Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AQRRX (AQR RISK PARITY FUND CLASS R6) | 7.97% | 19.93% | 14.88% | 8.01% | 8.34% | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 09/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AQRRX (AQR RISK PARITY 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 (%) | -1.98 | 19.93 | 14.88 | 8.01 | 8.34 | NA | NA | … | … | 7.97 | 15.72 | 10.91 | 11.25 | -10.46 | 14.49 | 2.78 | 22.25 | -6.94 | 16.54 | 10.07 | -8.00 | 10.98 |
| Sharpe Ratio | NA | 1.77 | 1.18 | 0.56 | 0.72 | NA | NA | … | … | 1.48 | 1.08 | 0.80 | 0.94 | -1.06 | 1.59 | 0.23 | 2.58 | -0.98 | 2.46 | 1.27 | -1.01 | 1.35 |
| Standard Deviation(%) | NA | 9.92 | 10.27 | 10.07 | 9.45 | NA | NA | … | … | 11.68 | 12.11 | 9.11 | 8.18 | 11.24 | 9.11 | 11.16 | 8.04 | 8.48 | 6.49 | 7.76 | 7.92 | 27.85 |
| Draw Down(%) | NA | 7.48 | 11.06 | 15.43 | 17.68 | NA | NA | … | … | 7.48 | 11.06 | 6.26 | 5.80 | 15.43 | 4.35 | 17.68 | 4.42 | 12.31 | 3.77 | 6.58 | 15.86 | 5.88 |
| Yield(%) | 0.00 | 4.22 | 3.26 | 4.06 | 5.44 | 4.66 | 3.50 | … | … | 0.00 | 4.49 | 1.98 | 2.71 | 5.84 | 7.00 | 1.19 | 8.68 | 6.46 | 11.11 | 7.40 | 2.24 | 23.19 |
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 |
|---|---|---|---|---|
| AQRRX (AQR RISK PARITY FUND CLASS R6) |
1.39%
Sep 2019 – Sep 2022 |
2.67%
Mar 2015 – Mar 2020 |
5.48%
Apr 2015 – Apr 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQRRX (AQR RISK PARITY FUND CLASS R6) |
16.67%
May 2023 – May 2026 |
10.40%
Feb 2021 – Feb 2026 |
9.12%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart