Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QEMRX (AQR EMERGING MOMENTUM STYLE FUND CLASS R6) | NA | -16.24% | 6.00% | NA | NA | NA | NA | … | … |
Data as of 12/24/2018, Common starting date is 07/15/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QEMRX (AQR EMERGING MOMENTUM STYLE FUND CLASS R6) | 07/15/2014 | 12/24/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.77 | -16.24 | 6.00 | NA | NA | NA | NA | … | … | -17.63 | 44.31 | 2.20 | -13.66 | -8.61 |
| Sharpe Ratio | NA | -0.90 | 0.31 | NA | NA | NA | NA | … | … | -0.97 | 3.73 | 0.11 | -0.72 | -1.24 |
| Standard Deviation(%) | NA | 19.74 | 16.91 | NA | NA | NA | NA | … | … | 19.74 | 11.78 | 17.77 | 19.06 | 14.07 |
| Draw Down(%) | NA | 28.14 | 28.14 | NA | NA | NA | NA | … | … | 28.14 | 6.15 | 12.84 | 27.62 | 15.56 |
| Yield(%) | 0.00 | 0.00 | 1.46 | 1.47 | 0.74 | 0.49 | 0.37 | … | … | 0.00 | 2.79 | 1.72 | 2.48 | 1.78 |
Data as of 12/24/2018, Common starting date is 07/15/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QEMRX (AQR EMERGING MOMENTUM STYLE FUND CLASS R6) |
1.19%
Aug 2014 – Aug 2017 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QEMRX (AQR EMERGING MOMENTUM STYLE FUND CLASS R6) |
10.74%
Jan 2015 – Jan 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart