Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QLRNX (AQR LARGE CAP RELAXED CONSTRAINT EQUITY FUND CLASS N) | NA | -73.81% | -33.51% | 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 |
|---|---|---|
| QLRNX (AQR LARGE CAP RELAXED CONSTRAINT EQUITY FUND CLASS N) | 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 | -73.81 | -33.51 | NA | NA | NA | NA | … | … | 0.00 | -72.50 | -11.35 | 21.13 | -0.70 |
| Sharpe Ratio | NA | -0.65 | -0.63 | NA | NA | NA | NA | … | … | 0.00 | -0.64 | -1.88 | 0.24 | -2.46 |
| Standard Deviation(%) | NA | 149.57 | 87.14 | NA | NA | NA | NA | … | … | NA | 149.67 | 17.48 | 7.89 | 6.74 |
| Draw Down(%) | NA | 77.58 | 77.58 | NA | NA | NA | NA | … | … | 0.00 | 77.58 | 20.80 | 3.90 | 1.30 |
| Yield(%) | 0.00 | 0.00 | 0.26 | 0.16 | 0.08 | 0.05 | 0.04 | … | … | 0.00 | 0.00 | 0.65 | 0.00 | 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 |
|---|---|---|---|---|
| QLRNX (AQR LARGE CAP RELAXED CONSTRAINT EQUITY FUND CLASS N) |
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 |
|---|---|---|---|---|
| QLRNX (AQR LARGE CAP RELAXED CONSTRAINT EQUITY FUND CLASS N) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart