Sortino 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 Sortino 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 Jun 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| NESIX | Needham Small Cap Growth Fund Institutional | 4.50 | |||
| NESGX | Needham Small Cap Growth Fund | 4.47 | |||
| NEAIX | Needham Aggressive Growth Fund Institutional Class | 4.24 | |||
| NEAGX | Needham Aggressive Growth Fund | 4.21 | |||
| OBMCX | Oberweis Micro Cap Fund | 3.70 | |||
| DSCIX | Dana Epiphany ESG Small Cap Equity Fund | 3.64 | |||
| HRSMX | Hood River Small-Cap Growth Fund | 3.54 | |||
| ODIIX | Invesco Discovery Fund Class R6 | 3.45 | |||
| FGROX | Emerald Growth Fund Institutional Class | 3.36 | |||
| HSPGX | Emerald Growth Fund | 3.35 | |||
| ASMOX | AQR Small Cap Momentum Style Fund | — |
Historical Sortino Ratio
The chart shows ASMOX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. 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...
IHow does ASMOX fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio