Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ATMNX (AQR TM LARGE CAP MOMENTUM STYLE FUND CLASS N) | NA | 7.46% | 9.37% | 13.51% | NA | NA | NA | … | … |
Data as of 09/16/2021, Common starting date is 12/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATMNX (AQR TM LARGE CAP MOMENTUM STYLE FUND CLASS N) | 12/18/2012 | 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 | 7.46 | 9.37 | 13.51 | NA | NA | NA | … | … | -5.77 | 26.45 | 23.80 | -4.10 | 23.41 | 4.00 | 2.74 | 12.68 | 33.51 | -0.98 |
| Sharpe Ratio | NA | 0.53 | 0.34 | 0.64 | NA | NA | NA | … | … | -0.71 | 0.74 | 1.74 | -0.26 | 2.64 | 0.29 | 0.17 | 0.82 | 2.57 | -1.71 |
| Standard Deviation(%) | NA | 13.95 | 23.95 | 20.04 | NA | NA | NA | … | … | 11.46 | 35.33 | 12.83 | 20.52 | 8.66 | 13.21 | 16.01 | 15.39 | 13.03 | 15.61 |
| Draw Down(%) | NA | 11.28 | 33.46 | 33.46 | NA | NA | NA | … | … | 11.28 | 33.46 | 5.72 | 24.73 | 3.27 | 12.97 | 12.06 | 10.35 | 6.80 | 2.94 |
| Yield(%) | 0.00 | 2.14 | 1.68 | 1.87 | 2.06 | 1.38 | 1.03 | … | … | 0.02 | 2.37 | 2.35 | 0.63 | 0.87 | 1.36 | 0.87 | 4.23 | 0.00 | 0.00 |
Data as of 09/16/2021, Common starting date is 12/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATMNX (AQR TM LARGE CAP MOMENTUM STYLE FUND CLASS N) |
6.07%
Mar 2017 – Mar 2020 |
5.57%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATMNX (AQR TM LARGE CAP MOMENTUM STYLE FUND CLASS N) |
17.00%
Aug 2017 – Aug 2020 |
16.85%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart