AQR Small Cap Momentum Style Fund (ASMOX) Sharpe Ratio

Sharpe ratio is not yet available for ASMOX. 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's Sharpe Ratio with other mutual funds in the Small Cap Growth Equities category across multiple time periods, showing how ASMOX'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 Aug 1, 2026.

Symbol	Name	1Y Sharpe Ratio
DSCIX	Dana Epiphany ESG Small Cap Equity Fund	2.24
NESIX	Needham Small Cap Growth Fund Institutional	1.97
DMCRX	Driehaus Micro Cap Growth Fund	1.95
NESGX	Needham Small Cap Growth Fund	1.94
ORIGX	North Square Spectrum Alpha Fund	1.83
FGROX	Emerald Growth Fund Institutional Class	1.81
HSPGX	Emerald Growth Fund	1.79
OBMCX	Oberweis Micro Cap Fund	1.79
RYWCX	Rydex S&P SmallCap 600 Pure Growth Fund	1.69
GSIOX	Goldman Sachs Small Cap Growth Insights Fund	1.62
ASMOX	AQR Small Cap Momentum Style Fund	—

Benchmark

Compare this symbol against anything

Time Period

How much price history to include in the calculation

Historical Sharpe Ratio

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

Loading charts...

Sharpe Ratio Calculator

How does ASMOX fit in your portfolio?

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

Analyze Your Portfolio