Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ATIMX (AQR TM INTERNATIONAL MOMENTUM STYLE FUND CLASS I) | NA | -5.38% | 1.48% | 4.39% | NA | NA | NA | … | … |
Data as of 09/16/2021, Common starting date is 01/30/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATIMX (AQR TM INTERNATIONAL MOMENTUM STYLE FUND CLASS I) | 01/30/2012 | 09/16/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.38 | 1.48 | 4.39 | NA | NA | NA | … | … | -15.77 | 16.41 | 23.64 | -16.20 | 25.07 | -4.06 | 0.34 | -7.86 | 23.10 | 14.46 |
| Sharpe Ratio | NA | -0.26 | 0.04 | 0.21 | NA | NA | NA | … | … | -0.95 | 0.57 | 2.38 | -1.21 | 2.97 | -0.27 | 0.02 | -0.62 | 1.65 | 1.17 |
| Standard Deviation(%) | NA | 20.61 | 21.11 | 17.66 | NA | NA | NA | … | … | 22.62 | 28.20 | 9.35 | 14.55 | 8.28 | 16.00 | 15.44 | 12.77 | 13.96 | 13.56 |
| Draw Down(%) | NA | 19.57 | 30.69 | 32.03 | NA | NA | NA | … | … | 19.57 | 30.69 | 5.70 | 25.15 | 2.54 | 12.05 | 14.32 | 14.46 | 10.57 | 11.21 |
| Yield(%) | 0.00 | 1.59 | 2.01 | 2.26 | 2.23 | 1.49 | 1.12 | … | … | 0.36 | 1.22 | 2.89 | 1.87 | 2.13 | 2.41 | 1.23 | 2.33 | 1.92 | 2.04 |
Data as of 09/16/2021, Common starting date is 01/30/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATIMX (AQR TM INTERNATIONAL MOMENTUM STYLE FUND CLASS I) |
-3.92%
Dec 2013 – Dec 2016 |
-1.45%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATIMX (AQR TM INTERNATIONAL MOMENTUM STYLE FUND CLASS I) |
12.74%
May 2012 – May 2015 |
9.27%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart