Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QMNIX (AQR EQUITY MARKET NEUTRAL FUND CLASS I) | -6.41% | 3.54% | 19.65% | 17.06% | 6.29% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 10/10/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QMNIX (AQR EQUITY MARKET NEUTRAL FUND CLASS I) | 10/10/2014 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.95 | 3.54 | 19.65 | 17.06 | 6.29 | NA | NA | … | … | -6.41 | 24.78 | 25.26 | 17.17 | 27.43 | 17.48 | -19.62 | -11.30 | -11.73 | 5.85 | 5.86 | 17.60 | 12.93 |
| Sharpe Ratio | NA | 0.16 | 2.42 | 1.54 | 0.55 | NA | NA | … | … | -2.39 | 3.56 | 3.39 | 1.67 | 1.83 | 1.62 | -2.27 | -2.08 | -2.02 | 1.18 | 1.00 | 2.34 | 4.95 |
| Standard Deviation(%) | NA | 6.57 | 6.68 | 9.36 | 8.28 | NA | NA | … | … | 7.39 | 6.28 | 6.37 | 8.17 | 14.24 | 10.79 | 8.72 | 6.14 | 6.51 | 4.43 | 5.64 | 7.51 | 14.70 |
| Draw Down(%) | NA | 8.30 | 8.30 | 13.86 | 38.80 | NA | NA | … | … | 8.01 | 3.57 | 4.47 | 6.65 | 13.86 | 14.05 | 20.65 | 11.79 | 17.58 | 2.30 | 3.80 | 4.00 | 2.01 |
| Yield(%) | 0.00 | 1.54 | 9.72 | 8.63 | 4.66 | 4.55 | 3.41 | … | … | 0.00 | 1.75 | 7.15 | 20.58 | 7.13 | 1.60 | 11.89 | 3.26 | 0.42 | 3.56 | 1.58 | 2.95 | 11.75 |
Data as of 06/04/2026, Common starting date 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) |
-14.31%
Dec 2017 – Dec 2020 |
-6.75%
Dec 2015 – Dec 2020 |
6.18%
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) |
25.08%
Sep 2022 – Sep 2025 |
22.69%
Dec 2020 – Dec 2025 |
7.34%
Apr 2015 – Apr 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart