Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QRPIX (AQR ALTERNATIVE RISK PREMIA FUND CLASS I) | 17.54% | 33.90% | 22.64% | 19.47% | NA | NA | NA | … | … |
Data as of 06/09/2026, Common starting date is 09/20/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QRPIX (AQR ALTERNATIVE RISK PREMIA FUND CLASS I) | 09/20/2017 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.16 | 33.90 | 22.64 | 19.47 | NA | NA | NA | … | … | 17.54 | 21.77 | 18.49 | 7.56 | 25.10 | 14.42 | -21.04 | -2.97 | -7.51 | 0.50 |
| Sharpe Ratio | NA | 3.53 | 1.86 | 1.46 | NA | NA | NA | … | … | 4.79 | 1.67 | 1.03 | 0.29 | 1.69 | 1.66 | -2.61 | -0.71 | -1.45 | 0.19 |
| Standard Deviation(%) | NA | 9.25 | 10.97 | 11.63 | NA | NA | NA | … | … | 9.66 | 11.54 | 11.52 | 11.39 | 14.12 | 8.69 | 8.13 | 6.12 | 6.11 | 5.38 |
| Draw Down(%) | NA | 3.48 | 11.29 | 11.29 | NA | NA | NA | … | … | 2.26 | 11.07 | 11.29 | 8.92 | 9.88 | 5.53 | 23.24 | 5.22 | 10.01 | 1.68 |
| Yield(%) | 0.00 | 1.63 | 3.13 | 3.21 | 1.43 | 0.95 | 0.71 | … | … | 0.00 | 1.76 | 2.57 | 4.65 | 0.00 | 4.46 | 1.53 | 0.82 | 0.08 | 0.00 |
Data as of 06/09/2026, Common starting date is 09/20/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRPIX (AQR ALTERNATIVE RISK PREMIA FUND CLASS I) |
-10.98%
Nov 2017 – Nov 2020 |
0.21%
Jan 2018 – Jan 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRPIX (AQR ALTERNATIVE RISK PREMIA FUND CLASS I) |
23.45%
May 2023 – May 2026 |
19.32%
May 2021 – May 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart