Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AQMNX (AQR MANAGED FUTURES STRATEGY FUND CLASS N) | 12.87% | 25.12% | 12.24% | 12.45% | 4.77% | 4.23% | NA | … | … |
Data as of 06/05/2026, Common starting date is 01/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AQMNX (AQR MANAGED FUTURES STRATEGY FUND CLASS N) | 01/05/2010 | 06/05/2026 |
| 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 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.90 | 25.12 | 12.24 | 12.45 | 4.77 | 4.23 | NA | … | … | 12.87 | 12.06 | 7.96 | 1.79 | 35.15 | -1.30 | -0.62 | 1.57 | -9.12 | -1.19 | -8.70 | 1.75 | 9.34 | 9.14 | 2.68 | -6.59 | 5.83 |
| Sharpe Ratio | NA | 2.41 | 0.81 | 0.89 | 0.31 | NA | NA | … | … | 2.68 | 1.07 | 0.44 | -0.19 | 2.52 | -0.13 | -0.09 | 0.01 | -1.05 | -0.27 | -0.84 | 0.16 | 1.10 | 1.10 | 0.32 | -0.74 | 0.67 |
| Standard Deviation(%) | NA | 8.66 | 9.75 | 10.88 | 9.95 | NA | NA | … | … | 9.67 | 9.77 | 9.84 | 10.15 | 13.43 | 10.13 | 9.41 | 8.20 | 10.06 | 6.92 | 10.62 | 10.82 | 8.46 | 8.28 | 8.18 | 8.97 | 8.61 |
| Draw Down(%) | NA | 3.15 | 13.70 | 13.70 | 24.13 | NA | NA | … | … | 3.15 | 5.29 | 13.70 | 7.35 | 9.20 | 9.39 | 9.99 | 10.82 | 14.72 | 10.83 | 14.97 | 11.29 | 7.98 | 7.58 | 7.85 | 9.97 | 5.20 |
| Yield(%) | 0.00 | 2.23 | 4.48 | 6.65 | 3.31 | 3.37 | 2.69 | … | … | 0.00 | 2.30 | 3.78 | 7.76 | 14.94 | 6.08 | 3.96 | 2.86 | 0.00 | 0.00 | 0.02 | 5.97 | 8.96 | 1.09 | 0.79 | 0.51 | 2.96 |
Data as of 06/05/2026, Common starting date is 01/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQMNX (AQR MANAGED FUTURES STRATEGY FUND CLASS N) |
-8.52%
Feb 2016 – Feb 2019 |
-4.74%
Sep 2015 – Sep 2020 |
-0.37%
Dec 2010 – Dec 2020 |
2.89%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQMNX (AQR MANAGED FUTURES STRATEGY FUND CLASS N) |
14.39%
Apr 2021 – Apr 2024 |
12.47%
Apr 2021 – Apr 2026 |
4.74%
May 2016 – May 2026 |
4.07%
Mar 2011 – Mar 2026 |
Annualized Rolling Returns Comparison Chart