Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ASANX (AQR MULTI-STRATEGY ALTERNATIVE FUND CLASS I) | NA | -29.02% | -17.85% | -10.71% | 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 |
|---|---|---|
| ASANX (AQR MULTI-STRATEGY ALTERNATIVE FUND CLASS I) | 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 | -29.02 | -17.85 | -10.71 | NA | NA | NA | … | … | -28.30 | -10.19 | -13.89 | 2.73 | -0.40 | 9.01 | 7.03 | 4.16 | 2.27 | -2.92 |
| Sharpe Ratio | NA | -1.94 | -1.90 | -1.35 | NA | NA | NA | … | … | -1.91 | -2.19 | -2.43 | 0.41 | -0.10 | 1.19 | 1.15 | 0.81 | 0.53 | -1.33 |
| Standard Deviation(%) | NA | 15.06 | 9.92 | 8.51 | NA | NA | NA | … | … | 15.29 | 5.31 | 6.25 | 5.15 | 6.18 | 7.52 | 6.08 | 5.12 | 4.23 | 4.87 |
| Draw Down(%) | NA | 31.77 | 47.83 | 47.83 | NA | NA | NA | … | … | 31.77 | 11.89 | 17.57 | 5.05 | 5.84 | 4.05 | 3.59 | 4.09 | 3.70 | 5.45 |
| Yield(%) | 0.00 | 0.00 | 2.48 | 3.47 | 3.14 | 2.09 | 1.57 | … | … | 0.00 | 0.00 | 0.00 | 7.63 | 2.49 | 8.95 | 7.16 | 5.45 | 0.31 | 0.37 |
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 |
|---|---|---|---|---|
| ASANX (AQR MULTI-STRATEGY ALTERNATIVE FUND CLASS I) |
-17.99%
Oct 2017 – Oct 2020 |
-10.64%
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 |
|---|---|---|---|---|
| ASANX (AQR MULTI-STRATEGY ALTERNATIVE FUND CLASS I) |
6.79%
Oct 2012 – Oct 2015 |
4.86%
Sep 2012 – Sep 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart