AQR Small Cap Momentum Style Fund Class N (ASMNX) Sharpe Ratio

Sharpe ratio is not yet available for ASMNX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares AQR Small Cap Momentum Style Fund Class N's Sharpe Ratio with other mutual funds in the Small Cap Growth Equities category across multiple time periods, showing how ASMNX'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 Jun 25, 2026.

Symbol	Name	1Y Sharpe Ratio
NESIX	Needham Small Cap Growth Fund Institutional	3.61
NESGX	Needham Small Cap Growth Fund	3.58
NEAIX	Needham Aggressive Growth Fund Institutional Class	3.20
NEAGX	Needham Aggressive Growth Fund	3.17
OBMCX	Oberweis Micro Cap Fund	2.86
DSCIX	Dana Epiphany ESG Small Cap Equity Fund	2.76
FGROX	Emerald Growth Fund Institutional Class	2.70
HSPGX	Emerald Growth Fund	2.69
DMCRX	Driehaus Micro Cap Growth Fund	2.68
HRSMX	Hood River Small-Cap Growth Fund	2.67
ASMNX	AQR Small Cap Momentum Style Fund Class N	—

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows ASMNX'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 ASMNX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does ASMNX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio