Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QTLNX (AQR TM LARGE CAP MULTI-STYLE FUND CLASS N) | NA | 11.02% | 6.53% | 10.98% | 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 |
|---|---|---|
| QTLNX (AQR TM LARGE 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 | 11.02 | 6.53 | 10.98 | NA | NA | NA | … | … | -1.17 | 15.26 | 21.15 | -10.34 | 24.23 | 5.48 | -2.19 |
| Sharpe Ratio | NA | 0.87 | 0.24 | 0.53 | NA | NA | NA | … | … | -0.16 | 0.43 | 1.48 | -0.66 | 3.11 | 0.37 | -0.16 |
| Standard Deviation(%) | NA | 12.58 | 23.31 | 19.33 | NA | NA | NA | … | … | 10.55 | 34.92 | 13.29 | 17.68 | 7.62 | 14.16 | 15.61 |
| Draw Down(%) | NA | 7.42 | 35.10 | 35.10 | NA | NA | NA | … | … | 7.42 | 35.10 | 7.81 | 22.25 | 3.31 | 13.60 | 11.59 |
| Yield(%) | 0.00 | 1.43 | 1.27 | 1.29 | 0.67 | 0.44 | 0.33 | … | … | 0.13 | 1.33 | 1.87 | 0.76 | 1.14 | 0.00 | 0.38 |
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 |
|---|---|---|---|---|
| QTLNX (AQR TM LARGE CAP MULTI-STYLE FUND CLASS N) |
0.67%
Mar 2017 – Mar 2020 |
2.39%
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 |
|---|---|---|---|---|
| QTLNX (AQR TM LARGE CAP MULTI-STYLE FUND CLASS N) |
13.82%
Sep 2015 – Sep 2018 |
13.62%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart