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ASMOX: AQR SMALL CAP MOMENTUM STYLE FUND CLASS I (MUTUAL FUND)
Basic Info 17.57 0.2(1.13%) March 18
| Asset Class: | Small Growth |
| MyPlanIQ Rating: | (61%) |
| Start Date: | 07/10/2009 |
| Last Dividend Date: | 12/17/2024 |
| 12-Mo. Yield | 0.32% |
| Expenses | 0.61% |
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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(%) | 2.0 | -8.7 | -14.4 | -0.9 | 4.1 | 2.5 | 6.8 | 8.4 | -0.6 | 14.7 | -19.6 | -7.6 | 20.1 | 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 | -1.61 | -0.71 | -0.2 | 0.05 | 0.03 | NA | 0.29 | -0.25 | 0.55 | -0.75 | -0.22 | 0.47 | 1.6 | -0.63 | 1.22 | 0.74 | -0.22 | 0.15 | 2.71 | 1.2 | -0.08 | 0.95 | 2.19 |
| Draw Down(%) | NA | 15.7 | 33.0 | 33.0 | 47.0 | 47.0 | NA | 47.0 | 24.2 | 16.3 | 27.2 | 28.2 | 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 | 24.9 | 29.1 | 25.3 | 30.6 | 25.6 | NA | 25.1 | 28.6 | 19.1 | 28.2 | 35.1 | 42.0 | 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 | -0.37 | -0.17 | -0.06 | 0.02 | 0.01 | NA | 0.07 | -0.06 | 0.12 | -0.26 | -0.06 | 0.18 | 0.26 | -0.12 | 0.13 | 0.13 | -0.04 | 0.02 | 0.4 | 0.21 | -0.02 | 0.23 | 0.48 |
| Alpha | NA | 0.02 | -0.06 | -0.02 | -0.02 | -0.02 | NA | -0.01 | -0.06 | -0.02 | 0.02 | -0.04 | -0.05 | -0.01 | -0.02 | -0.03 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | -0.03 | -0.08 |
| Beta | NA | 1.07 | 1.19 | 0.92 | 1.0 | 1.02 | NA | 1.05 | 1.21 | 0.91 | 0.81 | 1.21 | 1.07 | 0.96 | 1.1 | 1.27 | 0.97 | 1.09 | 1.22 | 1.12 | 0.92 | 1.08 | 1.21 | 1.02 |
| RSquared | NA | 0.88 | 0.66 | 0.76 | 0.76 | 0.81 | NA | 0.86 | 0.66 | 0.85 | 0.88 | 0.55 | 0.95 | 0.94 | 0.96 | 0.9 | 0.94 | 0.92 | 0.94 | 0.95 | 0.93 | 0.99 | 0.98 | 0.96 |
| Yield(%) | N/A | 0.0 | 0.3 | 0.5 | 0.9 | 4.1 | 7.0 | N/A | 0.3 | 0.9 | 0.5 | 0.3 | 0.8 | 5.3 | 20.2 | 10.6 | 0.9 | 1.2 | 10.8 | 8.3 | 1.3 | 0.8 | 1.4 | 7.1 |
| Dividend Growth(%) | N/A | -100.0 | -57.8 | -70.2 | -93.6 | N/A | N/A | N/A | -57.8 | 57.1 | 44.1 | -53.7 | -82.7 | -82.1 | 104.1 | 1242.8 | -27.9 | -90.0 | 70.2 | 689.3 | 48.3 | -28.1 | -76.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/10/2009
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