About QSMLX
The AQR Small Cap Multi-Style Fund is a mutual fund focused on achieving long-term capital appreciation by investing primarily in U.S. small-cap companies. The fund distinguishes itself through a disciplined, multi-factor investment strategy that systematically integrates three well-established investment styles: value, momentum, and quality. By combining these approaches, the fund seeks to capture multiple, historically robust drivers of return that tend to have low correlation, potentially enhancing the consistency and reliability of its performance across market cycles.
The portfolio is broadly diversified—typically holding hundreds of stocks across various sectors, with sector allocations including financials, information technology, health care, and industrials. Its methodology aims not only to identify small-cap firms that are attractively valued, demonstrate positive price momentum, and possess strong underlying business fundamentals, but also to avoid overconcentration in any single style or sector. Managed by AQR Capital Management, the fund is designed to outperform traditional capitalization-weighted indices in the small-cap space, making it notable within the small blend mutual fund category for its sophisticated, research-driven process and its focus on comprehensive risk management.
Fund Family AQR Funds
Category Small Blend
Performance Rating High
Risk Rating High
Stock Exchange NASDAQ
Ticker Symbol QSMLX
Share Class Class I
Index Russell 2000 TR
QSMLX had a total return of 32.70% in the past year, including dividends. Since the fund's
inception, the average annual return has been 10.28%.
