Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QMHRX (AQR MANAGED FUTURES STRATEGY HV FUND CLASS R6) | 16.08% | 33.99% | 16.28% | 16.38% | 5.62% | NA | NA | … | … |
Data as of 06/09/2026, Common starting date is 09/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QMHRX (AQR MANAGED FUTURES STRATEGY HV FUND CLASS R6) | 09/04/2014 | 06/09/2026 |
| 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 (%) | -1.46 | 33.99 | 16.28 | 16.38 | 5.62 | NA | NA | … | … | 16.08 | 19.26 | 11.26 | -0.32 | 50.08 | -1.89 | -0.56 | 1.93 | -14.32 | -1.61 | -13.07 | 2.47 | 31.97 |
| Sharpe Ratio | NA | 2.37 | 0.89 | 0.84 | 0.28 | NA | NA | … | … | 2.91 | 1.16 | 0.32 | -0.30 | 2.47 | -0.13 | -0.06 | 0.04 | -1.03 | -0.22 | -0.82 | 0.15 | 5.08 |
| Standard Deviation(%) | NA | 12.98 | 14.45 | 16.19 | 14.89 | NA | NA | … | … | 14.21 | 14.45 | 14.49 | 15.43 | 19.85 | 15.14 | 14.21 | 12.29 | 15.22 | 10.21 | 16.25 | 16.03 | 26.48 |
| Draw Down(%) | NA | 5.40 | 19.19 | 19.19 | 34.26 | NA | NA | … | … | 3.93 | 8.42 | 19.19 | 11.12 | 14.02 | 13.83 | 14.22 | 16.03 | 21.83 | 15.66 | 21.86 | 16.32 | 3.97 |
| Yield(%) | 0.00 | 2.38 | 4.09 | 6.70 | 3.32 | 4.17 | 3.13 | … | … | 0.00 | 2.47 | 2.59 | 7.31 | 12.69 | 9.76 | 8.71 | 4.14 | 0.00 | 0.00 | 0.01 | 7.17 | 21.55 |
Data as of 06/09/2026, 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 |
|---|---|---|---|---|
| QMHRX (AQR MANAGED FUTURES STRATEGY HV FUND CLASS R6) |
-12.79%
Feb 2016 – Feb 2019 |
-7.36%
Sep 2015 – Sep 2020 |
1.54%
Jan 2015 – Jan 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QMHRX (AQR MANAGED FUTURES STRATEGY HV FUND CLASS R6) |
19.07%
Apr 2021 – Apr 2024 |
16.68%
Apr 2021 – Apr 2026 |
5.88%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart