Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMOMX (AQR LARGE CAP MOMENTUM STYLE FUND CLASS I) | 4.63% | 23.38% | 21.45% | 6.43% | 9.94% | 10.07% | NA | … | … |
Data as of 05/05/2026, Common starting date is 07/10/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMOMX (AQR LARGE CAP MOMENTUM STYLE FUND CLASS I) | 07/10/2009 | 05/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.36 | 23.38 | 21.45 | 6.43 | 9.94 | 10.07 | NA | … | … | 4.63 | 15.36 | 27.62 | 18.17 | -25.22 | 6.95 | 9.79 | 29.20 | -4.01 | 22.69 | 4.65 | 2.95 | 9.81 | 35.15 | 17.48 | -2.68 | 19.14 | 25.58 |
| Sharpe Ratio | NA | 1.20 | 0.97 | 0.19 | 0.39 | NA | NA | … | … | 0.51 | 0.56 | 1.44 | 1.13 | -1.00 | 0.30 | 0.25 | 2.22 | -0.27 | 2.46 | 0.34 | 0.18 | 0.64 | 2.62 | 1.42 | -0.10 | 0.80 | 4.21 |
| Standard Deviation(%) | NA | 17.19 | 18.73 | 21.12 | 21.33 | NA | NA | … | … | 22.93 | 22.23 | 16.72 | 13.00 | 26.80 | 23.12 | 38.20 | 12.49 | 20.22 | 9.00 | 13.10 | 16.03 | 15.34 | 13.39 | 12.37 | 26.40 | 23.91 | 14.42 |
| Draw Down(%) | NA | 9.42 | 22.49 | 39.97 | 39.97 | NA | NA | … | … | 9.42 | 22.49 | 11.36 | 9.74 | 26.38 | 17.28 | 34.29 | 5.44 | 23.32 | 3.47 | 12.54 | 11.83 | 10.57 | 7.07 | 8.27 | 23.10 | 19.45 | 5.34 |
| Yield(%) | 0.00 | 23.95 | 19.08 | 8.88 | 9.89 | 10.65 | 12.35 | … | … | 0.00 | 23.33 | 16.03 | 14.72 | 0.94 | 0.55 | 0.78 | 12.03 | 10.42 | 9.29 | 8.12 | 8.01 | 10.01 | 6.07 | 1.82 | 0.82 | 0.96 | 3.62 |
Data as of 05/05/2026, Common starting date is 07/10/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMOMX (AQR LARGE CAP MOMENTUM STYLE FUND CLASS I) |
-6.64%
Nov 2020 – Nov 2023 |
-0.26%
Sep 2018 – Sep 2023 |
5.58%
Oct 2013 – Oct 2023 |
9.34%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMOMX (AQR LARGE CAP MOMENTUM STYLE FUND CLASS I) |
23.49%
Sep 2011 – Sep 2014 |
17.63%
Aug 2009 – Aug 2014 |
15.08%
Aug 2010 – Aug 2020 |
11.55%
Jun 2010 – Jun 2025 |
Annualized Rolling Returns Comparison Chart