Summary
The fund seeks 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 outperformed
Link
Directors
Dec 8, 2023- Kathleen Hagerty
- L. Joe Moravy
- David Kabiller
- Gregg D. Behrens
- Mark A. Zurack
- William L. Atwell
Chief Compliance Officer
- H.J. Willcox
Fund Manager(s)
- Clifford Asness
- Andrea Frazzini
- Lars Nielsen
- Michele Aghassi
- John Huss
Price
Company Name |
Holding |
| Permian Resources Corp. | 0.73 % |
| CBIZ, Inc. | 0.56 % |
| Insmed, Inc. | 0.56 % |
| Acushnet Holdings Corp. | 0.5 % |
| Axcelis Technologies, Inc. | 0.37 % |
| ATI, Inc. | 0.35 % |
| Oscar Health, Inc. | 0.31 % |
| Addus HomeCare Corp. | 0.3 % |
| Meritage Homes Corp. | 0.3 % |
| PJT Partners, Inc. | 0.28 % |
| More |
Documents
Performance
YTD
4.5%
3 Year
-20.95%
5 Year
18.50%
Best
21.20%
2019
Worst
-20.07%
2022
| 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Q1 | 10.5% | 0.8% | -8% | 11.1% | -26.8% | 15% | 1.5% | 3% | -5.1% | 4.9% |
| Q2 | -8.3% | 7.4% | -18.5% | 6.5% | 27.1% | 3.2% | 11.2% | 2.2% | 5.4% | - |
| Q3 | - | -4.5% | -0.6% | -23.7% | 1.6% | -2.2% | 4.3% | 7.4% | 6.4% | -11.5% |
| Q4 | - | 11.6% | 7.3% | 2.1% | 26.1% | 3.8% | -22.8% | 2.6% | 6.5% | 3.6% |
| J | F | M | A | M | J | J | A | S | O | N | D | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.9% | 8.7% | 3.6% | -5.4% | - | - | - | - | - | - | - | - |
| 2023 | 5.8% | -0.5% | -4.3% | -0.6% | -0.3% | 8.4% | 4.7% | -3.6% | -5.4% | -7% | 9.6% | 7.9% |
| 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5% | 14% | -20% | -8% | 19% | 21% | -12% | 18% | 13% | -4% |
Alpha
| 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
| QSMRX | 5% | 14% | -20% | -8% | 19% | 21% | -12% | 18% | 13% | -4% |
| Russell 2000 | - | - | -32% | 2% | 34% | 28% | -10% | 21% | 10% | -2% |
| Alpha | 5% | 14% | 12% | -10% | -14% | -6% | -2% | -4% | 3% | -2% |