Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QMHIX (AQR MANAGED FUTURES STRATEGY HV FUND CLASS I) | 17.97% | 33.87% | 16.38% | 16.28% | 5.80% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 07/17/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QMHIX (AQR MANAGED FUTURES STRATEGY HV FUND CLASS I) | 07/17/2013 | 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 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.74 | 33.87 | 16.38 | 16.28 | 5.80 | NA | NA | … | … | 17.97 | 19.33 | 11.21 | -0.56 | 50.14 | -2.07 | -0.73 | 1.82 | -14.44 | -1.72 | -13.07 | 2.42 | 27.82 | 8.13 |
| Sharpe Ratio | NA | 2.30 | 0.80 | 0.83 | 0.27 | NA | NA | … | … | 2.66 | 1.16 | 0.32 | -0.32 | 2.45 | -0.14 | -0.07 | 0.03 | -1.03 | -0.23 | -0.82 | 0.15 | 1.59 | 1.64 |
| Standard Deviation(%) | NA | 12.73 | 14.35 | 16.15 | 14.88 | NA | NA | … | … | 14.07 | 14.42 | 14.37 | 15.37 | 19.97 | 15.03 | 14.23 | 12.19 | 15.31 | 10.24 | 16.22 | 16.06 | 17.50 | 11.26 |
| Draw Down(%) | NA | 5.33 | 19.06 | 19.06 | 34.54 | NA | NA | … | … | 4.04 | 8.44 | 19.06 | 11.15 | 14.06 | 13.75 | 14.27 | 15.97 | 21.87 | 15.68 | 21.86 | 16.32 | 11.65 | 7.04 |
| Yield(%) | 0.00 | 2.28 | 3.97 | 6.51 | 3.30 | 4.32 | 3.24 | … | … | 0.00 | 2.40 | 2.51 | 7.22 | 12.62 | 9.61 | 8.58 | 4.04 | 0.00 | 0.00 | 0.01 | 7.12 | 21.09 | 0.13 |
Data as of 06/04/2026, Common starting date is 07/17/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QMHIX (AQR MANAGED FUTURES STRATEGY HV FUND CLASS I) |
-12.87%
Feb 2016 – Feb 2019 |
-7.45%
Sep 2015 – Sep 2020 |
1.43%
Jan 2015 – Jan 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QMHIX (AQR MANAGED FUTURES STRATEGY HV FUND CLASS I) |
18.94%
Apr 2021 – Apr 2024 |
16.54%
Apr 2021 – Apr 2026 |
6.56%
Apr 2014 – Apr 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart