Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AZERX (AQR EMERGING DEFENSIVE STYLE FUND CLASS R6) | NA | -5.50% | -1.80% | 3.99% | NA | NA | NA | … | … |
Data as of 12/18/2020, Common starting date is 09/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AZERX (AQR EMERGING DEFENSIVE STYLE FUND CLASS R6) | 09/04/2014 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.43 | -5.50 | -1.80 | 3.99 | NA | NA | NA | … | … | -5.95 | 3.25 | -8.51 | 28.30 | 2.37 | -15.91 | -10.48 |
| Sharpe Ratio | NA | -0.25 | -0.17 | 0.22 | NA | NA | NA | … | … | -0.27 | 0.18 | -0.69 | 3.71 | 0.14 | -1.07 | -2.12 |
| Standard Deviation(%) | NA | 23.39 | 16.49 | 14.93 | NA | NA | NA | … | … | 23.77 | 10.10 | 14.17 | 7.49 | 15.44 | 14.93 | 13.61 |
| Draw Down(%) | NA | 31.91 | 36.20 | 36.20 | NA | NA | NA | … | … | 31.91 | 8.81 | 16.47 | 2.50 | 13.14 | 22.94 | 15.85 |
| Yield(%) | 0.00 | 2.24 | 1.88 | 2.42 | 1.22 | 0.81 | 0.61 | … | … | 0.00 | 2.43 | 1.76 | 2.12 | 1.92 | 2.96 | 3.39 |
Data as of 12/18/2020, 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 |
|---|---|---|---|---|
| AZERX (AQR EMERGING DEFENSIVE STYLE FUND CLASS R6) |
-3.83%
Mar 2017 – Mar 2020 |
-3.13%
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 |
|---|---|---|---|---|
| AZERX (AQR EMERGING DEFENSIVE STYLE FUND CLASS R6) |
9.69%
Feb 2016 – Feb 2019 |
4.32%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart