Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ATSNX (AQR TM SMALL CAP MOMENTUM STYLE FUND CLASS N) | NA | 14.90% | 5.07% | 10.88% | 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 |
|---|---|---|
| ATSNX (AQR TM SMALL 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 | 14.90 | 5.07 | 10.88 | NA | NA | NA | … | … | -7.94 | 25.54 | 24.66 | -20.23 | 16.41 | 12.84 | -2.45 | 5.25 | 40.90 | 0.72 |
| Sharpe Ratio | NA | 0.52 | 0.12 | 0.39 | NA | NA | NA | … | … | -0.36 | 0.60 | 1.09 | -0.73 | 1.20 | 0.71 | -0.14 | 0.26 | 2.50 | 1.61 |
| Standard Deviation(%) | NA | 28.68 | 31.29 | 25.97 | NA | NA | NA | … | … | 30.92 | 41.67 | 21.41 | 29.69 | 13.26 | 17.62 | 18.07 | 19.88 | 16.36 | 15.79 |
| Draw Down(%) | NA | 26.31 | 40.36 | 40.36 | NA | NA | NA | … | … | 26.31 | 40.36 | 12.25 | 43.51 | 6.61 | 17.84 | 15.41 | 18.21 | 5.81 | 2.15 |
| Yield(%) | 0.00 | 2.28 | 3.52 | 3.22 | 3.31 | 2.21 | 1.65 | … | … | 0.00 | 2.33 | 1.93 | 8.11 | 0.34 | 0.64 | 0.53 | 6.95 | 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 |
|---|---|---|---|---|
| ATSNX (AQR TM SMALL CAP MOMENTUM STYLE FUND CLASS N) |
-2.25%
Mar 2017 – Mar 2020 |
0.32%
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 |
|---|---|---|---|---|
| ATSNX (AQR TM SMALL CAP MOMENTUM STYLE FUND CLASS N) |
17.35%
Feb 2018 – Feb 2021 |
19.17%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart