Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMONX (AQR LARGE CAP MOMENTUM STYLE FUND CLASS N) | 4.63% | 15.89% | 21.09% | 11.44% | 14.06% | NA | NA | … | … |
Data as of 05/29/2026, Common starting date is 12/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMONX (AQR LARGE CAP MOMENTUM STYLE FUND CLASS N) | 12/18/2012 | 05/29/2026 |
| 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 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.89 | 21.09 | 11.44 | 14.06 | NA | NA | … | … | 4.63 | -6.52 | 27.25 | 17.84 | -18.15 | 25.65 | 26.52 | 28.87 | -4.24 | 23.57 | 4.45 | 2.62 | 21.13 | 28.91 | -0.99 |
| Sharpe Ratio | NA | 0.80 | 0.95 | 0.46 | 0.62 | NA | NA | … | … | 0.44 | -0.28 | 1.41 | 1.10 | -0.79 | 1.45 | 0.74 | 2.19 | -0.28 | 2.57 | 0.32 | 0.16 | 1.14 | 2.06 | -1.74 |
| Standard Deviation(%) | NA | 16.50 | 18.67 | 19.41 | 20.07 | NA | NA | … | … | 20.86 | 33.56 | 16.76 | 13.02 | 24.94 | 17.64 | 35.56 | 12.51 | 20.24 | 8.95 | 13.22 | 16.07 | 18.51 | 13.99 | 15.43 |
| Draw Down(%) | NA | 9.52 | 22.52 | 26.44 | 34.33 | NA | NA | … | … | 9.52 | 24.55 | 11.41 | 9.74 | 25.06 | 9.80 | 34.33 | 5.48 | 23.33 | 3.52 | 12.58 | 11.85 | 10.58 | 7.07 | 2.90 |
| Yield(%) | 0.00 | 22.40 | 18.81 | 13.36 | 14.52 | 14.08 | 10.56 | … | … | 0.00 | 23.17 | 15.72 | 14.51 | 7.85 | 19.03 | 17.14 | 11.67 | 10.03 | 10.09 | 7.84 | 7.69 | 19.44 | 0.00 | 0.00 |
Data as of 05/29/2026, Common starting date is 12/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMONX (AQR LARGE CAP MOMENTUM STYLE FUND CLASS N) |
5.63%
Mar 2017 – Mar 2020 |
5.39%
Mar 2015 – Mar 2020 |
10.33%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMONX (AQR LARGE CAP MOMENTUM STYLE FUND CLASS N) |
27.01%
Dec 2018 – Dec 2021 |
19.92%
Oct 2016 – Oct 2021 |
14.65%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart