Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QVPNX (AQR Volatility Risk Premium Fund -) | NA | -3.96% | 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 |
|---|---|---|
| QVPNX (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 (%) | -5.61 | -3.96 | NA | NA | NA | NA | NA | … | … | -4.43 | 6.93 | -4.82 |
| Sharpe Ratio | NA | -0.23 | NA | NA | NA | NA | NA | … | … | -0.26 | 0.76 | -2.47 |
| Standard Deviation(%) | NA | 18.29 | NA | NA | NA | NA | NA | … | … | 18.59 | 7.21 | 11.44 |
| Draw Down(%) | NA | 22.60 | NA | NA | NA | NA | NA | … | … | 22.60 | 4.64 | 8.68 |
| Yield(%) | 0.00 | 1.73 | 0.68 | 0.41 | 0.20 | 0.14 | 0.10 | … | … | 0.00 | 1.91 | 0.22 |
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 |
|---|---|---|---|---|
| QVPNX (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 |
|---|---|---|---|---|
| QVPNX (AQR Volatility Risk Premium Fund -) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart