Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AQIIX (AQR INTERNATIONAL EQUITY FUND CLASS I) | NA | -10.38% | -0.24% | -2.22% | 3.18% | NA | NA | … | … |
Data as of 01/30/2023, Common starting date is 10/02/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AQIIX (AQR INTERNATIONAL EQUITY FUND CLASS I) | 10/02/2009 | 01/30/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.12 | -10.38 | -0.24 | -2.22 | 3.18 | NA | NA | … | … | 1.33 | -13.52 | 0.78 | 5.38 | 18.07 | -17.61 | 25.71 | 3.12 | 1.96 | -7.56 | 23.97 | 22.87 | -14.99 | 10.40 | 6.01 |
| Sharpe Ratio | NA | -0.49 | -0.04 | -0.16 | 0.16 | NA | NA | … | … | 3.51 | -0.68 | 0.05 | 0.17 | 1.42 | -1.42 | 3.35 | 0.17 | 0.13 | -0.64 | 1.81 | 1.22 | -0.50 | 0.40 | 1.18 |
| Standard Deviation(%) | NA | 21.59 | 22.80 | 19.35 | 16.56 | NA | NA | … | … | 4.57 | 21.85 | 13.91 | 29.40 | 11.70 | 13.30 | 7.52 | 17.20 | 14.43 | 11.80 | 13.23 | 18.86 | 29.98 | 25.69 | 22.73 |
| Draw Down(%) | NA | 27.01 | 35.87 | 41.17 | 42.25 | NA | NA | … | … | 0.48 | 28.45 | 10.45 | 36.50 | 11.25 | 25.93 | 2.66 | 11.74 | 14.21 | 14.12 | 10.03 | 19.05 | 29.89 | 20.49 | 7.23 |
| Yield(%) | 1.83 | 8.81 | 5.90 | 3.95 | 5.64 | 5.15 | 3.86 | … | … | 1.82 | 7.15 | 5.32 | 3.08 | 3.38 | 2.31 | 11.12 | 4.62 | 3.24 | 7.73 | 10.29 | 3.59 | 2.60 | 3.38 | 4.47 |
Data as of 01/30/2023, Common starting date is 10/02/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQIIX (AQR INTERNATIONAL EQUITY FUND CLASS I) |
-5.91%
Mar 2017 – Mar 2020 |
-3.82%
Sep 2017 – Sep 2022 |
2.24%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQIIX (AQR INTERNATIONAL EQUITY FUND CLASS I) |
16.99%
May 2012 – May 2015 |
12.24%
May 2012 – May 2017 |
7.69%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart