Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AUEIX (AQR LARGE CAP DEFENSIVE STYLE FUND CLASS I) | 6.86% | 8.24% | 11.84% | 4.60% | 9.87% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 07/09/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AUEIX (AQR LARGE CAP DEFENSIVE STYLE FUND CLASS I) | 07/09/2012 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.16 | 8.24 | 11.84 | 4.60 | 9.87 | NA | NA | … | … | 6.86 | 6.95 | 13.75 | 9.59 | -20.85 | 21.68 | 13.10 | 28.64 | -0.25 | 22.15 | 12.30 | 6.53 | 15.77 | 30.28 | 2.35 |
| Sharpe Ratio | NA | 0.74 | 0.88 | 0.15 | 0.52 | NA | NA | … | … | 1.69 | 0.33 | 1.20 | 0.59 | -1.00 | 1.80 | 0.39 | 2.54 | -0.11 | 3.70 | 1.10 | 0.48 | 1.56 | 3.08 | 0.51 |
| Standard Deviation(%) | NA | 7.95 | 10.01 | 13.65 | 15.84 | NA | NA | … | … | 8.14 | 12.44 | 8.47 | 10.16 | 22.35 | 12.00 | 32.99 | 10.70 | 14.63 | 5.83 | 11.02 | 13.61 | 10.13 | 9.81 | 9.72 |
| Draw Down(%) | NA | 5.91 | 10.27 | 23.48 | 33.57 | NA | NA | … | … | 5.91 | 9.49 | 6.15 | 6.66 | 21.88 | 6.61 | 33.57 | 5.03 | 15.72 | 2.39 | 6.75 | 9.52 | 4.95 | 4.82 | 6.01 |
| Yield(%) | 0.00 | 18.75 | 18.67 | 10.27 | 10.76 | 12.29 | 9.22 | … | … | 0.00 | 19.80 | 22.29 | 21.36 | 1.09 | 1.29 | 1.44 | 1.44 | 1.63 | 2.82 | 2.23 | 6.20 | 5.47 | 1.20 | 0.75 |
Data as of 06/04/2026, Common starting date is 07/09/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AUEIX (AQR LARGE CAP DEFENSIVE STYLE FUND CLASS I) |
-0.45%
Dec 2021 – Dec 2024 |
4.42%
Apr 2021 – Apr 2026 |
9.55%
Mar 2016 – Mar 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AUEIX (AQR LARGE CAP DEFENSIVE STYLE FUND CLASS I) |
20.97%
Dec 2018 – Dec 2021 |
17.16%
Oct 2016 – Oct 2021 |
13.29%
Nov 2012 – Nov 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart