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NIKKEI 225
39,586.38
+3.30
(+0.01%)
HANG SENG
17,718.61
+2.11
(+0.01%)
CRUDE OIL
81.87
+0.33
(+0.40%)
GOLD FUTURES
2,333.60
-6.00
(-0.26%)
DOW
39,118.86
-45.24
(-0.12%)
Bitcoin GBP
49,987.76
+2,050.73
(+4.28%)
AQR Small Cap Momentum Style R6 (QSMRX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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20.84
+0.05
(+0.24%)
At close: 08:01PM EDT
Summary
Chart
Conversations
Historical data
Profile
Holdings
Performance
Risk
Purchase info
Sustainability
Risk overview
Morningstar risk rating
★★★
Number of years up
6
Number of years down
3
Best 1-yr total return (27 Jun 2024)
26.65%
Worst 1-yr total return (27 Jun 2024)
N/A
Risk statistics
3 years
QSMRX
Category average
5 years
QSMRX
Category average
10 years
QSMRX
Category average
Alpha
-7.06
-0.02
-4.48
0.01
-4.03
-0.02
BETA
1.1
0.01
1.11
0.01
1.13
0.01
Mean annual return
0.37
0.02
1.13
0.02
0.89
0.01
R-squared
73.92
0.78
72.98
0.73
71.27
0.73
Standard deviation
22.74
0.26
23.7
0.21
20.45
0.19
Sharpe ratio
0.05
0.01
0.48
0.01
0.44
0.01
Treynor ratio
-1.25
0.15
8.09
0.17
6.48
0.11
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