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15 important things you should know about AQR Funds ATSMX mutual fund

Updated: September 09, 2020
60
Bull Case
  • 3-year return above the benchmark
  • 5-year return above the benchmark
  • No sales load or distribution fees
Bear Case
  • Low net assets
  • High expense ratio

Before we start: if you’re looking for ATSMX “stock” price, you can quickly find it out by visiting Finny and typing "ATSMX quote". If you’re looking for a quick scoop on ATSMX "stock" (price chart, key stats, buy or sell analysis and holdings), go to Finny and look for "ATSMX". You’ll get all this info in one place.

Are you looking to buy or sell ATSMX? Or perhaps you’re looking for ATSMX fact sheet, and learn about its alternatives? If so, you came to the right place.

In this ATSMX mutual fund review, we’ll address key questions our readers have been asking us about this fund, above and beyond what you can find in its prospectus, and on Morningstar or Yahoo Finance.

Here is what you’ll be able to find in this review:

  • Fact Sheet: ATSMX performance, returns, expense ratio, holdings and dividend yield;
  • Analysis: ATSMX buy or sell; the pros and cons of investing in ATSMX mutual fund;
  • Alternatives: other ETFs and mutual funds you should consider as alternatives to ATSMX.

And here is the list of questions we’ll answer:

  1. Describe AQR Funds: AQR TM Small Cap Momentum Style Fund; Class I Shares (ATSMX).
  2. What are ATSMX holdings?
  3. What is ATSMX performance? What are ATSMX historical returns?
  4. How many up and down years did ATSMX have historically?
  5. What is ATSMX dividend yield?
  6. What is ATSMX minimum initial investment amount?
  7. What is ATSMX expense ratio?
  8. Does ATSMX have any sales loads or 12b-1 distribution expenses?
  9. What is ATSMX tax efficiency (tax-cost ratio)?
  10. What is ATSMX beta? How would you assess ATSMX risk?
  11. What is ATSMX Sharpe ratio?
  12. What is ATSMX Finny Score? ATSMX buy or sell?
  13. What are the pros of investing in ATSMX? What are ATSMX buy reasons?
  14. What are the cons of investing in ATSMX? What are ATSMX sell reasons?

So let’s start. Scroll down to the question that interests you the most.

Fact Sheet

1. Describe AQR Funds: AQR TM Small Cap Momentum Style Fund; Class I Shares (ATSMX).

The Fund seeks long-term after-tax capital appreciation. The Fund invests in equity-related securities of small cap companies traded on principal US exchange or over-the-counter market that the Adviser believes to have positive Momentum. The Fund invests in common stocks, or use financial futures contracts.

2. What are ATSMX top holdings?

ATSMX has 702 stock holdings and 0 bond holdings.

The top 10 holdings represent 11.96% of total assets. Here are the top holdings:

Name Symbol % Assets
E-mini Russell 2000 Index Future June 20 RTYM0 4.58%
Teladoc Health Inc TDOC 1.22%
AppFolio Inc A APPF 0.90%
NovoCure Ltd NVCR 0.89%
ACADIA Pharmaceuticals Inc ACAD 0.88%
Five9 Inc FIVN 0.72%
Inphi Corp IPHI 0.72%
Generac Holdings Inc GNRC 0.70%
PS Business Parks Inc PSB 0.68%
Ubs Money Ser N/A 0.67%

3. What is ATSMX performance? What are ATSMX historical returns?

ATSMX has generated the following returns:

  • 1-month return is -2.35%;
  • 3-month return is 7.02%;
  • 1-year return is 8.18%;
  • 3-year return is 6.59%;
  • 5-year return is 8.21%.

4. How many up and down years did ATSMX have historically?

In the last 10 years, ATSMX had 8 up years and 2 down years.

5. What is ATSMX dividend yield?

ATSMX yield is 0.56%.

6. What is ATSMX minimum initial investment amount?

ATSMX minimum initial investment amount is $5.00M.

7. What is ATSMX expense ratio?

ATSMX expense ratio is 0.6%. The expense ratio of a fund is the total percentage of fund assets used for administrative, management, and all other expenses.

8. Does ATSMX have any sales loads or 12b-1 distribution expenses?

ATSMX 12b-1 distribution fee is 0. ATSMX front-end sales load is 0. ATSMX back-end sales load is 0.

9. What is ATSMX tax efficiency (tax-cost ratio)?

  • 1-year ax cost ratio is 0.5%;
  • 3-year ax cost ratio is 0.97%.

10. What is ATSMX beta? How would you assess ATSMX risk?

  • 3-year beta is 1.22;
  • 5-year beta is 1.22.

11. What is ATSMX Sharpe ratio?

  • 3-year Sharpe ratio is 0.26;
  • 5-year Sharpe ratio is 0.30.

Analysis

12. What is Finny Score? buy or sell?

Finny Score is 60. Our quantitative analysis shows 3 reasons to buy and 2 reasons to sell it, resulting in the Finny Score of 60.

13. What are the pros of investing in ATSMX? What are ATSMX buy reasons?

The following are ATSMX strengths from our perspective:

  • ATSMX 3-year return is 6.59%, which is higher than the 3-year return of the benchmark index (Russell 2000 TR USD), 4.23%.
  • ATSMX 5-year return is 8.21%, which is higher than the 5-year return of the benchmark index (Russell 2000 TR USD), 7.72%.
  • Good news: this fund does not have 12b1, front-end or back-end sales fees.

14. What are the cons of investing in ATSMX? What are ATSMX negatives?

The following are ATSMX weaknesses from our perspective:

  • ATSMX net assets are $54.60 million. This fund is not a popular choice with retail investors.
  • ATSMX expense ratio is 0.6%, which is not negligible. Is the fund expensive to you, and does it align to your investment strategy?
In the ATSMX review, we covered ATSMX key stats (return, performance, yield, expense ratio, and holdings), buy and sell analysis, and alternative investments. If this review was helpful to you, feel free to check out other mutual fund and ETF reviews.
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