Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AQMIX (AQR MANAGED FUTURES STRATEGY FUND CLASS I) | 11.91% | 25.63% | 12.38% | 12.64% | 4.80% | 4.50% | NA | … | … |
Data as of 06/10/2026, Common starting date is 01/06/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AQMIX (AQR MANAGED FUTURES STRATEGY FUND CLASS I) | 01/06/2010 | 06/10/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.65 | 25.63 | 12.38 | 12.64 | 4.80 | 4.50 | NA | … | … | 11.91 | 12.06 | 8.40 | 1.83 | 35.47 | -1.04 | -0.43 | 1.92 | -8.88 | -0.97 | -8.43 | 2.00 | 9.69 | 9.40 | 2.99 | -6.38 | 6.14 |
| Sharpe Ratio | NA | 2.49 | 0.92 | 0.92 | 0.33 | NA | NA | … | … | 2.96 | 1.06 | 0.48 | -0.18 | 2.56 | -0.11 | -0.07 | 0.05 | -1.02 | -0.24 | -0.81 | 0.18 | 1.15 | 1.12 | 0.36 | -0.71 | 0.71 |
| Standard Deviation(%) | NA | 8.83 | 9.81 | 10.90 | 9.96 | NA | NA | … | … | 9.77 | 9.92 | 9.88 | 10.20 | 13.34 | 10.09 | 9.40 | 8.15 | 10.08 | 6.93 | 10.65 | 10.83 | 8.44 | 8.38 | 8.19 | 9.07 | 8.66 |
| Draw Down(%) | NA | 3.05 | 13.57 | 13.57 | 23.34 | NA | NA | … | … | 3.02 | 5.45 | 13.57 | 7.29 | 9.11 | 9.41 | 9.92 | 10.73 | 14.61 | 10.71 | 14.84 | 11.27 | 7.92 | 7.44 | 7.73 | 9.85 | 5.10 |
| Yield(%) | 0.00 | 2.48 | 4.72 | 6.92 | 3.48 | 3.61 | 2.86 | … | … | 0.00 | 2.52 | 4.00 | 7.99 | 15.16 | 6.40 | 5.01 | 3.07 | 0.00 | 0.00 | 0.02 | 6.18 | 9.22 | 1.08 | 0.79 | 0.72 | 3.06 |
Data as of 06/10/2026, Common starting date is 01/06/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQMIX (AQR MANAGED FUTURES STRATEGY FUND CLASS I) |
-8.32%
Feb 2016 – Feb 2019 |
-4.49%
Sep 2015 – Sep 2020 |
-0.10%
Dec 2010 – Dec 2020 |
3.16%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQMIX (AQR MANAGED FUTURES STRATEGY FUND CLASS I) |
14.70%
Apr 2021 – Apr 2024 |
12.75%
Apr 2021 – Apr 2026 |
5.02%
May 2016 – May 2026 |
4.34%
Mar 2011 – Mar 2026 |
Annualized Rolling Returns Comparison Chart