AQR Small Cap Momentum Style Fund Class I (ASMOX)
| Fund Assets | 167.32M |
| Expense Ratio | 0.63% |
| Min. Investment | $5,000,000 |
| Turnover | 92.00% |
| Dividend (ttm) | 1.69 |
| Dividend Yield | 7.57% |
| Dividend Growth | -54.10% |
| Payout Frequency | Annual |
| Ex-Dividend Date | n/a |
| Previous Close | 22.04 |
| YTD Return | 7.20% |
| 1-Year Return | 21.32% |
| 5-Year Return | 30.98% |
| 52-Week Low | 14.27 |
| 52-Week High | 23.37 |
| Beta (5Y) | 1.11 |
| Holdings | 635 |
| Inception Date | Jul 9, 2009 |
About ASMOX
AQR Small Cap Momentum Style Fund is an open-end mutual fund that systematically invests in stocks of U.S. small-cap companies exhibiting strong positive momentum. The fund’s primary objective is to achieve long-term capital appreciation by identifying and investing in firms that have demonstrated superior performance over the preceding year, based on factors like price trends and earnings announcements. Utilizing a disciplined, quantitative process, the fund screens the small-cap universe, ranks stocks by their momentum signals—typically looking at total return over the prior 12 months excluding the most recent month—and selects those in the top segment for portfolio inclusion. Holdings are weighted primarily by market capitalization and regularly rebalanced, leading to a portfolio characterized by higher turnover to maintain momentum exposure. The fund’s sector allocations typically span financials, health care, industrials, information technology, and consumer-related sectors, offering investors targeted exposure to the momentum factor within the small-cap segment. Managed by AQR, the fund is recognized for its cost efficiency, robust risk controls, and the potential diversification benefits its systematic approach may bring to traditional equity portfolios focused on alternative investment styles.
Performance
ASMOX had a total return of 21.32% in the past year, including dividends. Since the fund's inception, the average annual return has been 60.94%.
Top 10 Holdings
14.55% of assets| Name | Symbol | Weight |
|---|---|---|
| Limited Purpose Cash Investment | n/a | 4.95% |
| Credo Technology Group Holding Ltd | CRDO | 1.58% |
| EchoStar Corporation | SATS | 1.39% |
| Bloom Energy Corporation | BE | 1.38% |
| IonQ, Inc. | IONQ | 0.98% |
| Kratos Defense & Security Solutions, Inc. | KTOS | 0.93% |
| Fabrinet | FN | 0.88% |
| Sterling Infrastructure, Inc. | STRL | 0.85% |
| D-Wave Quantum Inc. | QBTS | 0.82% |
| Nextpower Inc. | NXT | 0.80% |
Dividend History
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| Dec 17, 2025 | $1.69133 | Dec 18, 2025 |
| Dec 17, 2024 | $3.68485 | Dec 18, 2024 |
| Dec 18, 2023 | $0.76041 | Dec 19, 2023 |
| Dec 19, 2022 | $0.09801 | Dec 20, 2022 |
| Dec 23, 2021 | $5.2498 | Dec 27, 2021 |
| Dec 22, 2020 | $1.41055 | Dec 23, 2020 |