Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ATNNX (AQR TM INTERNATIONAL MOMENTUM STYLE FUND CLASS N) | NA | -4.52% | 2.07% | 4.66% | 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 |
|---|---|---|
| ATNNX (AQR TM INTERNATIONAL 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 | -4.52 | 2.07 | 4.66 | NA | NA | NA | … | … | -14.92 | 15.07 | 17.14 | -15.94 | 24.84 | -4.29 | 0.17 | -5.95 | 21.09 | 0.45 |
| Sharpe Ratio | NA | -0.23 | 0.07 | 0.22 | NA | NA | NA | … | … | -0.95 | 0.52 | 1.55 | -1.08 | 2.95 | -0.28 | 0.01 | -0.46 | 1.51 | 1.46 |
| Standard Deviation(%) | NA | 19.75 | 20.87 | 17.49 | NA | NA | NA | … | … | 21.49 | 28.31 | 10.15 | 15.98 | 8.24 | 16.09 | 15.40 | 13.00 | 13.97 | 10.27 |
| Draw Down(%) | NA | 18.72 | 30.75 | 31.52 | NA | NA | NA | … | … | 18.72 | 30.75 | 5.66 | 24.84 | 2.55 | 12.08 | 14.41 | 14.55 | 10.66 | 1.33 |
| Yield(%) | 0.00 | 1.30 | 2.12 | 2.30 | 1.87 | 1.25 | 0.93 | … | … | 0.31 | 0.97 | 3.85 | 1.69 | 2.08 | 2.28 | 1.30 | 4.25 | 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 |
|---|---|---|---|---|
| ATNNX (AQR TM INTERNATIONAL MOMENTUM STYLE FUND CLASS N) |
-3.59%
Nov 2013 – Nov 2016 |
-1.22%
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 |
|---|---|---|---|---|
| ATNNX (AQR TM INTERNATIONAL MOMENTUM STYLE FUND CLASS N) |
9.27%
Dec 2016 – Dec 2019 |
9.31%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart