Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QGMRX (AQR GLOBAL MACRO FUND CLASS R6) | 1.63% | 2.37% | 2.82% | 4.83% | 4.29% | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 09/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QGMRX (AQR GLOBAL MACRO 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 (%) | -0.40 | 2.37 | 2.82 | 4.83 | 4.29 | NA | NA | … | … | 1.63 | 3.03 | -0.53 | -0.22 | 29.40 | -4.51 | 1.82 | 5.01 | 7.84 | -3.41 | 0.13 | 1.72 | 2.01 |
| Sharpe Ratio | NA | 0.02 | 0.00 | 0.23 | 0.32 | NA | NA | … | … | 0.33 | 0.02 | -0.47 | -0.39 | 2.08 | -0.50 | 0.21 | 0.65 | 0.92 | -0.86 | -0.02 | 0.25 | 1.12 |
| Standard Deviation(%) | NA | 5.98 | 8.14 | 9.90 | 8.34 | NA | NA | … | … | 6.19 | 8.02 | 8.79 | 10.01 | 13.49 | 9.17 | 7.60 | 5.40 | 7.07 | 4.74 | 5.28 | 6.84 | 5.61 |
| Draw Down(%) | NA | 3.93 | 13.53 | 13.53 | 13.53 | NA | NA | … | … | 3.90 | 8.67 | 13.53 | 10.20 | 7.18 | 11.96 | 6.69 | 4.61 | 5.35 | 7.61 | 7.51 | 3.79 | 2.51 |
| Yield(%) | 0.00 | 1.52 | 4.30 | 4.69 | 3.64 | 2.64 | 1.98 | … | … | 0.00 | 1.57 | 1.99 | 9.30 | 8.95 | 1.51 | 0.96 | 0.05 | 4.09 | 0.12 | 5.70 | 5.10 | 0.37 |
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 |
|---|---|---|---|---|
| QGMRX (AQR GLOBAL MACRO FUND CLASS R6) |
-0.97%
Nov 2018 – Nov 2021 |
0.69%
Nov 2016 – Nov 2021 |
3.07%
Nov 2014 – Nov 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QGMRX (AQR GLOBAL MACRO FUND CLASS R6) |
10.72%
Feb 2020 – Feb 2023 |
7.34%
Dec 2017 – Dec 2022 |
4.09%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart