Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AIMOX (AQR INTERNATIONAL MOMENTUM STYLE FUND CLASS I) | 23.63% | 0.76% | 9.76% | 5.68% | 4.64% | 5.94% | NA | 6.55% |
Data as of 07/03/2025, AR inception is 07/10/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AIMOX (AQR INTERNATIONAL MOMENTUM STYLE FUND CLASS I) | 07/10/2009 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.46 | 0.76 | 9.76 | 5.68 | 4.64 | 5.94 | NA | 6.55 | 23.63 | -7.92 | 8.90 | -19.43 | 12.04 | 16.58 | 22.63 | -15.28 | 25.25 | -3.63 | 0.24 | -9.19 | 22.19 | 17.92 | -14.35 | 14.42 | 23.08 |
| Sharpe Ratio | NA | -0.03 | 0.26 | 0.23 | 0.16 | NA | NA | 0.28 | 2.57 | -0.64 | 0.31 | -0.93 | 0.79 | 0.57 | 2.24 | -1.15 | 2.95 | -0.24 | 0.01 | -0.72 | 1.60 | 1.34 | -0.51 | 0.55 | 2.86 |
| Standard Deviation(%) | NA | 25.40 | 19.63 | 18.84 | 18.08 | NA | NA | 18.57 | 20.21 | 22.64 | 14.88 | 22.36 | 15.29 | 28.54 | 9.47 | 14.51 | 8.39 | 15.89 | 15.50 | 12.73 | 13.82 | 13.45 | 28.07 | 25.84 | 18.87 |
| Draw Down(%) | NA | 23.58 | 23.58 | 32.23 | 32.23 | NA | NA | 32.23 | 12.71 | 21.85 | 10.87 | 31.76 | 7.63 | 30.63 | 5.97 | 24.41 | 2.62 | 11.67 | 14.60 | 14.25 | 10.51 | 11.29 | 28.84 | 20.16 | 6.44 |
| Yield(%) | 0.00 | 3.13 | 4.58 | 3.48 | 2.93 | 3.53 | 2.97 | 3.97 | 0.00 | 3.59 | 6.86 | 2.17 | 2.41 | 1.29 | 2.81 | 1.79 | 2.68 | 2.42 | 1.60 | 3.09 | 1.86 | 2.70 | 2.03 | 0.75 | 3.20 |
Data as of 07/03/2025, AR inception is 07/10/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AIMOX (AQR INTERNATIONAL MOMENTUM STYLE FUND CLASS I) |
-6.86%
Dec 2021 - Dec 2024 |
-1.42%
Dec 2013 - Dec 2018 |
2.25%
Oct 2013 - Oct 2023 |
3.60%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AIMOX (AQR INTERNATIONAL MOMENTUM STYLE FUND CLASS I) |
17.00%
Dec 2018 - Dec 2021 |
11.19%
Dec 2016 - Dec 2021 |
8.10%
Sep 2011 - Sep 2021 |
6.04%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison Chart