ASMOX
AQR Small Cap Momentum Style Fund
AQR Funds

Average annual returns

Through 2025
1 year
17.09%
3 year
17.53%
5 year
8.50%
10 year
10.94%

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

Risk statistics

81 months through March 31, 2026
Volatility (ann.)
20.17%
Sharpe
0.88
Sortino
1.61
Max drawdown
-27.76%
Best month
16.58%
Worst month
-20.06%
Beta vs VTSAX
1.42
Correlation
0.88

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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