Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ASMNX (AQR SMALL CAP MOMENTUM STYLE FUND CLASS N) | 16.24% | 39.85% | 22.85% | 8.61% | 12.45% | NA | NA | … | … |
Data as of 05/29/2026, Common starting date is 12/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASMNX (AQR SMALL CAP MOMENTUM STYLE FUND CLASS N) | 12/18/2012 | 05/29/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 39.85 | 22.85 | 8.61 | 12.45 | NA | NA | … | … | 16.24 | 10.64 | 16.62 | 18.09 | -19.82 | 15.10 | 26.30 | 26.13 | -12.36 | 17.20 | 12.99 | -4.20 | 16.15 | 35.67 | 0.55 |
| Sharpe Ratio | NA | 1.62 | 0.83 | 0.27 | 0.44 | NA | NA | … | … | 1.76 | 0.28 | 0.58 | 0.77 | -0.76 | 0.54 | 0.62 | 1.58 | -0.64 | 1.20 | 0.72 | -0.23 | 0.68 | 2.09 | 1.23 |
| Standard Deviation(%) | NA | 22.90 | 23.31 | 24.18 | 24.81 | NA | NA | … | … | 23.86 | 28.31 | 22.34 | 18.92 | 28.22 | 28.05 | 41.93 | 15.64 | 21.63 | 13.79 | 17.69 | 18.14 | 23.57 | 17.03 | 15.39 |
| Draw Down(%) | NA | 13.75 | 28.71 | 34.09 | 42.37 | NA | NA | … | … | 13.75 | 23.71 | 12.15 | 16.40 | 27.31 | 17.93 | 40.91 | 7.14 | 31.52 | 6.72 | 17.67 | 15.93 | 17.34 | 5.66 | 2.25 |
| Yield(%) | 0.00 | 8.97 | 11.71 | 8.55 | 10.66 | 10.34 | 7.76 | … | … | 0.00 | 8.67 | 19.12 | 4.09 | 0.22 | 22.87 | 6.99 | 5.06 | 19.85 | 10.27 | 0.00 | 0.93 | 21.38 | 0.00 | 0.00 |
Data as of 05/29/2026, Common starting date is 12/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASMNX (AQR SMALL CAP MOMENTUM STYLE FUND CLASS N) |
-2.71%
Mar 2017 – Mar 2020 |
-0.42%
Mar 2015 – Mar 2020 |
6.26%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASMNX (AQR SMALL CAP MOMENTUM STYLE FUND CLASS N) |
22.93%
Apr 2023 – Apr 2026 |
18.81%
Feb 2016 – Feb 2021 |
12.72%
Apr 2016 – Apr 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart