Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QRHRX (AQR RISK PARITY II HV FUND CLASS R6) | NA | -12.96% | 1.38% | 6.62% | NA | NA | NA | … | … |
Data as of 12/18/2020, Common starting date is 09/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QRHRX (AQR RISK PARITY II HV FUND CLASS R6) | 09/04/2014 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -15.16 | -12.96 | 1.38 | 6.62 | NA | NA | NA | … | … | -13.89 | 17.72 | -10.68 | 19.17 | 12.86 | -13.42 | 7.22 |
| Sharpe Ratio | NA | -0.61 | 0.03 | 0.44 | NA | NA | NA | … | … | -0.67 | 0.65 | -1.00 | 2.10 | 1.27 | -1.18 | 0.99 |
| Standard Deviation(%) | NA | 21.54 | 15.44 | 13.35 | NA | NA | NA | … | … | 21.80 | 25.22 | 12.03 | 8.86 | 9.91 | 11.38 | 24.16 |
| Draw Down(%) | NA | 23.79 | 23.79 | 23.79 | NA | NA | NA | … | … | 23.79 | 19.32 | 17.10 | 6.13 | 8.40 | 22.65 | 6.67 |
| Yield(%) | 0.00 | 10.39 | 9.26 | 8.69 | 5.35 | 3.56 | 2.67 | … | … | 0.00 | 13.54 | 7.02 | 13.19 | 4.72 | 5.12 | 21.92 |
Data as of 12/18/2020, 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 |
|---|---|---|---|---|
| QRHRX (AQR RISK PARITY II HV FUND CLASS R6) |
1.66%
Apr 2015 – Apr 2018 |
2.22%
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 |
|---|---|---|---|---|
| QRHRX (AQR RISK PARITY II HV FUND CLASS R6) |
12.25%
Dec 2016 – Dec 2019 |
8.92%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart