Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QMNNX (AQR EQUITY MARKET NEUTRAL FUND CLASS N) | 13.99% | 20.44% | 18.44% | 14.18% | 5.00% | NA | NA | 6.73% |
Data as of 05/29/2025, AR inception is 10/10/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QMNNX (AQR EQUITY MARKET NEUTRAL FUND CLASS N) | 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 (%) | -0.09 | 20.44 | 18.44 | 14.18 | 5.00 | NA | NA | 6.73 | 13.99 | 24.98 | 16.72 | 27.26 | 15.57 | -31.69 | -11.55 | -11.93 | 5.56 | 5.43 | 17.42 | 12.81 |
| Sharpe Ratio | NA | 2.47 | 1.63 | 0.92 | 0.34 | NA | NA | 0.47 | 5.37 | 2.91 | 1.53 | 1.82 | 1.42 | -1.69 | -2.12 | -2.04 | 1.13 | 0.92 | 2.33 | 4.96 |
| Standard Deviation(%) | NA | 6.53 | 8.61 | 12.46 | 9.96 | NA | NA | 9.96 | 6.77 | 6.32 | 8.23 | 14.30 | 10.95 | 18.85 | 6.11 | 6.51 | 4.38 | 5.67 | 7.46 | 14.53 |
| Draw Down(%) | NA | 4.46 | 13.98 | 23.68 | 48.23 | NA | NA | 48.23 | 2.50 | 4.46 | 6.64 | 13.98 | 14.23 | 32.54 | 11.96 | 17.80 | 2.38 | 3.98 | 4.09 | 2.01 |
| Yield(%) | 0.00 | 6.04 | 10.50 | 7.36 | 3.95 | 3.54 | 2.66 | 5.31 | 0.00 | 7.11 | 20.67 | 6.93 | 0.00 | 0.00 | 3.28 | 0.43 | 3.44 | 1.24 | 2.87 | 11.65 |
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 |
|---|---|---|---|---|
| QMNNX (AQR EQUITY MARKET NEUTRAL FUND CLASS N) |
-18.97%
Dec 2017 - Dec 2020 |
-9.95%
Dec 2015 - Dec 2020 |
4.08%
Dec 2014 - Dec 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QMNNX (AQR EQUITY MARKET NEUTRAL FUND CLASS N) |
24.01%
Nov 2021 - Nov 2024 |
12.37%
Apr 2020 - Apr 2025 |
5.22%
Apr 2015 - Apr 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart