Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QGMIX (AQR GLOBAL MACRO FUND CLASS I) | 1.94% | 2.48% | 3.13% | 4.75% | 4.17% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 04/11/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QGMIX (AQR GLOBAL MACRO FUND CLASS I) | 04/11/2014 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.91 | 2.48 | 3.13 | 4.75 | 4.17 | NA | NA | … | … | 1.94 | 3.04 | -0.65 | -0.30 | 29.16 | -4.43 | 1.60 | 4.90 | 7.80 | -3.38 | 0.02 | 1.72 | -0.14 |
| Sharpe Ratio | NA | -0.10 | -0.08 | 0.20 | 0.28 | NA | NA | … | … | -0.12 | 0.02 | -0.48 | -0.40 | 2.07 | -0.49 | 0.18 | 0.63 | 0.91 | -0.85 | -0.04 | 0.25 | -0.04 |
| Standard Deviation(%) | NA | 5.92 | 8.16 | 9.92 | 8.34 | NA | NA | … | … | 6.11 | 8.06 | 8.82 | 10.04 | 13.47 | 9.16 | 7.56 | 5.45 | 7.07 | 4.76 | 5.32 | 6.85 | 5.06 |
| Draw Down(%) | NA | 4.01 | 13.48 | 13.48 | 13.48 | NA | NA | … | … | 4.01 | 8.68 | 13.48 | 10.15 | 7.20 | 12.00 | 6.80 | 4.72 | 5.30 | 7.51 | 7.51 | 3.79 | 4.20 |
| Yield(%) | 0.00 | 1.43 | 4.22 | 4.58 | 3.55 | 2.54 | 1.90 | … | … | 0.00 | 1.48 | 1.88 | 9.16 | 8.91 | 1.40 | 0.96 | 0.05 | 4.04 | 0.04 | 5.70 | 5.10 | 0.36 |
Data as of 06/04/2026, Common starting date is 04/11/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QGMIX (AQR GLOBAL MACRO FUND CLASS I) |
-1.06%
Nov 2018 – Nov 2021 |
0.61%
Nov 2016 – Nov 2021 |
3.00%
Oct 2014 – Oct 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QGMIX (AQR GLOBAL MACRO FUND CLASS I) |
10.61%
Feb 2020 – Feb 2023 |
7.24%
Dec 2017 – Dec 2022 |
4.09%
Jun 2014 – Jun 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart