Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QMNNX (AQR EQUITY MARKET NEUTRAL FUND CLASS N) | -6.80% | 4.38% | 18.62% | 17.40% | 5.90% | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 10/10/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QMNNX (AQR EQUITY MARKET NEUTRAL FUND CLASS N) | 10/10/2014 | 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 (%) | -0.87 | 4.38 | 18.62 | 17.40 | 5.90 | NA | NA | … | … | -6.80 | 24.62 | 24.98 | 16.72 | 27.26 | 17.23 | -19.79 | -11.55 | -11.93 | 5.56 | 5.43 | 17.42 | 12.81 |
| Sharpe Ratio | NA | 0.08 | 2.41 | 1.51 | 0.52 | NA | NA | … | … | -2.21 | 3.52 | 3.38 | 1.60 | 1.81 | 1.59 | -2.30 | -2.13 | -2.05 | 1.12 | 0.92 | 2.33 | 4.96 |
| Standard Deviation(%) | NA | 6.76 | 6.69 | 9.40 | 8.31 | NA | NA | … | … | 7.67 | 6.30 | 6.32 | 8.23 | 14.30 | 10.85 | 8.68 | 6.11 | 6.51 | 4.38 | 5.67 | 7.46 | 14.53 |
| Draw Down(%) | NA | 8.41 | 8.41 | 13.98 | 39.22 | NA | NA | … | … | 8.03 | 3.65 | 4.46 | 6.64 | 13.98 | 14.23 | 20.79 | 11.96 | 17.80 | 2.38 | 3.98 | 4.09 | 2.01 |
| Yield(%) | 0.00 | 1.39 | 9.53 | 8.79 | 4.52 | 4.45 | 3.34 | … | … | 0.00 | 1.56 | 7.11 | 20.67 | 6.93 | 1.62 | 12.00 | 3.28 | 0.43 | 3.44 | 1.24 | 2.87 | 11.65 |
Data as of 06/10/2026, Common starting date is 10/10/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QMNNX (AQR EQUITY MARKET NEUTRAL FUND CLASS N) |
-14.51%
Dec 2017 – Dec 2020 |
-7.01%
Dec 2015 – Dec 2020 |
5.92%
Dec 2014 – Dec 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QMNNX (AQR EQUITY MARKET NEUTRAL FUND CLASS N) |
24.78%
Sep 2022 – Sep 2025 |
22.39%
Dec 2020 – Dec 2025 |
7.08%
Apr 2015 – Apr 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart