Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QRCRX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS R6) | 19.51% | 37.92% | 17.30% | 15.07% | 12.05% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 09/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QRCRX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS R6) | 09/04/2014 | 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 (%) | -1.33 | 37.92 | 17.30 | 15.07 | 12.05 | NA | NA | … | … | 19.51 | 10.95 | 7.60 | -0.14 | 21.26 | 40.22 | 8.19 | 18.20 | -17.61 | 10.54 | 16.62 | -19.46 | -18.05 |
| Sharpe Ratio | NA | 2.55 | 1.01 | 0.83 | 0.69 | NA | NA | … | … | 2.98 | 0.51 | 0.30 | -0.29 | 1.01 | 2.16 | 0.46 | 1.22 | -1.20 | 0.70 | 1.09 | -1.58 | -2.20 |
| Standard Deviation(%) | NA | 15.00 | 14.29 | 15.96 | 15.81 | NA | NA | … | … | 18.65 | 16.29 | 13.25 | 13.27 | 19.75 | 18.61 | 17.23 | 13.74 | 15.92 | 14.24 | 15.05 | 12.34 | 20.77 |
| Draw Down(%) | NA | 8.30 | 13.58 | 20.20 | 32.26 | NA | NA | … | … | 8.30 | 11.42 | 13.58 | 10.06 | 20.20 | 7.81 | 28.28 | 11.22 | 22.96 | 16.69 | 7.48 | 20.60 | 18.44 |
| Yield(%) | 0.00 | 13.62 | 8.01 | 9.82 | 7.88 | 3.99 | 2.99 | … | … | 0.00 | 14.13 | 2.32 | 7.15 | 10.62 | 21.28 | 0.09 | 5.86 | 0.60 | 0.00 | 5.45 | 0.00 | 0.00 |
Data as of 06/04/2026, Common starting date is 09/04/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRCRX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS R6) |
-7.91%
Mar 2017 – Mar 2020 |
-5.07%
Apr 2015 – Apr 2020 |
5.85%
Oct 2014 – Oct 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRCRX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS R6) |
36.01%
Mar 2020 – Mar 2023 |
23.64%
Mar 2020 – Mar 2025 |
13.06%
Mar 2016 – Mar 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart