Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ASAIX (AQR MULTI-STRATEGY ALTERNATIVE FUND CLASS N) | NA | -28.83% | -17.61% | -10.46% | NA | NA | NA | … | … |
Data as of 12/18/2020, Common starting date is 07/22/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASAIX (AQR MULTI-STRATEGY ALTERNATIVE FUND CLASS N) | 07/22/2011 | 12/18/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -28.83 | -17.61 | -10.46 | NA | NA | NA | … | … | -28.02 | -9.99 | -13.70 | 3.09 | -0.20 | 9.25 | 7.32 | 4.45 | 2.51 | -2.86 |
| Sharpe Ratio | NA | -1.95 | -1.89 | -1.33 | NA | NA | NA | … | … | -1.91 | -2.16 | -2.40 | 0.48 | -0.06 | 1.22 | 1.21 | 0.87 | 0.58 | -1.31 |
| Standard Deviation(%) | NA | 14.89 | 9.83 | 8.47 | NA | NA | NA | … | … | 15.11 | 5.28 | 6.26 | 5.16 | 6.33 | 7.55 | 6.05 | 5.07 | 4.23 | 4.84 |
| Draw Down(%) | NA | 31.60 | 47.46 | 47.46 | NA | NA | NA | … | … | 31.60 | 11.55 | 17.37 | 5.03 | 5.73 | 4.04 | 3.58 | 4.07 | 3.60 | 5.35 |
| Yield(%) | 0.00 | 0.00 | 2.55 | 3.55 | 3.26 | 2.17 | 1.63 | … | … | 0.00 | 0.00 | 0.00 | 7.87 | 2.49 | 9.19 | 7.44 | 5.64 | 0.44 | 0.43 |
Data as of 12/18/2020, Common starting date is 07/22/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASAIX (AQR MULTI-STRATEGY ALTERNATIVE FUND CLASS N) |
-17.75%
Oct 2017 – Oct 2020 |
-10.44%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASAIX (AQR MULTI-STRATEGY ALTERNATIVE FUND CLASS N) |
7.06%
Oct 2012 – Oct 2015 |
5.13%
Sep 2012 – Sep 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart