Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QIMNX (AQR TM INTERNATIONAL MULTI-STYLE FUND CLASS N) | NA | 3.10% | 1.60% | 5.30% | 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 |
|---|---|---|
| QIMNX (AQR TM INTERNATIONAL MULTI-STYLE FUND CLASS N) | 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 | 3.10 | 1.60 | 5.30 | NA | NA | NA | … | … | -8.38 | 5.79 | 17.28 | -15.17 | 25.31 | -3.18 | -3.77 |
| Sharpe Ratio | NA | 0.19 | 0.04 | 0.26 | NA | NA | NA | … | … | -0.74 | 0.18 | 1.37 | -1.20 | 3.22 | -0.18 | -0.28 |
| Standard Deviation(%) | NA | 15.74 | 20.83 | 17.35 | NA | NA | NA | … | … | 15.76 | 30.71 | 11.59 | 13.72 | 7.70 | 18.59 | 15.39 |
| Draw Down(%) | NA | 13.28 | 35.20 | 37.04 | NA | NA | NA | … | … | 13.28 | 35.20 | 9.02 | 23.16 | 2.29 | 14.77 | 15.47 |
| Yield(%) | 0.00 | 2.25 | 2.14 | 2.45 | 1.21 | 0.81 | 0.60 | … | … | 0.42 | 1.70 | 2.87 | 1.67 | 2.66 | 1.92 | 1.04 |
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 |
|---|---|---|---|---|
| QIMNX (AQR TM INTERNATIONAL MULTI-STYLE FUND CLASS N) |
-3.06%
Mar 2017 – Mar 2020 |
-1.81%
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 |
|---|---|---|---|---|
| QIMNX (AQR TM INTERNATIONAL MULTI-STYLE FUND CLASS N) |
9.13%
Jun 2016 – Jun 2019 |
8.93%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart