Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QDSIX (AQR Diversifying Strategies Fund) | 6.21% | 14.81% | 15.08% | 11.74% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 06/11/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QDSIX (AQR Diversifying Strategies Fund) | 06/11/2020 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.22 | 14.81 | 15.08 | 11.74 | NA | NA | NA | … | … | 6.21 | 14.38 | 13.25 | 8.88 | 14.69 | 10.64 | 5.93 |
| Sharpe Ratio | NA | 2.41 | 1.96 | 1.43 | NA | NA | NA | … | … | 2.14 | 1.79 | 1.63 | 0.85 | 1.65 | 1.78 | 2.18 |
| Standard Deviation(%) | NA | 4.96 | 5.79 | 6.46 | NA | NA | NA | … | … | 5.09 | 6.56 | 5.90 | 6.18 | 8.08 | 5.96 | 4.93 |
| Draw Down(%) | NA | 1.96 | 6.90 | 7.06 | NA | NA | NA | … | … | 1.85 | 5.53 | 6.90 | 5.74 | 7.06 | 3.82 | 2.52 |
| Yield(%) | 0.00 | 2.35 | 5.76 | 6.22 | 3.79 | 2.52 | 1.89 | … | … | 0.00 | 2.53 | 3.52 | 11.12 | 8.69 | 6.32 | 2.00 |
Data as of 06/04/2026, Common starting date is 06/11/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QDSIX (AQR Diversifying Strategies Fund) |
9.82%
May 2022 – May 2025 |
11.74%
May 2021 – May 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QDSIX (AQR Diversifying Strategies Fund) |
15.01%
May 2023 – May 2026 |
13.56%
Oct 2020 – Oct 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart