Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AQRNX (AQR RISK PARITY FUND CLASS N) | 10.01% | 22.21% | 15.77% | 8.02% | 8.17% | 6.66% | NA | … | … |
Data as of 06/05/2026, Common starting date is 10/01/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AQRNX (AQR RISK PARITY FUND CLASS N) | 10/01/2010 | 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 (%) | 0.31 | 22.21 | 15.77 | 8.02 | 8.17 | 6.66 | NA | … | … | 10.01 | 18.45 | 10.54 | 10.92 | -10.72 | 12.92 | 2.41 | 21.99 | -7.23 | 16.12 | 9.66 | -8.20 | 6.69 | -0.23 | 14.29 | 5.13 | 4.73 |
| Sharpe Ratio | NA | 2.11 | 1.26 | 0.57 | 0.71 | NA | NA | … | … | 1.99 | 1.37 | 0.77 | 0.88 | -1.08 | 1.40 | 0.19 | 2.56 | -1.03 | 2.39 | 1.22 | -1.04 | 0.97 | -0.03 | 2.30 | 0.61 | 1.74 |
| Standard Deviation(%) | NA | 9.66 | 10.17 | 10.06 | 9.44 | NA | NA | … | … | 11.48 | 11.42 | 9.01 | 8.28 | 11.33 | 9.18 | 11.24 | 8.00 | 8.40 | 6.50 | 7.72 | 7.93 | 6.85 | 7.97 | 6.23 | 8.31 | 11.64 |
| Draw Down(%) | NA | 7.43 | 11.09 | 16.02 | 17.72 | NA | NA | … | … | 7.43 | 11.09 | 6.38 | 5.83 | 15.65 | 4.36 | 17.72 | 4.38 | 12.50 | 3.78 | 6.61 | 16.04 | 6.14 | 13.45 | 3.65 | 8.53 | 6.39 |
| Yield(%) | 0.00 | 3.93 | 2.92 | 3.60 | 5.04 | 4.92 | 4.11 | … | … | 0.00 | 4.17 | 1.58 | 2.36 | 5.60 | 5.59 | 0.73 | 8.39 | 6.13 | 10.79 | 7.01 | 2.24 | 12.55 | 5.88 | 5.85 | 1.97 | 1.17 |
Data as of 06/05/2026, Common starting date is 10/01/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQRNX (AQR RISK PARITY FUND CLASS N) |
-1.21%
Jan 2013 – Jan 2016 |
2.36%
Mar 2015 – Mar 2020 |
3.51%
Sep 2012 – Sep 2022 |
6.35%
Mar 2011 – Mar 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AQRNX (AQR RISK PARITY FUND CLASS N) |
16.26%
May 2023 – May 2026 |
9.78%
Feb 2021 – Feb 2026 |
8.65%
Feb 2016 – Feb 2026 |
6.76%
Feb 2011 – Feb 2026 |
Annualized Rolling Returns Comparison Chart