Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QVPIX (AQR Volatility Risk Premium Fund -) | NA | -3.82% | NA | NA | NA | NA | NA | … | … |
Data as of 12/18/2020, Common starting date is 11/01/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QVPIX (AQR Volatility Risk Premium Fund -) | 11/01/2018 | 12/18/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.79 | -3.82 | NA | NA | NA | NA | NA | … | … | -4.34 | 6.69 | -4.86 |
| Sharpe Ratio | NA | -0.22 | NA | NA | NA | NA | NA | … | … | -0.25 | 0.71 | -2.46 |
| Standard Deviation(%) | NA | 18.24 | NA | NA | NA | NA | NA | … | … | 18.53 | 7.37 | 11.60 |
| Draw Down(%) | NA | 22.58 | NA | NA | NA | NA | NA | … | … | 22.58 | 4.90 | 8.72 |
| Yield(%) | 0.00 | 1.96 | 0.77 | 0.46 | 0.23 | 0.15 | 0.12 | … | … | 0.00 | 2.15 | 0.26 |
Data as of 12/18/2020, Common starting date is 11/01/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QVPIX (AQR Volatility Risk Premium Fund -) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QVPIX (AQR Volatility Risk Premium Fund -) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart