Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ATSMX (AQR TM SMALL CAP MOMENTUM STYLE FUND CLASS I) | NA | 14.18% | 5.02% | 10.96% | NA | NA | NA | … | … |
Data as of 09/16/2021, Common starting date is 01/30/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATSMX (AQR TM SMALL CAP MOMENTUM STYLE FUND CLASS I) | 01/30/2012 | 09/16/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.18 | 5.02 | 10.96 | NA | NA | NA | … | … | -8.56 | 28.11 | 28.81 | -12.27 | 16.70 | 13.04 | -2.23 | 1.90 | 43.71 | 13.00 |
| Sharpe Ratio | NA | 0.45 | 0.11 | 0.38 | NA | NA | NA | … | … | -0.35 | 0.66 | 1.73 | -0.63 | 1.21 | 0.73 | -0.12 | 0.10 | 2.65 | 0.84 |
| Standard Deviation(%) | NA | 31.44 | 32.21 | 26.63 | NA | NA | NA | … | … | 34.52 | 41.82 | 15.84 | 21.56 | 13.33 | 17.55 | 18.06 | 19.49 | 16.47 | 16.96 |
| Draw Down(%) | NA | 26.83 | 40.41 | 40.41 | NA | NA | NA | … | … | 26.83 | 40.41 | 7.21 | 31.20 | 6.63 | 17.84 | 15.35 | 18.06 | 5.80 | 11.37 |
| Yield(%) | 0.00 | 5.93 | 4.73 | 4.31 | 4.46 | 2.97 | 2.23 | … | … | 2.84 | 2.57 | 2.22 | 8.33 | 0.39 | 0.82 | 0.68 | 3.57 | 2.52 | 1.45 |
Data as of 09/16/2021, Common starting date is 01/30/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATSMX (AQR TM SMALL CAP MOMENTUM STYLE FUND CLASS I) |
-2.01%
Mar 2017 – Mar 2020 |
0.56%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATSMX (AQR TM SMALL CAP MOMENTUM STYLE FUND CLASS I) |
20.28%
May 2012 – May 2015 |
19.45%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart