AQR Small Cap Momentum Style N (ASMNX)
16.83
0.00 (0.00%)
USD |
Mar 28 2023
Key Stats
| Expense Ratio | Total Assets Under Management | Dividend Yield | Turnover Ratio |
|---|---|---|---|
| 0.86% | 189.08M | 0.28% | 74.00% |
| 1 Year Fund Level Flows | 1 Year Total Returns (Daily) | Annualized All Time Total Returns (Daily) | Max Drawdown (All) |
| -7.592M | -14.72% | Upgrade | Upgrade |
Basic Info
| Investment Strategy | |
| The investment seeks long-term capital appreciation. The fund pursues a momentum investment style by investing primarily in equity or equity-related securities (including, but not limited to, exchange-traded funds, equity index futures and real estate investment trusts) of small-cap companies traded on a principal U.S. exchange or over-the-counter market that the Adviser determines to have positive momentum. Under normal market circumstances, it will invest at least 80% of its net assets (including any borrowings for investment purposes) in small-cap U.S. companies. The fund invests significantly in common stocks. |
| General | |
| Security Type | Mutual Fund |
| Oldest Share Symbol | ASMOX |
| Equity Style | Small Cap/Blend |
| Fixed Income Style | -- |
| Broad Asset Class | US Equity |
| Broad Category | Equity |
| Category Name | Small Growth |
| Category Index | Russell 2000 Growth TR USD |
| Global Category Name | US Equity Small Cap |
| YCharts Categorization | US Small Cap |
| YCharts Benchmark | Russell 2000 Total Return (^RUTTR) |
| Prospectus Objective | Small Company |
| Fund Owner Firm Name | AQR Funds |
| Prospectus Benchmark Index | |
| Russell 2000 TR USD | 100.0% |
| Broad Asset Class Benchmark Index | |
| ^SPXTR | 100.0% |
| Manager Tenure | |
| Clifford Asness | 13.65 yrs |
| Andrea Frazzini | 10.84 yrs |
| Lars Nielsen | 3.16 yrs |
| Michele Aghassi | 3.16 yrs |
| John Huss | 1.16 yrs |
Net Fund Flows Versus Category
1 Month
% Rank:
--
--
Category Low
--
Category High
1 Year
% Rank:
36
-7.592M
-1.393B
Category Low
747.16M
Category High
3 Months
% Rank:
--
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Category Low
--
Category High
3 Years
% Rank:
--
--
Category Low
--
Category High
6 Months
% Rank:
--
--
Category Low
--
Category High
5 Years
% Rank:
--
--
Category Low
--
Category High
YTD
% Rank:
--
--
Category Low
--
Category High
10 Years
% Rank:
--
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Category Low
--
Category High
As of February 28, 2023
Risk
Performance Versus Category
As of March 28, 2023. Returns for periods of 1 year and above are annualized.
Annual Total Returns Versus Peers
As of March 28, 2023.
Asset Allocation
Top 10 Holdings
| Name | % Weight | Price | % Change |
|---|---|---|---|
|
Limited Purpose Cash Investment
|
3.10% | -- | -- |
| Matador Resources Co | 0.69% | 46.94 | 0.09% |
| RLI Corp | 0.66% | 134.11 | 1.25% |
| Murphy USA Inc | 0.64% | 251.83 | -0.74% |
| CVB Financial Corp | 0.59% | 17.06 | 0.12% |
| Valaris Ltd | 0.55% | 65.74 | -0.38% |
| Kinsale Capital Group Inc | 0.55% | 301.94 | 1.68% |
| Hancock Whitney Corp | 0.53% | 35.91 | 0.17% |
| BancFirst Corp | 0.51% | 83.88 | -0.85% |
| Prometheus Biosciences Inc | 0.51% | 111.66 | 1.81% |
Basic Info
| Investment Strategy | |
| The investment seeks long-term capital appreciation. The fund pursues a momentum investment style by investing primarily in equity or equity-related securities (including, but not limited to, exchange-traded funds, equity index futures and real estate investment trusts) of small-cap companies traded on a principal U.S. exchange or over-the-counter market that the Adviser determines to have positive momentum. Under normal market circumstances, it will invest at least 80% of its net assets (including any borrowings for investment purposes) in small-cap U.S. companies. The fund invests significantly in common stocks. |
| General | |
| Security Type | Mutual Fund |
| Oldest Share Symbol | ASMOX |
| Equity Style | Small Cap/Blend |
| Fixed Income Style | -- |
| Broad Asset Class | US Equity |
| Broad Category | Equity |
| Category Name | Small Growth |
| Category Index | Russell 2000 Growth TR USD |
| Global Category Name | US Equity Small Cap |
| YCharts Categorization | US Small Cap |
| YCharts Benchmark | Russell 2000 Total Return (^RUTTR) |
| Prospectus Objective | Small Company |
| Fund Owner Firm Name | AQR Funds |
| Prospectus Benchmark Index | |
| Russell 2000 TR USD | 100.0% |
| Broad Asset Class Benchmark Index | |
| ^SPXTR | 100.0% |
| Manager Tenure | |
| Clifford Asness | 13.65 yrs |
| Andrea Frazzini | 10.84 yrs |
| Lars Nielsen | 3.16 yrs |
| Michele Aghassi | 3.16 yrs |
| John Huss | 1.16 yrs |
Fundamentals
| General | |
| Distribution Yield | Upgrade |
| Dividend Yield TTM (3-28-23) | 0.28% |
| 30-Day SEC Yield | -- |
| 7-Day SEC Yield (3-3-23) | Upgrade |
| Number of Holdings | Upgrade |
| Stock | |
| Weighted Average PE Ratio | 9.506 |
| Weighted Average Price to Sales Ratio | Upgrade |
| Weighted Average Price to Book Ratio | Upgrade |
| Weighted Median ROE | Upgrade |
| Weighted Median ROA | Upgrade |
| Forecasted Dividend Yield | Upgrade |
| Forecasted PE Ratio | Upgrade |
| Forecasted Price to Sales Ratio | Upgrade |
| Forecasted Price to Book Ratio | Upgrade |
As of December 31, 2022
Fund Details
| Key Dates | |
| Inception Date | 12/17/2012 |
| Last Annual Report Date | 9/30/2022 |
| Last Prospectus Date | 1/29/2023 |
| Share Classes | |
| ASMOX | Inst |
| QSMRX | Retirement |
| Attributes | |
| Index Fund | No |
| Inverse Fund | No |
| Leveraged Fund | No |
| Fund of Funds | No |
| Currency Hedged Fund | No |
| Synthetic Replication Fund | No |
| Has Dividend Investment Plan | No |
| Socially Responsible Fund | No |