Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QSLNX (AQR STYLE PREMIA ALTERNATIVE LV FUND CLASS N) | NA | -14.23% | -7.55% | -3.44% | NA | NA | NA | … | … |
Data as of 12/18/2020, Common starting date is 09/19/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QSLNX (AQR STYLE PREMIA ALTERNATIVE LV FUND CLASS N) | 09/19/2014 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -14.23 | -7.55 | -3.44 | NA | NA | NA | … | … | -12.97 | -4.12 | -5.51 | 6.46 | 0.27 | 3.85 | 4.30 |
| Sharpe Ratio | NA | -2.55 | -1.83 | -0.98 | NA | NA | NA | … | … | -2.38 | -1.35 | -1.71 | 1.84 | 0.02 | 0.79 | 3.05 |
| Standard Deviation(%) | NA | 5.67 | 4.66 | 4.29 | NA | NA | NA | … | … | 5.69 | 4.11 | 4.01 | 3.18 | 4.05 | 4.83 | 5.27 |
| Draw Down(%) | NA | 14.64 | 22.47 | 22.47 | NA | NA | NA | … | … | 13.39 | 5.54 | 6.84 | 2.36 | 3.48 | 4.92 | 1.60 |
| Yield(%) | 0.00 | 0.00 | 1.55 | 1.38 | 0.98 | 0.66 | 0.49 | … | … | 0.00 | 0.00 | 0.00 | 4.96 | 0.46 | 1.69 | 2.48 |
Data as of 12/18/2020, Common starting date is 09/19/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QSLNX (AQR STYLE PREMIA ALTERNATIVE LV FUND CLASS N) |
-7.50%
Nov 2017 – Nov 2020 |
-3.15%
Oct 2015 – Oct 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QSLNX (AQR STYLE PREMIA ALTERNATIVE LV FUND CLASS N) |
4.36%
Feb 2015 – Feb 2018 |
1.11%
Oct 2014 – Oct 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart