Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ASMOX (AQR SMALL CAP MOMENTUM STYLE FUND CLASS I) | 6.44% | -9.81% | 8.85% | 2.28% | 3.63% | 8.68% | NA | 9.28% |
Data as of 07/17/2025, AR inception is 07/10/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASMOX (AQR SMALL CAP MOMENTUM STYLE FUND CLASS I) | 07/10/2009 | 07/17/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.84 | -9.81 | 8.85 | 2.28 | 3.63 | 8.68 | NA | 9.28 | 6.44 | -0.56 | 14.68 | -19.59 | -7.58 | 20.10 | 26.47 | -12.14 | 17.42 | 13.25 | -3.89 | 2.99 | 44.83 | 19.62 | -2.62 | 27.70 | 21.24 |
| Sharpe Ratio | NA | -0.33 | 0.20 | 0.02 | 0.09 | NA | NA | 0.33 | 0.18 | -0.25 | 0.55 | -0.75 | -0.22 | 0.47 | 1.60 | -0.63 | 1.22 | 0.74 | -0.22 | 0.15 | 2.71 | 1.20 | -0.08 | 0.95 | 2.19 |
| Standard Deviation(%) | NA | 32.38 | 25.13 | 27.87 | 26.11 | NA | NA | 25.24 | 28.72 | 28.61 | 19.13 | 28.20 | 35.05 | 42.04 | 15.66 | 21.57 | 13.81 | 17.61 | 18.15 | 19.74 | 16.53 | 16.44 | 35.19 | 29.09 | 22.47 |
| Draw Down(%) | NA | 39.31 | 39.31 | 47.03 | 47.03 | NA | NA | 47.03 | 23.68 | 24.19 | 16.35 | 27.23 | 28.22 | 40.93 | 7.09 | 31.48 | 6.72 | 17.65 | 15.90 | 17.20 | 5.65 | 11.08 | 30.94 | 23.46 | 11.08 |
| Yield(%) | 0.00 | 0.29 | 0.65 | 0.57 | 4.00 | 7.83 | 6.91 | 8.64 | 0.00 | 0.34 | 0.92 | 0.46 | 0.30 | 0.76 | 5.30 | 20.20 | 10.57 | 0.91 | 1.17 | 10.83 | 8.32 | 1.27 | 0.82 | 1.42 | 7.07 |
Data as of 07/17/2025, AR inception is 07/10/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASMOX (AQR SMALL CAP MOMENTUM STYLE FUND CLASS I) |
-8.96%
Jan 2021 - Jan 2024 |
-2.40%
Sep 2018 - Sep 2023 |
2.21%
Mar 2015 - Mar 2025 |
6.17%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASMOX (AQR SMALL CAP MOMENTUM STYLE FUND CLASS I) |
24.41%
Sep 2011 - Sep 2014 |
18.99%
Oct 2009 - Oct 2014 |
14.91%
Sep 2011 - Sep 2021 |
10.61%
Nov 2009 - Nov 2024 |
Annualized Rolling Returns Comparison Chart