Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QSSRX (AQR TM SMALL CAP MULTI-STYLE FUND CLASS R6) | NA | 37.44% | 6.43% | 10.01% | NA | NA | NA | … | … |
Data as of 09/16/2021, Common starting date is 02/18/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QSSRX (AQR TM SMALL CAP MULTI-STYLE FUND CLASS R6) | 02/18/2015 | 09/16/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 37.44 | 6.43 | 10.01 | NA | NA | NA | … | … | 10.05 | 14.43 | 18.03 | -13.73 | 9.59 | 20.98 | -6.57 |
| Sharpe Ratio | NA | 1.85 | 0.18 | 0.38 | NA | NA | NA | … | … | 0.74 | 0.33 | 1.03 | -0.82 | 0.70 | 1.17 | -0.48 |
| Standard Deviation(%) | NA | 20.27 | 29.29 | 24.34 | NA | NA | NA | … | … | 19.49 | 43.13 | 16.11 | 18.39 | 12.80 | 17.71 | 15.64 |
| Draw Down(%) | NA | 10.58 | 45.33 | 45.83 | NA | NA | NA | … | … | 10.58 | 42.93 | 10.54 | 27.48 | 6.46 | 13.57 | 13.35 |
| Yield(%) | 0.00 | 0.89 | 1.84 | 2.32 | 1.22 | 0.81 | 0.61 | … | … | 0.02 | 0.80 | 1.09 | 4.28 | 3.02 | 1.27 | 0.58 |
Data as of 09/16/2021, Common starting date is 02/18/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QSSRX (AQR TM SMALL CAP MULTI-STYLE FUND CLASS R6) |
-8.70%
Mar 2017 – Mar 2020 |
-3.16%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QSSRX (AQR TM SMALL CAP MULTI-STYLE FUND CLASS R6) |
13.84%
Apr 2018 – Apr 2021 |
14.17%
Apr 2016 – Apr 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart