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Alger Large Cap Growth Portfolio Fund (AAGOX) Sharpe Ratio: 1.30

AAGOX's Sharpe Ratio of 1.30 indicates that for each unit of volatility, it generates 1.30 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

AAGOX Sharpe Ratio Rank

AAGOX Sharpe Ratio Rank: 63.463
Above Average

AAGOX ranks above 63.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

AAGOX Sharpe Ratio Market Positioning

The chart shows AAGOX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.76 or lower
  • Yellow zone (middle 50%): 0.76 to 1.52
  • Green zone (top 25%): 1.52 or higher
  • Top 1%: 3.57+
  • Median: 1.12 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Alger Large Cap Growth Portfolio Fund's Sharpe Ratio with other mutual funds in the Large Cap Growth Equities category across multiple time periods, showing how AAGOX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EFCNXEmerald Insights Fund2.39
ONERXOne Rock Fund2.04
VTMGXVanguard Developed Markets Index Fund Admiral Shares1.90
FCGSXFidelity Series Growth Company Fund1.70
CHASXChase Growth Fund1.61
ANFFXAmerican Funds The New Economy Fund Class F-11.59
POGRXPrimeCap Odyssey Growth Fund1.57
ALZFXAlger Focus Equity Fund Class Z1.56
ATVPXAlger 35 Fund1.56
ALGRXAlger Focus Equity Fund1.54
AAGOXAlger Large Cap Growth Portfolio Fund1.30

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AAGOX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AAGOX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore AAGOX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

AAGOX Sortino Ratio