AQR Small Cap Momentum Fund

Class Other (ASMOX)
Scorecard
4 / 5 Stars
Lipper
5 5 3 5 4
Zacks Investment Research
2 (Buy)
Standard & Poor's
4 / 5 Stars
TheStreet.com
B (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 18.06
Mean 1.53
Sharpe Ratio 1.02
Bear Market Decile Rank 64

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 87.39 97.98
Beta 1.35 1.07
Alpha -0.84 2.51