Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QLEIX (AQR LONG-SHORT EQUITY FUND CLASS I) | 15.67% | 24.90% | 25.31% | 23.02% | 10.96% | NA | NA | 13.11% |
Data as of 07/11/2025, AR inception is 07/16/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QLEIX (AQR LONG-SHORT EQUITY FUND CLASS I) | 07/16/2013 | 07/11/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.07 | 24.90 | 25.31 | 23.02 | 10.96 | NA | NA | 13.11 | 15.67 | 30.01 | 24.42 | 14.74 | 30.99 | -15.25 | 1.19 | -16.32 | 15.73 | 11.09 | 17.04 | 14.92 | 11.16 |
| Sharpe Ratio | NA | 2.25 | 2.20 | 1.96 | 0.88 | NA | NA | 1.02 | 3.03 | 3.08 | 2.40 | 0.93 | 2.63 | -0.87 | -0.02 | -1.70 | 2.88 | 1.29 | 1.48 | 1.87 | 3.37 |
| Standard Deviation(%) | NA | 9.73 | 9.62 | 10.90 | 11.11 | NA | NA | 10.70 | 10.94 | 7.59 | 8.46 | 14.49 | 11.79 | 17.74 | 8.98 | 10.39 | 5.27 | 8.44 | 11.49 | 7.98 | 7.60 |
| Draw Down(%) | NA | 7.07 | 8.48 | 17.07 | 39.19 | NA | NA | 39.19 | 7.07 | 5.68 | 6.94 | 17.07 | 12.05 | 25.64 | 8.89 | 23.43 | 2.12 | 4.61 | 6.98 | 5.32 | 4.31 |
| Yield(%) | 0.00 | 7.19 | 12.92 | 11.11 | 6.97 | 6.60 | 4.95 | 9.00 | 0.00 | 8.63 | 21.36 | 10.68 | 0.00 | 0.00 | 0.00 | 4.76 | 9.69 | 3.29 | 5.58 | 8.56 | 8.99 |
Data as of 07/11/2025, AR inception is 07/16/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QLEIX (AQR LONG-SHORT EQUITY FUND CLASS I) |
-11.18%
Oct 2017 - Oct 2020 |
-2.13%
Oct 2015 - Oct 2020 |
8.78%
Dec 2013 - Dec 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QLEIX (AQR LONG-SHORT EQUITY FUND CLASS I) |
25.81%
Nov 2021 - Nov 2024 |
23.69%
May 2020 - May 2025 |
11.45%
Jun 2015 - Jun 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart