Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QSARX (AQR MULTI-STRATEGY ALTERNATIVE FUND CLASS R6) | NA | -28.79% | -17.59% | -10.42% | NA | NA | NA | … | … |
Data as of 12/18/2020, Common starting date is 09/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QSARX (AQR MULTI-STRATEGY ALTERNATIVE FUND CLASS R6) | 09/04/2014 | 12/18/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.20 | -28.79 | -17.59 | -10.42 | NA | NA | NA | … | … | -28.09 | -10.09 | -13.69 | 3.18 | -0.09 | 9.32 | 13.07 |
| Sharpe Ratio | NA | -1.93 | -1.87 | -1.31 | NA | NA | NA | … | … | -1.90 | -2.16 | -2.38 | 0.49 | -0.05 | 1.24 | 2.92 |
| Standard Deviation(%) | NA | 15.05 | 9.94 | 8.54 | NA | NA | NA | … | … | 15.28 | 5.32 | 6.32 | 5.21 | 6.27 | 7.49 | 15.72 |
| Draw Down(%) | NA | 31.51 | 47.31 | 47.31 | NA | NA | NA | … | … | 31.51 | 11.88 | 17.24 | 5.02 | 5.63 | 4.04 | 3.48 |
| Yield(%) | 0.00 | 0.00 | 2.57 | 3.57 | 3.38 | 2.25 | 1.69 | … | … | 0.00 | 0.00 | 0.00 | 7.96 | 2.49 | 9.26 | 14.69 |
Data as of 12/18/2020, 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 |
|---|---|---|---|---|
| QSARX (AQR MULTI-STRATEGY ALTERNATIVE FUND CLASS R6) |
-17.72%
Oct 2017 – Oct 2020 |
-10.34%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QSARX (AQR MULTI-STRATEGY ALTERNATIVE FUND CLASS R6) |
8.62%
Oct 2014 – Oct 2017 |
0.00%
Oct 2014 – Oct 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart