Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QTMRX (AQR TM LARGE CAP MOMENTUM STYLE FUND CLASS R6) | NA | -4.20% | 5.49% | 11.24% | NA | NA | NA | … | … |
Data as of 09/16/2021, Common starting date is 07/15/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QTMRX (AQR TM LARGE CAP MOMENTUM STYLE FUND CLASS R6) | 07/15/2014 | 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 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.20 | 5.49 | 11.24 | NA | NA | NA | … | … | -16.11 | 26.55 | 24.86 | -4.25 | 23.87 | 4.28 | 2.97 | 6.35 |
| Sharpe Ratio | NA | -0.22 | 0.17 | 0.50 | NA | NA | NA | … | … | -1.12 | 0.74 | 1.78 | -0.28 | 2.69 | 0.31 | 0.18 | 0.91 |
| Standard Deviation(%) | NA | 19.43 | 25.23 | 20.96 | NA | NA | NA | … | … | 19.70 | 35.41 | 13.20 | 20.25 | 8.69 | 13.19 | 16.00 | 15.44 |
| Draw Down(%) | NA | 21.03 | 33.42 | 33.42 | NA | NA | NA | … | … | 21.03 | 33.42 | 5.66 | 23.63 | 3.27 | 12.91 | 12.03 | 10.32 |
| Yield(%) | 0.00 | 2.56 | 2.11 | 2.32 | 1.80 | 1.20 | 0.90 | … | … | 0.09 | 2.76 | 2.87 | 1.04 | 1.04 | 1.65 | 1.16 | 4.58 |
Data as of 09/16/2021, Common starting date is 07/15/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QTMRX (AQR TM LARGE CAP MOMENTUM STYLE FUND CLASS R6) |
5.04%
Aug 2018 – Aug 2021 |
5.91%
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 |
|---|---|---|---|---|
| QTMRX (AQR TM LARGE CAP MOMENTUM STYLE FUND CLASS R6) |
17.41%
Aug 2017 – Aug 2020 |
17.24%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart