Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QSLIX (AQR STYLE PREMIA ALTERNATIVE LV FUND CLASS I) | NA | -13.92% | -7.28% | -3.17% | NA | NA | NA | … | … |
Data as of 12/18/2020, Common starting date is 09/19/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QSLIX (AQR STYLE PREMIA ALTERNATIVE LV FUND CLASS I) | 09/19/2014 | 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 (%) | 0.00 | -13.92 | -7.28 | -3.17 | NA | NA | NA | … | … | -12.77 | -3.99 | -5.21 | 6.74 | 0.65 | 4.02 | 4.46 |
| Sharpe Ratio | NA | -2.46 | -1.76 | -0.91 | NA | NA | NA | … | … | -2.30 | -1.30 | -1.64 | 1.96 | 0.11 | 0.83 | 3.30 |
| Standard Deviation(%) | NA | 5.78 | 4.70 | 4.33 | NA | NA | NA | … | … | 5.79 | 4.17 | 3.99 | 3.12 | 4.13 | 4.83 | 5.07 |
| Draw Down(%) | NA | 14.33 | 21.85 | 21.85 | NA | NA | NA | … | … | 13.19 | 5.32 | 6.62 | 2.26 | 3.29 | 5.01 | 1.50 |
| Yield(%) | 0.00 | 0.11 | 1.70 | 1.53 | 1.07 | 0.71 | 0.53 | … | … | 0.00 | 0.11 | 0.09 | 5.24 | 0.46 | 1.96 | 2.54 |
Data as of 12/18/2020, Common starting date is 09/19/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QSLIX (AQR STYLE PREMIA ALTERNATIVE LV FUND CLASS I) |
-7.23%
Nov 2017 – Nov 2020 |
-2.88%
Oct 2015 – Oct 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QSLIX (AQR STYLE PREMIA ALTERNATIVE LV FUND CLASS I) |
4.64%
Feb 2015 – Feb 2018 |
1.39%
Oct 2014 – Oct 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart