Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AQMRX (AQR MANAGED FUTURES STRATEGY FUND CLASS R6) | 11.99% | 25.65% | 12.49% | 12.73% | 4.96% | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 09/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AQMRX (AQR MANAGED FUTURES STRATEGY FUND CLASS R6) | 09/04/2014 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.56 | 25.65 | 12.49 | 12.73 | 4.96 | NA | NA | … | … | 11.99 | 13.33 | 8.22 | 2.16 | 35.52 | -0.94 | -0.33 | 2.75 | -8.87 | -0.86 | -8.43 | 2.12 | 23.58 |
| Sharpe Ratio | NA | 2.51 | 0.93 | 0.93 | 0.35 | NA | NA | … | … | 2.98 | 1.08 | 0.17 | -0.21 | 2.56 | -0.09 | -0.06 | 0.16 | -1.01 | -0.22 | -0.80 | 0.19 | 4.25 |
| Standard Deviation(%) | NA | 8.81 | 9.79 | 10.89 | 9.97 | NA | NA | … | … | 9.78 | 9.90 | 9.84 | 10.17 | 13.38 | 10.12 | 9.33 | 8.17 | 10.09 | 6.86 | 10.81 | 10.76 | 21.59 |
| Draw Down(%) | NA | 3.10 | 13.54 | 13.54 | 23.24 | NA | NA | … | … | 3.10 | 5.44 | 13.54 | 7.38 | 9.09 | 9.28 | 9.90 | 10.71 | 14.49 | 10.60 | 14.84 | 11.20 | 2.64 |
| Yield(%) | 0.00 | 2.56 | 4.80 | 7.00 | 3.59 | 4.03 | 3.02 | … | … | 0.00 | 2.61 | 4.10 | 8.07 | 15.23 | 6.49 | 5.10 | 3.87 | 0.00 | 0.00 | 0.02 | 6.25 | 18.82 |
Data as of 06/10/2026, Common starting date is 09/04/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQMRX (AQR MANAGED FUTURES STRATEGY FUND CLASS R6) |
-8.10%
Feb 2016 – Feb 2019 |
-4.28%
Sep 2015 – Sep 2020 |
2.07%
Jan 2015 – Jan 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQMRX (AQR MANAGED FUTURES STRATEGY FUND CLASS R6) |
14.81%
Apr 2021 – Apr 2024 |
12.85%
Apr 2021 – Apr 2026 |
5.18%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart