Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QSLRX (AQR STYLE PREMIA ALTERNATIVE LV FUND CLASS R6) | NA | -14.01% | -7.26% | -3.12% | 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 |
|---|---|---|
| QSLRX (AQR STYLE PREMIA ALTERNATIVE LV FUND CLASS R6) | 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 | -14.01 | -7.26 | -3.12 | NA | NA | NA | … | … | -12.76 | -3.99 | -5.23 | 6.90 | 0.65 | 4.23 | 4.38 |
| Sharpe Ratio | NA | -2.53 | -1.78 | -0.91 | NA | NA | NA | … | … | -2.36 | -1.31 | -1.64 | 2.02 | 0.11 | 0.88 | 3.22 |
| Standard Deviation(%) | NA | 5.64 | 4.63 | 4.27 | NA | NA | NA | … | … | 5.66 | 4.14 | 4.01 | 3.11 | 4.07 | 4.80 | 5.09 |
| Draw Down(%) | NA | 14.31 | 21.62 | 21.62 | NA | NA | NA | … | … | 13.07 | 5.40 | 6.52 | 2.26 | 3.20 | 4.92 | 1.50 |
| Yield(%) | 0.00 | 0.20 | 1.76 | 1.57 | 1.09 | 0.73 | 0.55 | … | … | 0.00 | 0.20 | 0.15 | 5.31 | 0.46 | 1.97 | 2.56 |
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 |
|---|---|---|---|---|
| QSLRX (AQR STYLE PREMIA ALTERNATIVE LV FUND CLASS R6) |
-7.17%
Nov 2017 – Nov 2020 |
-2.83%
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 |
|---|---|---|---|---|
| QSLRX (AQR STYLE PREMIA ALTERNATIVE LV FUND CLASS R6) |
4.73%
Feb 2015 – Feb 2018 |
1.46%
Oct 2014 – Oct 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart