Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QRPRX (AQR ALTERNATIVE RISK PREMIA FUND CLASS R6) | 18.99% | 35.89% | 23.89% | 19.65% | 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 |
|---|---|---|
| QRPRX (AQR ALTERNATIVE RISK PREMIA FUND CLASS R6) | 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 (%) | 2.37 | 35.89 | 23.89 | 19.65 | NA | NA | NA | … | … | 18.99 | 21.96 | 18.64 | 7.52 | 25.46 | 14.34 | -20.91 | -2.93 | -7.41 | 0.60 |
| Sharpe Ratio | NA | 3.51 | 1.78 | 1.46 | NA | NA | NA | … | … | 4.76 | 1.69 | 1.05 | 0.29 | 1.70 | 1.64 | -2.58 | -0.70 | -1.43 | 0.26 |
| Standard Deviation(%) | NA | 9.07 | 10.96 | 11.62 | NA | NA | NA | … | … | 9.43 | 11.49 | 11.51 | 11.39 | 14.21 | 8.70 | 8.16 | 6.24 | 6.11 | 5.33 |
| Draw Down(%) | NA | 3.46 | 11.24 | 11.24 | NA | NA | NA | … | … | 2.28 | 11.02 | 11.24 | 8.88 | 9.85 | 5.51 | 23.19 | 5.18 | 10.00 | 1.68 |
| Yield(%) | 0.00 | 1.70 | 3.28 | 3.27 | 1.48 | 0.98 | 0.74 | … | … | 0.00 | 1.84 | 2.68 | 4.74 | 0.00 | 4.55 | 1.52 | 0.96 | 0.08 | 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 |
|---|---|---|---|---|
| QRPRX (AQR ALTERNATIVE RISK PREMIA FUND CLASS R6) |
-10.85%
Nov 2017 – Nov 2020 |
0.30%
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 |
|---|---|---|---|---|
| QRPRX (AQR ALTERNATIVE RISK PREMIA FUND CLASS R6) |
23.57%
May 2023 – May 2026 |
19.45%
Feb 2021 – Feb 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart