Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QSSNX (AQR TM SMALL CAP MULTI-STYLE FUND CLASS N) | NA | 39.81% | 6.79% | 10.08% | 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 |
|---|---|---|
| QSSNX (AQR TM SMALL CAP MULTI-STYLE FUND CLASS N) | 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 | 39.81 | 6.79 | 10.08 | NA | NA | NA | … | … | 12.01 | 14.36 | 18.05 | -13.99 | 9.17 | 20.53 | -6.84 |
| Sharpe Ratio | NA | 2.06 | 0.19 | 0.39 | NA | NA | NA | … | … | 0.97 | 0.33 | 1.03 | -0.83 | 0.67 | 1.14 | -0.50 |
| Standard Deviation(%) | NA | 19.27 | 29.14 | 24.23 | NA | NA | NA | … | … | 17.98 | 43.23 | 16.17 | 18.42 | 12.78 | 17.76 | 15.62 |
| Draw Down(%) | NA | 8.89 | 45.68 | 46.17 | NA | NA | NA | … | … | 8.89 | 43.00 | 10.64 | 27.56 | 6.49 | 13.60 | 13.45 |
| Yield(%) | 0.00 | 0.52 | 1.49 | 1.91 | 1.00 | 0.67 | 0.50 | … | … | 0.00 | 0.48 | 0.69 | 3.77 | 2.66 | 0.98 | 0.50 |
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 |
|---|---|---|---|---|
| QSSNX (AQR TM SMALL CAP MULTI-STYLE FUND CLASS N) |
-8.99%
Mar 2017 – Mar 2020 |
-3.47%
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 |
|---|---|---|---|---|
| QSSNX (AQR TM SMALL CAP MULTI-STYLE FUND CLASS N) |
13.47%
Apr 2018 – Apr 2021 |
13.78%
Apr 2016 – Apr 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart