Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AZEIX (AQR EMERGING DEFENSIVE STYLE FUND CLASS I) | NA | -4.31% | -1.46% | 4.18% | NA | NA | NA | … | … |
Data as of 12/18/2020, Common starting date is 07/10/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AZEIX (AQR EMERGING DEFENSIVE STYLE FUND CLASS I) | 07/10/2012 | 12/18/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.12 | -4.31 | -1.46 | 4.18 | NA | NA | NA | … | … | -4.87 | 3.44 | -8.66 | 28.21 | 2.29 | -16.01 | -0.81 | -6.48 | 10.39 |
| Sharpe Ratio | NA | -0.20 | -0.15 | 0.23 | NA | NA | NA | … | … | -0.22 | 0.20 | -0.71 | 3.72 | 0.13 | -1.08 | -0.07 | -0.54 | 2.27 |
| Standard Deviation(%) | NA | 23.18 | 16.41 | 14.86 | NA | NA | NA | … | … | 23.55 | 10.06 | 14.15 | 7.44 | 15.40 | 14.92 | 11.64 | 12.01 | 10.22 |
| Draw Down(%) | NA | 31.91 | 36.32 | 36.32 | NA | NA | NA | … | … | 31.91 | 8.79 | 16.50 | 2.50 | 13.07 | 22.92 | 15.93 | 16.10 | 4.06 |
| Yield(%) | 0.00 | 2.15 | 1.78 | 2.29 | 1.49 | 1.00 | 0.75 | … | … | 0.00 | 2.32 | 1.67 | 2.00 | 1.83 | 2.72 | 3.56 | 0.83 | 1.16 |
Data as of 12/18/2020, Common starting date is 07/10/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AZEIX (AQR EMERGING DEFENSIVE STYLE FUND CLASS I) |
-8.71%
Feb 2013 – Feb 2016 |
-3.23%
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 |
|---|---|---|---|---|
| AZEIX (AQR EMERGING DEFENSIVE STYLE FUND CLASS I) |
9.61%
Feb 2016 – Feb 2019 |
4.24%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart