Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QRMRX (AQR RISK PARITY II MV FUND CLASS R6) | NA | 14.30% | 11.62% | 8.68% | NA | NA | NA | … | … |
Data as of 11/30/2021, Common starting date is 09/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QRMRX (AQR RISK PARITY II MV FUND CLASS R6) | 09/04/2014 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.30 | 11.62 | 8.68 | NA | NA | NA | … | … | -15.64 | 0.97 | 9.15 | -6.23 | 12.49 | 9.64 | -8.60 | 3.70 |
| Sharpe Ratio | NA | -0.55 | 0.10 | 0.18 | NA | NA | NA | … | … | -0.71 | 0.07 | 0.34 | -0.95 | 2.01 | 1.35 | -1.13 | 0.81 |
| Standard Deviation(%) | NA | 22.98 | 14.92 | 12.34 | NA | NA | NA | … | … | 24.00 | 10.18 | 22.91 | 7.94 | 5.92 | 6.98 | 7.63 | 14.57 |
| Draw Down(%) | NA | 26.06 | 26.06 | 26.06 | NA | NA | NA | … | … | 26.06 | 16.25 | 18.17 | 10.81 | 4.27 | 5.53 | 15.24 | 4.54 |
| Yield(%) | 0.00 | 30.58 | 15.50 | 11.49 | 6.62 | 4.41 | 3.31 | … | … | 26.54 | 4.23 | 11.63 | 2.41 | 9.09 | 4.21 | 5.36 | 13.35 |
Data as of 11/30/2021, 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 |
|---|---|---|---|---|
| QRMRX (AQR RISK PARITY II MV FUND CLASS R6) |
1.85%
Feb 2015 – Feb 2018 |
2.32%
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 |
|---|---|---|---|---|
| QRMRX (AQR RISK PARITY II MV FUND CLASS R6) |
11.50%
Oct 2018 – Oct 2021 |
8.59%
Aug 2016 – Aug 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart