AQR Momentum L
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RPG Guggenheim S&P 500 Pure Growth ETF Analysis, Report, Research, 5 Star Rating – Morningstar
… frictional costs. Low assets and volume mean this fund can trade with wide bid-ask spreads. Among mutual funds, AQR Momentum AMOMX is the only game in town. It carries a 0.49% expense ratio, but the fund's impressively high turnover drives costs up …
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RFG Guggenheim S&P Midcap 400 Pure Growth ETF Analysis, Report, Research, 5 Star Rating – Morningstar
… frictional costs. Low assets and volume mean this fund can trade with wide bid-ask spreads. Among mutual funds, AQR Momentum AMOMX is the only game in town. It carries a 0.49% expense ratio, but the fund's impressively high turnover drives costs up …
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HMTM Russell 1000 High Momentum ETF ETF Analysis, Report, Research, 5 Star Rating – Morningstar
… all that shorting is expensive, and so is this fund's headline expense ratio: 0.81%. Another option is AQR Momentum AMOMX It charges a 0.49% expense ratio and uses cumulative 12-month returns, minus the past month's return, as its momentum …
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Momentum and Market Inflection Points
… few short weeks. In addition to its topnotch momentum research, AQR runs funds based on its work; the shop's AQR Momentum AMOMX is among the industry's purest momentum vehicles. In the quarter to date through Aug. 25, that large-growth offering …
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Momentum Strikes Back
… the market's 2008 meltdown and flailing (in relative terms) in 2009, the tactic has lately picked up steam. AQR Momentum AMOMX --probably the mutual fund world's purest price-momentum vehicle--bested the Russell 1000 and Russell 1000 Growth indexes …
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From Barron’s, March 21, 2011 (Part 2)
… canslim.net , http://stockcharts.com/index.html ; costs vary from free to $1,500/yr. Three momentum funds are AMOMX , ASMOX, AIMOX . A sector rotation strategy with ETFs can also work. Pg 32: Kevin Holt of Invesco Van Kampen Comstock Fund …
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The Wisdom of Herds
… market-cap-weighted counterparts by significant margins. Launched in July 2009, moreover, the shop's AQR Momentum AMOMX delivered a strong first full calendar year, too, surpassing the large-growth category norm by more than 3 percentage points …
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Momentum Everywhere…
… investors ($5 million), the scrutiny falls on investment advisors. The three stock momentum funds include the Momentum fund ( AMOMX ) for large cap stocks, the Small Cap Momentum fund (ASMOX), and the International Momentum fund (AIMOX). Each fund invests …
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Why Momentum Funds Don't Have Any
… to. Rather than figure out a new wrinkle to get ahead of the competition, AQR launched three momentum funds, AQR Momentum AMOMX , AQR Small Cap Momentum ASMOX, and AQR International Momentum AIMOX, which use the classic 12-month price movement minus …
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Momentum Paired with Value… with Cliff Asness and Toby Moskowitz--who are getting ready to launch a new strategy in the open-end world [ Momentum Fund AMOMX , Small Cap Momentum Fund ASMOX, International Momentum Fund AIMOX] to actually bring in something they've been doing on …
to launch a new strategy in the open-end world [ Momentum Fund AMOMX , Small Cap Momentum Fund ASMOX, International Momentum Fund AIMOX] to actually bring in something they've been doing on the institutional side to