Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QTSRX (AQR TM SMALL CAP MOMENTUM STYLE FUND CLASS R6) | NA | 12.85% | 4.68% | 10.79% | NA | NA | NA | … | … |
Data as of 09/16/2021, Common starting date is 07/15/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QTSRX (AQR TM SMALL CAP MOMENTUM STYLE FUND CLASS R6) | 07/15/2014 | 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 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.85 | 4.68 | 10.79 | NA | NA | NA | … | … | -9.68 | 25.71 | 25.41 | -12.16 | 16.81 | 13.13 | -2.08 | 8.52 |
| Sharpe Ratio | NA | 0.40 | 0.10 | 0.37 | NA | NA | NA | … | … | -0.38 | 0.61 | 1.50 | -0.62 | 1.22 | 0.73 | -0.12 | 0.97 |
| Standard Deviation(%) | NA | 32.36 | 32.49 | 26.85 | NA | NA | NA | … | … | 35.70 | 41.76 | 16.03 | 21.59 | 13.31 | 17.64 | 18.03 | 19.62 |
| Draw Down(%) | NA | 27.73 | 40.40 | 40.40 | NA | NA | NA | … | … | 27.73 | 40.40 | 7.22 | 31.15 | 6.63 | 17.85 | 15.36 | 12.85 |
| Yield(%) | 0.00 | 6.04 | 4.82 | 4.44 | 3.09 | 2.06 | 1.54 | … | … | 2.84 | 2.68 | 2.34 | 8.39 | 0.49 | 0.91 | 0.77 | 7.57 |
Data as of 09/16/2021, Common starting date is 07/15/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QTSRX (AQR TM SMALL CAP MOMENTUM STYLE FUND CLASS R6) |
-1.89%
Mar 2017 – Mar 2020 |
0.66%
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 |
|---|---|---|---|---|
| QTSRX (AQR TM SMALL CAP MOMENTUM STYLE FUND CLASS R6) |
18.75%
Mar 2018 – Mar 2021 |
19.57%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart