Mutual Funds - Profile

AQR TM Small Cap Momentum Style Fund

US > Small-Cap > Growth

Rank

Universe Rank

Summary

The fund seeks after-tax capital appreciation in the long term by investing in small-size companies in the United States.

The investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

Next, the research team utilizes a momentum investment style to identify companies that exhibit positive momentum characteristics.

The team believes a security to have positive momentum if it has a return over the prior twelve months that ranks in the top third of its relevant universe.

In assessing More

Price

  • Last Close
  • $28.03
    +0
  • 52 Week HL
  • $29.9 - $18.13
  • Net Assets
  • $58 M
  • Expense Ratio

Portfolio

  • Holdings
  • -
  • Turnover Ratio
  • -

Sector Allocation
Mar 31, 2021

Top 10 Holdings
Mar 31, 2021

Company Holding
Gamestop Corporation 2.69
Caesars Entertainment 1.22
Penn Natl 1.06
Plug Power 0.94
Darling 0.84
Company Holding
Novavax 0.81
Lithia Motors 0.78
RH 0.73
Builders FrstSrc 0.70
Deckers Outdoor 0.69
Total 10.46%

Manager

  • Name
  • Cliff Asness
  • Leadership
  • Single Manager
  • Tenure
  • 2003
  • Advisor

Documents

  • Annual Reports
  • 2020

Performance
14 % YTD

  • 3 Year
  • 81.19%
  • 5 Year
  • 96.82%
  • Best
  • 40.9%
    2013
  • Worst
  • -12.67%
    2018

Returns +
A

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
ATSNX 4%34%28%-10%21%10%-2%5%42%14%-4%
S&P 500 21%16%29%-6%19%10%-1%11%30%13%0%

Returns +
Q

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Q1 14% -26.1% 15.8% 1.4% 3.6% -5.1% 4.9% 0.9% 14.3% - -
Q2 - 26.5% 3.4% 11% 2.4% 4.9% 0.2% 0.3% 5.4% -100% -
Q3 - 8.3% -2.4% 3.9% 6.4% 5.9% -10.9% -7.7% 10% -100% -
Q4 - 24% 7.7% -22.8% 1.9% 7% 4.2% 12.9% 6.1% 2.3% -

Returns +
M

J F M A M J J A S O N D
2021 10.3% 2.8% 0.6% - - - - - - - - -
2020 -0.8% -7.7% -19.2% 13.9% 7.5% 3.3% 5.1% 4.4% -1.3% -0.1% 17.1% 5.9%

Annual Return

Index Comparison

Alpha

NAV