Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QTLRX (AQR TM LARGE CAP MULTI-STYLE FUND CLASS R6) | NA | 9.19% | 6.20% | 10.86% | 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 |
|---|---|---|
| QTLRX (AQR TM LARGE CAP MULTI-STYLE FUND CLASS R6) | 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 | 9.19 | 6.20 | 10.86 | NA | NA | NA | … | … | -2.89 | 15.35 | 21.27 | -10.05 | 24.78 | 5.58 | -1.93 |
| Sharpe Ratio | NA | 0.68 | 0.22 | 0.52 | NA | NA | NA | … | … | -0.34 | 0.43 | 1.48 | -0.65 | 3.17 | 0.38 | -0.14 |
| Standard Deviation(%) | NA | 13.41 | 23.42 | 19.41 | NA | NA | NA | … | … | 11.98 | 34.87 | 13.42 | 17.65 | 7.66 | 14.17 | 15.58 |
| Draw Down(%) | NA | 9.08 | 35.06 | 35.06 | NA | NA | NA | … | … | 9.08 | 35.06 | 7.81 | 22.11 | 3.30 | 13.50 | 11.57 |
| Yield(%) | 0.00 | 1.75 | 1.68 | 1.71 | 0.90 | 0.60 | 0.45 | … | … | 0.19 | 1.60 | 2.24 | 1.39 | 1.52 | 0.00 | 0.63 |
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 |
|---|---|---|---|---|
| QTLRX (AQR TM LARGE CAP MULTI-STYLE FUND CLASS R6) |
1.06%
Mar 2017 – Mar 2020 |
2.70%
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 |
|---|---|---|---|---|
| QTLRX (AQR TM LARGE CAP MULTI-STYLE FUND CLASS R6) |
14.15%
Sep 2015 – Sep 2018 |
13.97%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart