Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QMORX (AQR LARGE CAP MOMENTUM STYLE FUND CLASS R6) | 4.57% | 16.06% | 21.41% | 11.78% | 14.43% | NA | NA | … | … |
Data as of 05/29/2026, Common starting date is 07/15/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QMORX (AQR LARGE CAP MOMENTUM STYLE FUND CLASS R6) | 07/15/2014 | 05/29/2026 |
| 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 (%) | 0.00 | 16.06 | 21.41 | 11.78 | 14.43 | NA | NA | … | … | 4.57 | -6.57 | 27.70 | 18.25 | -17.87 | 26.10 | 27.00 | 29.33 | -3.94 | 23.99 | 4.84 | 2.92 | 15.03 |
| Sharpe Ratio | NA | 0.81 | 0.97 | 0.48 | 0.64 | NA | NA | … | … | 0.43 | -0.28 | 1.44 | 1.13 | -0.78 | 1.48 | 0.75 | 2.23 | -0.26 | 2.61 | 0.35 | 0.18 | 1.59 |
| Standard Deviation(%) | NA | 16.57 | 18.67 | 19.42 | 20.06 | NA | NA | … | … | 21.00 | 33.87 | 16.78 | 13.03 | 24.95 | 17.66 | 35.54 | 12.47 | 20.22 | 8.96 | 13.19 | 16.06 | 21.90 |
| Draw Down(%) | NA | 9.46 | 22.52 | 26.25 | 34.32 | NA | NA | … | … | 9.46 | 24.83 | 11.43 | 9.70 | 24.91 | 9.77 | 34.32 | 5.45 | 23.29 | 3.48 | 12.52 | 11.80 | 10.57 |
| Yield(%) | 0.00 | 22.79 | 19.25 | 13.70 | 14.94 | 10.71 | 8.03 | … | … | 0.00 | 23.61 | 16.26 | 14.90 | 8.19 | 19.57 | 17.65 | 12.20 | 10.48 | 10.53 | 8.25 | 8.15 | 19.10 |
Data as of 05/29/2026, Common starting date is 07/15/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QMORX (AQR LARGE CAP MOMENTUM STYLE FUND CLASS R6) |
5.98%
Mar 2017 – Mar 2020 |
5.76%
Mar 2015 – Mar 2020 |
11.66%
Mar 2015 – Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QMORX (AQR LARGE CAP MOMENTUM STYLE FUND CLASS R6) |
27.47%
Dec 2018 – Dec 2021 |
20.34%
Oct 2016 – Oct 2021 |
15.04%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart