Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QSRNX (AQR SMALL CAP RELAXED CONSTRAINT EQUITY FUND CLASS N) | NA | 8.84% | -0.53% | NA | NA | NA | NA | … | … |
Data as of 01/24/2020, Common starting date is 12/15/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QSRNX (AQR SMALL CAP RELAXED CONSTRAINT EQUITY FUND CLASS N) | 12/15/2016 | 01/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.84 | -0.53 | NA | NA | NA | NA | … | … | 0.00 | 14.70 | -19.43 | 5.01 | -0.60 |
| Sharpe Ratio | NA | 0.42 | -0.14 | NA | NA | NA | NA | … | … | 0.00 | 0.81 | -1.09 | 0.33 | -1.24 |
| Standard Deviation(%) | NA | 15.46 | 16.27 | NA | NA | NA | NA | … | … | NA | 16.36 | 19.12 | 13.48 | 10.61 |
| Draw Down(%) | NA | 11.11 | 28.36 | NA | NA | NA | NA | … | … | 0.00 | 11.11 | 28.36 | 7.68 | 1.58 |
| Yield(%) | 0.00 | 0.00 | 0.26 | 0.16 | 0.08 | 0.05 | 0.04 | … | … | 0.00 | 0.00 | 0.00 | 0.79 | 0.00 |
Data as of 01/24/2020, Common starting date is 12/15/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QSRNX (AQR SMALL CAP RELAXED CONSTRAINT EQUITY FUND CLASS N) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QSRNX (AQR SMALL CAP RELAXED CONSTRAINT EQUITY FUND CLASS N) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart