Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QMHNX (AQR MANAGED FUTURES STRATEGY HV FUND CLASS N) | 16.75% | 32.92% | 15.73% | 15.80% | 5.44% | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 07/17/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QMHNX (AQR MANAGED FUTURES STRATEGY HV FUND CLASS N) | 07/17/2013 | 06/05/2026 |
| 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 (%) | 1.85 | 32.92 | 15.73 | 15.80 | 5.44 | NA | NA | … | … | 16.75 | 19.19 | 10.91 | -0.78 | 49.64 | -2.31 | -0.85 | 1.55 | -14.59 | -2.06 | -13.31 | 2.13 | 27.19 | 8.03 |
| Sharpe Ratio | NA | 2.34 | 0.86 | 0.82 | 0.25 | NA | NA | … | … | 2.89 | 1.15 | 0.30 | -0.33 | 2.43 | -0.15 | -0.08 | 0.01 | -1.05 | -0.27 | -0.83 | 0.13 | 1.57 | 1.62 |
| Standard Deviation(%) | NA | 12.96 | 14.43 | 16.19 | 14.88 | NA | NA | … | … | 14.20 | 14.41 | 14.51 | 15.32 | 19.94 | 15.14 | 14.11 | 12.34 | 15.21 | 10.14 | 16.25 | 15.96 | 17.34 | 11.24 |
| Draw Down(%) | NA | 5.40 | 19.23 | 19.23 | 35.34 | NA | NA | … | … | 4.01 | 8.50 | 19.23 | 11.09 | 14.03 | 13.72 | 14.30 | 16.16 | 22.07 | 15.79 | 22.03 | 16.36 | 11.66 | 6.95 |
| Yield(%) | 0.00 | 2.11 | 3.75 | 6.21 | 3.06 | 4.11 | 3.08 | … | … | 0.00 | 2.21 | 2.28 | 6.94 | 11.85 | 9.33 | 7.12 | 3.67 | 0.00 | 0.00 | 0.01 | 7.01 | 20.66 | 0.13 |
Data as of 06/05/2026, 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 |
|---|---|---|---|---|
| QMHNX (AQR MANAGED FUTURES STRATEGY HV FUND CLASS N) |
-13.09%
Feb 2016 – Feb 2019 |
-7.67%
Sep 2015 – Sep 2020 |
1.18%
Jan 2015 – Jan 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QMHNX (AQR MANAGED FUTURES STRATEGY HV FUND CLASS N) |
18.64%
Apr 2021 – Apr 2024 |
16.27%
Apr 2021 – Apr 2026 |
6.26%
Apr 2014 – Apr 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart