Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QIRIX (AQR INTERNATIONAL RELAXED CONSTRAINT EQUITY FUND CLASS I) | NA | -0.28% | 2.38% | NA | NA | NA | NA | 4.09% |
Data as of 01/24/2020, AR inception is 12/15/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QIRIX (AQR INTERNATIONAL RELAXED CONSTRAINT EQUITY FUND CLASS I) | 12/15/2016 | 01/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.28 | 2.38 | NA | NA | NA | NA | 4.09 | 0.00 | 5.38 | -19.43 | 28.92 | 1.50 |
| Sharpe Ratio | NA | -0.22 | 0.06 | NA | NA | NA | NA | 0.21 | 0.00 | 0.35 | -1.47 | 3.48 | 8.06 |
| Standard Deviation(%) | NA | 10.82 | 11.48 | NA | NA | NA | NA | 11.40 | NA | 11.47 | 14.16 | 8.16 | 5.00 |
| Draw Down(%) | NA | 12.21 | 27.01 | NA | NA | NA | NA | 27.01 | 0.00 | 12.21 | 27.01 | 2.53 | 0.40 |
| Yield(%) | 0.00 | 0.00 | 1.61 | 1.02 | 0.51 | 0.34 | 0.25 | 1.70 | 0.00 | 0.00 | 3.08 | 1.03 | 0.00 |
Data as of 01/24/2020, AR inception is 12/15/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QIRIX (AQR INTERNATIONAL RELAXED CONSTRAINT EQUITY FUND CLASS I) |
0.00%
NA |
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 |
|---|---|---|---|---|
| QIRIX (AQR INTERNATIONAL RELAXED CONSTRAINT EQUITY FUND CLASS I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart