Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QMNIX (AQR EQUITY MARKET NEUTRAL FUND CLASS I) | 14.09% | 20.82% | 18.73% | 14.49% | 5.29% | NA | NA | 7.04% |
Data as of 05/29/2025, AR inception is 10/10/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QMNIX (AQR EQUITY MARKET NEUTRAL FUND CLASS I) | 10/10/2014 | 05/29/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 20.82 | 18.73 | 14.49 | 5.29 | NA | NA | 7.04 | 14.09 | 25.26 | 17.17 | 27.44 | 15.85 | -31.41 | -11.30 | -11.73 | 5.85 | 5.86 | 17.60 | 12.93 |
| Sharpe Ratio | NA | 2.51 | 1.67 | 0.95 | 0.37 | NA | NA | 0.51 | 5.41 | 2.93 | 1.60 | 1.84 | 1.45 | -1.69 | -2.07 | -2.01 | 1.18 | 1.00 | 2.34 | 4.95 |
| Standard Deviation(%) | NA | 6.52 | 8.55 | 12.40 | 9.92 | NA | NA | 9.93 | 6.76 | 6.38 | 8.17 | 14.24 | 10.88 | 18.70 | 6.14 | 6.51 | 4.43 | 5.64 | 7.51 | 14.70 |
| Draw Down(%) | NA | 4.47 | 13.86 | 23.33 | 47.67 | NA | NA | 47.67 | 2.54 | 4.47 | 6.65 | 13.86 | 14.05 | 32.15 | 11.79 | 17.58 | 2.30 | 3.80 | 4.00 | 2.01 |
| Yield(%) | 0.00 | 6.08 | 10.54 | 7.43 | 4.07 | 3.63 | 2.72 | 5.44 | 0.00 | 7.15 | 20.58 | 7.14 | 0.00 | 0.00 | 3.26 | 0.42 | 3.56 | 1.58 | 2.95 | 11.75 |
Data as of 05/29/2025, AR inception is 10/10/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QMNIX (AQR EQUITY MARKET NEUTRAL FUND CLASS I) |
-18.72%
Dec 2017 - Dec 2020 |
-9.66%
Dec 2015 - Dec 2020 |
4.37%
Dec 2014 - Dec 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QMNIX (AQR EQUITY MARKET NEUTRAL FUND CLASS I) |
24.30%
Nov 2021 - Nov 2024 |
12.67%
Apr 2020 - Apr 2025 |
5.50%
Apr 2015 - Apr 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart