Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QEELX (AQR EMERGING MULTI-STYLE FUND CLASS I) | NA | 1.76% | 4.34% | 5.82% | NA | NA | NA | … | … |
Data as of 09/16/2021, Common starting date is 05/16/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QEELX (AQR EMERGING MULTI-STYLE FUND CLASS I) | 05/16/2014 | 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 | 1.76 | 4.34 | 5.82 | NA | NA | NA | … | … | -10.24 | 14.48 | 12.28 | -15.95 | 36.84 | 5.95 | -16.61 | -1.28 |
| Sharpe Ratio | NA | 0.09 | 0.15 | 0.26 | NA | NA | NA | … | … | -0.70 | 0.48 | 0.74 | -0.97 | 3.60 | 0.32 | -0.91 | -0.17 |
| Standard Deviation(%) | NA | 19.00 | 22.28 | 19.21 | NA | NA | NA | … | … | 20.16 | 29.84 | 14.78 | 17.81 | 10.10 | 17.90 | 18.24 | 12.31 |
| Draw Down(%) | NA | 20.38 | 34.67 | 41.39 | NA | NA | NA | … | … | 20.38 | 34.67 | 11.14 | 27.26 | 4.79 | 13.19 | 28.34 | 14.25 |
| Yield(%) | 0.00 | 1.66 | 2.19 | 2.29 | 1.34 | 0.89 | 0.67 | … | … | 0.09 | 1.57 | 2.76 | 1.96 | 2.18 | 2.23 | 2.03 | 1.49 |
Data as of 09/16/2021, Common starting date is 05/16/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QEELX (AQR EMERGING MULTI-STYLE FUND CLASS I) |
-4.32%
Mar 2017 – Mar 2020 |
-2.91%
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 |
|---|---|---|---|---|
| QEELX (AQR EMERGING MULTI-STYLE FUND CLASS I) |
13.27%
Feb 2016 – Feb 2019 |
13.10%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart