Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AQRIX (AQR RISK PARITY FUND CLASS I) | 7.87% | 19.80% | 14.80% | 7.68% | 8.38% | 6.94% | NA | … | … |
Data as of 06/10/2026, Common starting date is 10/01/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AQRIX (AQR RISK PARITY FUND CLASS I) | 10/01/2010 | 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 (%) | -1.98 | 19.80 | 14.80 | 7.68 | 8.38 | 6.94 | NA | … | … | 7.87 | 15.60 | 10.90 | 11.13 | -10.55 | 13.21 | 2.68 | 24.85 | -6.96 | 16.35 | 10.09 | -8.10 | 7.03 | 0.11 | 14.27 | 5.36 | 4.72 |
| Sharpe Ratio | NA | 1.77 | 1.18 | 0.52 | 0.73 | NA | NA | … | … | 1.46 | 1.08 | 0.81 | 0.92 | -1.06 | 1.44 | 0.22 | 2.87 | -0.99 | 2.42 | 1.30 | -1.02 | 1.03 | 0.01 | 2.30 | 0.65 | 1.73 |
| Standard Deviation(%) | NA | 9.85 | 10.23 | 10.07 | 9.46 | NA | NA | … | … | 11.64 | 12.03 | 9.05 | 8.21 | 11.30 | 9.15 | 11.25 | 8.14 | 8.45 | 6.53 | 7.62 | 7.95 | 6.81 | 7.90 | 6.22 | 8.23 | 11.68 |
| Draw Down(%) | NA | 7.48 | 11.05 | 15.80 | 17.66 | NA | NA | … | … | 7.48 | 11.05 | 6.26 | 5.80 | 15.51 | 4.35 | 17.66 | 3.98 | 12.32 | 3.78 | 6.50 | 15.94 | 6.20 | 13.34 | 3.64 | 8.34 | 6.48 |
| Yield(%) | 0.00 | 4.12 | 3.15 | 3.77 | 5.43 | 5.27 | 4.38 | … | … | 0.00 | 4.39 | 1.88 | 2.60 | 5.73 | 5.80 | 1.09 | 10.81 | 6.38 | 11.03 | 7.32 | 2.24 | 13.00 | 6.29 | 5.85 | 2.10 | 1.17 |
Data as of 06/10/2026, Common starting date is 10/01/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQRIX (AQR RISK PARITY FUND CLASS I) |
-0.92%
Jan 2013 – Jan 2016 |
3.03%
Mar 2015 – Mar 2020 |
3.98%
Sep 2012 – Sep 2022 |
6.75%
Mar 2011 – Mar 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQRIX (AQR RISK PARITY FUND CLASS I) |
16.55%
May 2023 – May 2026 |
10.06%
Feb 2021 – Feb 2026 |
9.15%
Feb 2016 – Feb 2026 |
7.16%
Feb 2011 – Feb 2026 |
Annualized Rolling Returns Comparison Chart