Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QRHNX (AQR RISK PARITY II HV FUND CLASS N) | NA | -13.29% | 1.01% | 6.21% | NA | NA | NA | … | … |
Data as of 12/18/2020, Common starting date is 11/06/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QRHNX (AQR RISK PARITY II HV FUND CLASS N) | 11/06/2012 | 12/18/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -15.19 | -13.29 | 1.01 | 6.21 | NA | NA | NA | … | … | -14.22 | 17.69 | -10.92 | 18.52 | 12.47 | -13.64 | 22.42 | -3.02 | 2.30 |
| Sharpe Ratio | NA | -0.63 | 0.00 | 0.41 | NA | NA | NA | … | … | -0.68 | 0.66 | -1.02 | 2.06 | 1.24 | -1.20 | 1.49 | -0.26 | 2.18 |
| Standard Deviation(%) | NA | 21.62 | 15.48 | 13.36 | NA | NA | NA | … | … | 21.89 | 24.64 | 12.00 | 8.74 | 9.88 | 11.41 | 15.01 | 11.60 | 7.66 |
| Draw Down(%) | NA | 23.90 | 23.90 | 23.90 | NA | NA | NA | … | … | 23.90 | 18.80 | 17.34 | 6.12 | 8.51 | 22.82 | 7.59 | 17.63 | 1.80 |
| Yield(%) | 0.00 | 10.09 | 8.98 | 8.34 | 5.88 | 3.92 | 2.94 | … | … | 0.00 | 13.13 | 6.38 | 13.16 | 4.36 | 4.77 | 24.47 | 0.49 | 0.00 |
Data as of 12/18/2020, Common starting date is 11/06/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRHNX (AQR RISK PARITY II HV FUND CLASS N) |
0.12%
Jan 2013 – Jan 2016 |
1.83%
Apr 2015 – Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QRHNX (AQR RISK PARITY II HV FUND CLASS N) |
11.82%
Dec 2016 – Dec 2019 |
8.53%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart