Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QECRX (AQR EMERGING MULTI-STYLE FUND CLASS R6) | NA | 1.27% | 4.27% | 5.82% | NA | NA | NA | … | … |
Data as of 09/16/2021, Common starting date is 07/15/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QECRX (AQR EMERGING MULTI-STYLE FUND CLASS R6) | 07/15/2014 | 09/16/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.27 | 4.27 | 5.82 | NA | NA | NA | … | … | -10.74 | 14.57 | 12.38 | -15.83 | 36.92 | 6.04 | -16.46 | -5.84 |
| Sharpe Ratio | NA | 0.06 | 0.14 | 0.26 | NA | NA | NA | … | … | -0.72 | 0.48 | 0.74 | -0.96 | 3.63 | 0.32 | -0.90 | -0.86 |
| Standard Deviation(%) | NA | 19.37 | 22.36 | 19.25 | NA | NA | NA | … | … | 20.67 | 29.77 | 14.80 | 17.88 | 10.05 | 17.97 | 18.37 | 13.96 |
| Draw Down(%) | NA | 20.80 | 34.63 | 41.23 | NA | NA | NA | … | … | 20.80 | 34.63 | 11.19 | 27.24 | 4.78 | 13.30 | 28.34 | 14.25 |
| Yield(%) | 0.00 | 1.78 | 2.30 | 2.40 | 1.33 | 0.88 | 0.66 | … | … | 0.11 | 1.67 | 2.86 | 2.06 | 2.30 | 2.33 | 2.07 | 1.37 |
Data as of 09/16/2021, Common starting date is 07/15/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QECRX (AQR EMERGING MULTI-STYLE FUND CLASS R6) |
-4.26%
Mar 2017 – Mar 2020 |
-2.83%
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 |
|---|---|---|---|---|
| QECRX (AQR EMERGING MULTI-STYLE FUND CLASS R6) |
13.42%
Feb 2016 – Feb 2019 |
13.24%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart