Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QLRIX (AQR LARGE CAP RELAXED CONSTRAINT EQUITY FUND CLASS I) | NA | -73.41% | -32.97% | NA | NA | NA | NA | … | … |
Data as of 01/24/2020, Common starting date is 12/16/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QLRIX (AQR LARGE CAP RELAXED CONSTRAINT EQUITY FUND CLASS I) | 12/16/2016 | 01/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -73.41 | -32.97 | NA | NA | NA | NA | … | … | 0.00 | -72.08 | -10.51 | 21.99 | -0.70 |
| Sharpe Ratio | NA | -0.51 | -0.40 | NA | NA | NA | NA | … | … | 0.00 | -0.50 | -0.68 | 2.76 | -2.65 |
| Standard Deviation(%) | NA | 147.79 | 86.12 | NA | NA | NA | NA | … | … | NA | 147.89 | 17.41 | 7.77 | 6.25 |
| Draw Down(%) | NA | 77.18 | 77.18 | NA | NA | NA | NA | … | … | 0.00 | 77.18 | 20.06 | 3.80 | 1.30 |
| Yield(%) | 0.00 | 0.00 | 0.69 | 0.42 | 0.21 | 0.14 | 0.10 | … | … | 0.00 | 0.00 | 0.85 | 1.07 | 0.00 |
Data as of 01/24/2020, Common starting date is 12/16/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QLRIX (AQR LARGE CAP 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 |
|---|---|---|---|---|
| QLRIX (AQR LARGE CAP RELAXED CONSTRAINT EQUITY FUND CLASS I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart