Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QRPNX (AQR ALTERNATIVE RISK PREMIA FUND CLASS N) | 18.84% | 35.41% | 23.47% | 19.27% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 09/20/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QRPNX (AQR ALTERNATIVE RISK PREMIA FUND CLASS N) | 09/20/2017 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.40 | 35.41 | 23.47 | 19.27 | NA | NA | NA | … | … | 18.84 | 21.94 | 18.28 | 7.28 | 24.67 | 14.20 | -21.20 | -3.24 | -7.72 | 0.50 |
| Sharpe Ratio | NA | 3.46 | 1.74 | 1.43 | NA | NA | NA | … | … | 4.72 | 1.69 | 1.02 | 0.27 | 1.65 | 1.63 | -2.63 | -0.76 | -1.48 | 0.19 |
| Standard Deviation(%) | NA | 9.05 | 10.92 | 11.58 | NA | NA | NA | … | … | 9.40 | 11.50 | 11.43 | 11.36 | 14.17 | 8.70 | 8.13 | 6.08 | 6.11 | 5.45 |
| Draw Down(%) | NA | 3.51 | 11.22 | 11.22 | NA | NA | NA | … | … | 2.31 | 11.01 | 11.22 | 8.94 | 9.94 | 5.56 | 23.29 | 5.49 | 10.12 | 1.68 |
| Yield(%) | 0.00 | 1.28 | 2.88 | 2.90 | 1.29 | 0.86 | 0.64 | … | … | 0.00 | 1.39 | 2.34 | 4.45 | 0.00 | 4.19 | 1.53 | 0.55 | 0.07 | 0.00 |
Data as of 06/04/2026, Common starting date is 09/20/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRPNX (AQR ALTERNATIVE RISK PREMIA FUND CLASS N) |
-11.19%
Nov 2017 – Nov 2020 |
-0.04%
Jan 2018 – Jan 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRPNX (AQR ALTERNATIVE RISK PREMIA FUND CLASS N) |
23.14%
May 2023 – May 2026 |
19.04%
Feb 2021 – Feb 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart