -0.04 | -0.04 | -0.02 | -0.02 | NA | -0.01 | -0.03 | -0.07 | 0.01 | 0.03 | -0.12 | 0.02 | -0.02 | -0.02 | 0.02 | -0.02 | -0.02 | -0.01 | 0.01 | -0.01 | 0.02 | 0.02 |
| Beta | NA | 0.85 | 0.79 | 0.67 | 0.71 | 0.76 | NA | 0.82 | 0.78 | 0.54 | 0.64 | 0.56 | 0.95 | 0.56 | 0.95 | 0.93 | 0.85 | 0.96 | 1.1 | 1.07 | 0.81 | 0.98 | 1.22 | 0.81 |
| RSquared | NA | 0.91 | 0.62 | 0.62 | 0.61 | 0.69 | NA | 0.75 | 0.59 | 0.36 | 0.78 | 0.34 | 0.81 | 0.66 | 0.97 | 0.79 | 0.91 | 0.94 | 0.95 | 0.93 | 0.9 | 0.96 | 0.95 | 0.94 |
| Yield(%) | N/A | 0.0 | 0.9 | 0.9 | 1.2 | 4.8 | 7.3 | N/A | 1.0 | 1.2 | 0.9 | 0.5 | 0.8 | 12.0 | 10.4 | 9.3 | 8.1 | 8.0 | 10.0 | 6.1 | 1.8 | 0.8 | 1.0 | 3.6 |
| Dividend Growth(%) | N/A | -100.0 | -7.5 | -74.1 | -89.9 | N/A | N/A | N/A | -7.5 | -10.5 | 86.7 | -25.1 | -92.3 | -1.5 | 27.4 | 12.9 | -5.7 | -19.4 | 105.5 | 294.1 | 111.7 | 0.8 | -67.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/10/2009
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See LARGE GROWTH Asset Class Trend Rankings |
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