Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AQGYX (AQR GLOBAL EQUITY FUND CLASS Y) | NA | -5.50% | 5.73% | 6.97% | NA | NA | NA | … | … |
Data as of 05/11/2016, Common starting date is 01/04/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AQGYX (AQR GLOBAL EQUITY FUND CLASS Y) | 01/04/2010 | 05/11/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.50 | 5.73 | 6.97 | NA | NA | NA | … | … | -1.94 | -3.85 | -7.67 | -23.08 | 13.50 | -9.01 | 7.53 |
| Sharpe Ratio | NA | -0.72 | -0.22 | -0.15 | NA | NA | NA | … | … | -0.35 | -0.26 | -0.48 | -0.44 | 0.83 | -0.34 | 0.34 |
| Standard Deviation(%) | NA | 16.53 | 73.37 | 58.48 | NA | NA | NA | … | … | 15.69 | 15.18 | 16.05 | 52.24 | 16.36 | 26.64 | 22.17 |
| Draw Down(%) | NA | 22.22 | 52.32 | 52.32 | NA | NA | NA | … | … | 12.39 | 13.52 | 14.07 | 39.89 | 14.99 | 25.75 | 16.20 |
| Yield(%) | 0.00 | 6.43 | 18.82 | 13.82 | 8.47 | 5.65 | 4.23 | … | … | 0.00 | 6.86 | 11.91 | 49.39 | 5.70 | 2.66 | 4.46 |
Data as of 05/11/2016, Common starting date is 01/04/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQGYX (AQR GLOBAL EQUITY FUND CLASS Y) |
6.82%
Jan 2013 – Jan 2016 |
6.00%
Feb 2011 – Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQGYX (AQR GLOBAL EQUITY FUND CLASS Y) |
20.11%
Sep 2011 – Sep 2014 |
14.58%
Jun 2010 – Jun 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart