AQR TM Small Cap Multi-Style Fund Class I

 (MUTF:QSSLX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +1.35%
   
1 week   +0.50%
   
4 week
   
-1.32%  
3 month   +6.68%
   
YTD   +6.96%
   
1 year   +13.24%
   
3 years*   -  
5 years*   -  
*annualized
Best 3 month return+14.89%  
Worst 3 month return-10.82%  

Morningstar statistics

Morningstar category: Small Blend
Morningstar style  Learn more
      Large
      Mid
      Small
Value Blend Growth  

Key statistics

Total assets30.20M 
Front load-  
Deferred load-  
Expense ratio0.67%  
Management fee-  
Fund familyAQR Funds 

Asset allocation

Cash0.00%  
Stocks98.10%  
Bonds0.00%  
Other1.90%  

Purchase information

Initial$5,000,000  
IRA Initial$100,000  
12.03+0.05(0.42%)
Nov 16, 7:00PM EST

Description

The investment seeks long-term after-tax capital appreciation. The fund pursues its investment objective by investing, under normal market conditions, at least 80% of its net assets (including borrowings for investment purposes) in equity or equity-related securities (including, but not limited to, exchange-traded funds, equity index futures, equity index swaps and depositary receipts) of small-cap companies.
Fund filings (PDF) »
Asset managers:
Ronen Israel (Started: Feb 11, 2015)
Jacques Friedman (Started: Feb 11, 2015)
Andrea Frazzini (Started: Feb 11, 2015)
Clifford Asness (Started: Feb 11, 2015)
Advisor Company:
AQR Capital Management LLC
Fund family reports on Morningstar »
AQR Funds, Two Greewich Plaza,3rd Floor, Greenwich, CT 06830, USA

Risk

  1 year 3 years 5 years 10 years  
Alpha* -13.78     -     -     -
Beta* 1.78     -     -     -
Mean annual return 1.98     -     -     -
R-squared* 30.81     -     -     -
Standard deviation 13.46     -     -     -
Sharpe ratio 1.70     -     -     -
* Against standard index

Top 10 holdings

Security Net Assets  
iShares Russell 2000 ETF 2.56%  
Ubs Money Ser 1.90%  
Sanderson Farms Inc (SAFM) 1.27%  
Radian Group Inc (RDN) 0.97%  
Primerica Inc (PRI) 0.85%  
Dana Inc (DAN) 0.79%  
Cooper-Standard Holdings Inc (CPS) 0.78%  
MGIC Investment Corp (MTG) 0.76%  
Meritor Inc (MTOR) 0.76%  
Johnson Outdoors Inc Class A (JOUT) 0.74%