Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QRMNX (AQR RISK PARITY II MV FUND CLASS N) | NA | 13.93% | 11.26% | 8.30% | 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 |
|---|---|---|
| QRMNX (AQR RISK PARITY II MV FUND CLASS N) | 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 | 13.93 | 11.26 | 8.30 | NA | NA | NA | … | … | -15.79 | 0.65 | 9.09 | -6.54 | 12.07 | 9.24 | -8.94 | 13.44 | -1.62 | 1.70 |
| Sharpe Ratio | NA | -0.56 | 0.08 | 0.16 | NA | NA | NA | … | … | -0.72 | 0.04 | 0.35 | -0.99 | 1.93 | 1.29 | -1.18 | 1.44 | -0.21 | 2.32 |
| Standard Deviation(%) | NA | 22.88 | 14.85 | 12.30 | NA | NA | NA | … | … | 23.90 | 10.23 | 22.20 | 7.97 | 5.94 | 6.95 | 7.63 | 9.33 | 7.89 | 5.22 |
| Draw Down(%) | NA | 25.90 | 25.90 | 25.90 | NA | NA | NA | … | … | 25.90 | 16.35 | 17.62 | 11.14 | 4.28 | 5.65 | 15.49 | 5.16 | 11.95 | 1.10 |
| Yield(%) | 0.00 | 30.38 | 15.19 | 11.21 | 7.05 | 4.70 | 3.53 | … | … | 26.31 | 4.26 | 11.23 | 2.05 | 9.11 | 3.80 | 5.04 | 14.27 | 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 |
|---|---|---|---|---|
| QRMNX (AQR RISK PARITY II MV FUND CLASS N) |
0.24%
Jan 2013 – Jan 2016 |
1.97%
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 |
|---|---|---|---|---|
| QRMNX (AQR RISK PARITY II MV FUND CLASS N) |
11.09%
Oct 2018 – Oct 2021 |
8.19%
Aug 2016 – Aug 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart