Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AQINX (AQR INTERNATIONAL EQUITY FUND CLASS N) | NA | -10.59% | -0.48% | -2.45% | 2.92% | NA | NA | … | … |
Data as of 01/30/2023, Common starting date is 10/05/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AQINX (AQR INTERNATIONAL EQUITY FUND CLASS N) | 10/05/2009 | 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 | -10.59 | -0.48 | -2.45 | 2.92 | NA | NA | … | … | 1.27 | -13.77 | 1.04 | 5.18 | 17.76 | -17.74 | 25.36 | 2.89 | 1.70 | -7.85 | 23.44 | 22.41 | -15.26 | 10.41 | 4.12 |
| Sharpe Ratio | NA | -0.50 | -0.05 | -0.17 | 0.14 | NA | NA | … | … | 3.39 | -0.70 | 0.07 | 0.17 | 1.41 | -1.43 | 3.31 | 0.16 | 0.12 | -0.67 | 1.77 | 1.21 | -0.51 | 0.39 | 0.80 |
| Standard Deviation(%) | NA | 21.60 | 22.70 | 19.29 | 16.53 | NA | NA | … | … | 4.44 | 21.81 | 13.72 | 29.49 | 11.64 | 13.36 | 7.49 | 17.18 | 14.52 | 11.82 | 13.24 | 18.71 | 29.91 | 26.22 | 22.76 |
| Draw Down(%) | NA | 27.16 | 35.80 | 41.38 | 42.44 | NA | NA | … | … | 0.47 | 28.62 | 10.10 | 36.48 | 11.26 | 26.07 | 2.69 | 11.72 | 14.32 | 14.16 | 10.03 | 19.02 | 29.97 | 20.54 | 7.23 |
| Yield(%) | 1.75 | 8.43 | 5.50 | 3.65 | 5.28 | 4.71 | 3.53 | … | … | 1.74 | 6.84 | 4.77 | 2.84 | 3.13 | 1.96 | 10.35 | 4.26 | 2.86 | 7.34 | 9.93 | 3.16 | 2.08 | 3.18 | 2.94 |
Data as of 01/30/2023, Common starting date is 10/05/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQINX (AQR INTERNATIONAL EQUITY FUND CLASS N) |
-6.11%
Mar 2017 – Mar 2020 |
-4.04%
Sep 2017 – Sep 2022 |
1.94%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQINX (AQR INTERNATIONAL EQUITY FUND CLASS N) |
16.56%
May 2012 – May 2015 |
11.90%
May 2012 – May 2017 |
7.39%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart