AQR Small Cap Momentum Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 18.16
Mean 1.37
Sharpe Ratio 0.9
Bear Market Decile Rank 64

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 87.67 97.68
Beta 1.36 1.07
Alpha -3.31 1.69