Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QTLLX (AQR TM LARGE CAP MULTI-STYLE FUND CLASS I) | NA | 9.54% | 6.22% | 10.84% | 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 |
|---|---|---|
| QTLLX (AQR TM LARGE 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 | 9.54 | 6.22 | 10.84 | NA | NA | NA | … | … | -2.57 | 15.36 | 21.29 | -10.16 | 24.58 | 5.58 | -1.96 |
| Sharpe Ratio | NA | 0.72 | 0.22 | 0.52 | NA | NA | NA | … | … | -0.31 | 0.43 | 1.48 | -0.65 | 3.15 | 0.38 | -0.15 |
| Standard Deviation(%) | NA | 13.25 | 23.41 | 19.39 | NA | NA | NA | … | … | 11.69 | 34.88 | 13.42 | 17.61 | 7.63 | 14.13 | 15.66 |
| Draw Down(%) | NA | 8.73 | 35.08 | 35.08 | NA | NA | NA | … | … | 8.73 | 35.08 | 7.82 | 22.14 | 3.30 | 13.50 | 11.58 |
| Yield(%) | 0.00 | 1.64 | 1.58 | 1.61 | 0.84 | 0.56 | 0.42 | … | … | 0.17 | 1.50 | 2.13 | 1.30 | 1.41 | 0.00 | 0.60 |
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 |
|---|---|---|---|---|
| QTLLX (AQR TM LARGE CAP MULTI-STYLE FUND CLASS I) |
0.93%
Mar 2017 – Mar 2020 |
2.62%
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 |
|---|---|---|---|---|
| QTLLX (AQR TM LARGE CAP MULTI-STYLE FUND CLASS I) |
14.05%
Sep 2015 – Sep 2018 |
13.87%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart