ASMNX Performance — AQR Small Cap Momentum Style Fund, Class N
Data updated: 2026-05-22
ASMNX returned +1.15% year to date and +30.98% over one year to Mar 2026. Annualised returns are +17.44% over 3 years and +6.24% over 5 years. The fund beat its US Small Growth category average: $100 invested three years ago grew to $162, against $132 for the category, and to $131 over one year, against $117. Volatility over the past three years was 20.16% a year. In the 12 months to Mar 2026 the fund took in a net $26.6M, and assets reached $166.81M.
ASMNX Growth of $100
What $100 invested in AQR Small Cap Momentum Style Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Growth category average over the same months.
| Period | ASMNX | Category average |
|---|---|---|
| 1 year (Apr 2025 – Mar 2026) | $131 | $117 |
| 3 years (Apr 2023 – Mar 2026) | $162 | $132 |
| 5 years (Apr 2021 – Mar 2026) | $135 | $107 |
| Since data start (Jul 2019 – Mar 2026) | $201 | $163 |
ASMNX Trailing Returns
Total returns to Mar 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +1.15% |
| 1 year | +30.98% |
| 3 years (annualised) | +17.44% |
| 5 years (annualised) | +6.24% |
ASMNX Annual Returns
Calendar-year total returns of AQR Small Cap Momentum Style Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Mar) | +1.15% |
| 2025 | +16.85% |
| 2024 | +16.87% |
| 2023 | +18.07% |
| 2022 | −19.78% |
| 2021 | +14.80% |
| 2020 | +26.18% |
| 2019 (Jul–Dec) | +5.92% |
ASMNX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +6.2% | +0.9% | −5.6% | — | — | — | — | — | — | — | — | — |
| 2025 | +3.0% | −6.1% | −6.7% | +0.1% | +6.7% | +6.7% | +1.6% | +6.5% | +6.3% | +3.0% | −2.4% | −1.7% |
| 2024 | −2.0% | +8.7% | +3.5% | −6.8% | +5.1% | −0.2% | +9.5% | −1.1% | +1.5% | −1.4% | +11.1% | −9.9% |
| 2023 | +5.7% | −0.4% | −4.3% | −0.7% | −0.3% | +8.4% | +4.7% | −3.6% | −5.5% | −7.0% | +9.7% | +12.4% |
| 2022 | −11.9% | +2.1% | +2.3% | −9.8% | +0.6% | −10.3% | +10.9% | −1.4% | −9.2% | +12.0% | +2.5% | −5.9% |
| 2021 | +10.7% | +2.9% | −2.6% | +1.2% | 0.0% | +5.2% | −5.2% | +3.1% | −3.0% | +5.7% | −3.6% | +0.7% |
| 2020 | −1.1% | −7.5% | −20.0% | +13.7% | +7.6% | +3.7% | +5.4% | +3.9% | −1.5% | +0.1% | +16.6% | +7.9% |
| 2019 | — | — | — | — | — | — | +2.2% | −3.5% | −0.9% | +3.1% | +3.3% | +1.8% |
ASMNX Risk
Risk measures from monthly returns over Apr 2023 – Mar 2026.
- 3-year volatility (annualised): 20.16%
- 3-year Sharpe ratio: 0.64 (vs 4.5% risk-free rate)
- Best month: +12.35% (Dec 2023)
- Worst month: −9.86% (Dec 2024)
ASMNX Fund Flows
Monthly money in and out of AQR Small Cap Momentum Style Fund, from SEC Form N-PORT.
- 12-month net flow: $26.6M
- 12-month gross sales (incl. reinvestments): $107.8M
- Sales ÷ redemptions: 1.33×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2026 | $4.5M | $6.1M | −$1.6M |
| Feb 2026 | $15.7M | $6.2M | $9.6M |
| Jan 2026 | $13.1M | $3.5M | $9.6M |
| Dec 2025 | $22.3M | $6.4M | $15.9M |
| Nov 2025 | $10.2M | $5.8M | $4.4M |
| Oct 2025 | $9.7M | $3.2M | $6.5M |
| Sep 2025 | $4.8M | $27.3M | −$22.5M |
| Aug 2025 | $5.6M | $3.1M | $2.6M |
| Jul 2025 | $13.3M | $5.3M | $8.1M |
| Jun 2025 | $4.3M | $3.0M | $1.3M |
| May 2025 | $1.8M | $4.5M | −$2.6M |
| Apr 2025 | $2.3M | $6.9M | −$4.6M |
ASMNX Assets Under Management
Net assets of AQR Small Cap Momentum Style Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-03-31 | $166.81M |
| 2025-12-31 | $148.69M |
| 2025-09-30 | $135.18M |
| 2025-06-30 | $127.43M |
| 2025-03-31 | $117.90M |
| 2024-12-31 | $134.16M |
| 2024-09-30 | $137.52M |
| 2024-06-30 | $141.63M |
| 2024-03-31 | $163.49M |
| 2023-12-31 | $154.06M |
| 2023-09-30 | $157.33M |
| 2023-06-30 | $179.38M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.