Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QRMIX (AQR RISK PARITY II MV FUND CLASS I) | NA | 14.20% | 11.52% | 8.58% | NA | NA | NA | … | … |
Data as of 11/30/2021, Common starting date is 11/06/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QRMIX (AQR RISK PARITY II MV FUND CLASS I) | 11/06/2012 | 11/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.20 | 11.52 | 8.58 | NA | NA | NA | … | … | -15.65 | 0.86 | 9.02 | -6.22 | 12.36 | 9.65 | -8.77 | 13.90 | -1.33 | 1.60 |
| Sharpe Ratio | NA | -0.56 | 0.09 | 0.18 | NA | NA | NA | … | … | -0.71 | 0.06 | 0.33 | -0.96 | 2.02 | 1.36 | -1.15 | 1.47 | -0.17 | 2.14 |
| Standard Deviation(%) | NA | 22.85 | 14.87 | 12.29 | NA | NA | NA | … | … | 23.87 | 10.24 | 22.73 | 7.90 | 5.83 | 6.92 | 7.64 | 9.47 | 7.89 | 5.32 |
| Draw Down(%) | NA | 25.92 | 25.92 | 25.92 | NA | NA | NA | … | … | 25.92 | 16.35 | 18.01 | 10.91 | 4.16 | 5.53 | 15.41 | 5.05 | 11.95 | 1.10 |
| Yield(%) | 0.00 | 30.51 | 15.41 | 11.41 | 7.23 | 4.82 | 3.62 | … | … | 26.44 | 4.23 | 11.53 | 2.31 | 9.08 | 4.11 | 5.27 | 14.59 | 0.15 | 0.00 |
Data as of 11/30/2021, 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 |
|---|---|---|---|---|
| QRMIX (AQR RISK PARITY II MV FUND CLASS I) |
0.54%
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 |
|---|---|---|---|---|
| QRMIX (AQR RISK PARITY II MV FUND CLASS I) |
11.35%
Oct 2018 – Oct 2021 |
8.47%
Aug 2016 – Aug 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart