Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AZENX (AQR EMERGING DEFENSIVE STYLE FUND CLASS N) | NA | -1.44% | -0.64% | 4.59% | NA | NA | NA | … | … |
Data as of 12/18/2020, Common starting date is 07/10/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AZENX (AQR EMERGING DEFENSIVE STYLE FUND CLASS N) | 07/10/2012 | 12/18/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.44 | -0.64 | 4.59 | NA | NA | NA | … | … | -1.96 | 4.06 | -9.16 | 27.90 | 2.12 | -16.19 | -2.86 | -6.73 | 10.32 |
| Sharpe Ratio | NA | -0.07 | -0.10 | 0.26 | NA | NA | NA | … | … | -0.10 | 0.27 | -0.75 | 3.67 | 0.12 | -1.08 | -0.25 | -0.56 | 2.28 |
| Standard Deviation(%) | NA | 22.94 | 16.29 | 14.81 | NA | NA | NA | … | … | 23.31 | 9.86 | 13.95 | 7.47 | 15.49 | 14.98 | 11.33 | 12.07 | 10.12 |
| Draw Down(%) | NA | 31.91 | 36.68 | 36.68 | NA | NA | NA | … | … | 31.91 | 8.98 | 16.94 | 2.44 | 13.18 | 23.12 | 16.03 | 16.10 | 4.06 |
| Yield(%) | 0.00 | 1.74 | 1.51 | 1.86 | 0.93 | 0.62 | 0.47 | … | … | 0.00 | 1.88 | 1.46 | 1.73 | 1.55 | 1.92 | 0.00 | 0.66 | 0.90 |
Data as of 12/18/2020, Common starting date is 07/10/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AZENX (AQR EMERGING DEFENSIVE STYLE FUND CLASS N) |
-9.47%
Feb 2013 – Feb 2016 |
-3.46%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AZENX (AQR EMERGING DEFENSIVE STYLE FUND CLASS N) |
9.40%
Feb 2016 – Feb 2019 |
4.00%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart