Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QRHIX (AQR RISK PARITY II HV FUND CLASS I) | NA | -13.03% | 1.45% | 6.61% | NA | NA | NA | … | … |
Data as of 12/18/2020, Common starting date is 11/06/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QRHIX (AQR RISK PARITY II HV FUND CLASS I) | 11/06/2012 | 12/18/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -15.16 | -13.03 | 1.45 | 6.61 | NA | NA | NA | … | … | -13.99 | 18.26 | -10.75 | 19.03 | 12.78 | -13.33 | 23.28 | -2.83 | 2.10 |
| Sharpe Ratio | NA | -0.62 | 0.03 | 0.44 | NA | NA | NA | … | … | -0.67 | 0.67 | -1.00 | 2.11 | 1.26 | -1.17 | 1.52 | -0.25 | 1.98 |
| Standard Deviation(%) | NA | 21.55 | 15.46 | 13.35 | NA | NA | NA | … | … | 21.82 | 25.13 | 12.03 | 8.74 | 9.93 | 11.40 | 15.31 | 11.60 | 7.67 |
| Draw Down(%) | NA | 23.79 | 23.79 | 23.79 | NA | NA | NA | … | … | 23.79 | 19.17 | 16.97 | 6.13 | 8.40 | 22.63 | 7.48 | 17.64 | 1.80 |
| Yield(%) | 0.00 | 10.32 | 9.32 | 8.71 | 6.12 | 4.08 | 3.06 | … | … | 0.00 | 13.85 | 6.95 | 13.17 | 4.65 | 5.09 | 25.30 | 0.50 | 0.00 |
Data as of 12/18/2020, Common starting date is 11/06/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRHIX (AQR RISK PARITY II HV FUND CLASS I) |
0.53%
Jan 2013 – Jan 2016 |
2.24%
Apr 2015 – Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRHIX (AQR RISK PARITY II HV FUND CLASS I) |
12.32%
Dec 2016 – Dec 2019 |
8.94%
Jun 2013 – Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart