Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QSSLX (AQR TM SMALL CAP MULTI-STYLE FUND CLASS I) | NA | 38.02% | 6.52% | 10.03% | NA | NA | NA | … | … |
Data as of 09/16/2021, Common starting date is 02/18/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QSSLX (AQR TM SMALL CAP MULTI-STYLE FUND CLASS I) | 02/18/2015 | 09/16/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 38.02 | 6.52 | 10.03 | NA | NA | NA | … | … | 10.57 | 14.36 | 18.05 | -13.79 | 9.42 | 20.93 | -6.66 |
| Sharpe Ratio | NA | 1.90 | 0.18 | 0.38 | NA | NA | NA | … | … | 0.80 | 0.33 | 1.03 | -0.82 | 0.69 | 1.17 | -0.49 |
| Standard Deviation(%) | NA | 19.98 | 29.22 | 24.29 | NA | NA | NA | … | … | 19.06 | 43.10 | 16.14 | 18.40 | 12.78 | 17.67 | 15.57 |
| Draw Down(%) | NA | 10.17 | 45.41 | 45.91 | NA | NA | NA | … | … | 10.17 | 42.92 | 10.63 | 27.49 | 6.47 | 13.58 | 13.44 |
| Yield(%) | 0.00 | 0.76 | 1.74 | 2.21 | 1.16 | 0.78 | 0.58 | … | … | 0.00 | 0.70 | 0.98 | 4.17 | 2.93 | 1.20 | 0.58 |
Data as of 09/16/2021, Common starting date is 02/18/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QSSLX (AQR TM SMALL CAP MULTI-STYLE FUND CLASS I) |
-8.78%
Mar 2017 – Mar 2020 |
-3.24%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QSSLX (AQR TM SMALL CAP MULTI-STYLE FUND CLASS I) |
13.77%
Apr 2018 – Apr 2021 |
14.06%
Apr 2016 – Apr 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart