Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/28/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AMOMX (AQR LARGE CAP MOMENTUM STYLE FUND CLASS I) | -5.22% | -3.78% | -1.43% | 1.63% | 4.51% | 7.51% | NA | 9.87% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMOMX (AQR LARGE CAP MOMENTUM STYLE FUND CLASS I) | 07/10/2009 | 04/28/2025 |
The return data shown below all have the same latest date: 04/28/2025.
AR inception is since 07/10/2009.
AR inception is since 07/10/2009.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 8.70 | -3.78 | -1.43 | 1.63 | 4.51 | 7.51 | NA | 9.87 | -5.22 | 13.41 | 4.42 | -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 | -0.32 | -0.25 | -0.04 | 0.12 | NA | NA | 0.40 | -0.55 | 0.32 | 0.01 | -1.00 | 0.30 | 0.25 | 2.22 | -0.26 | 2.46 | 0.34 | 0.18 | 0.64 | 2.62 | 1.42 | -0.10 | 0.80 | 4.21 |
| Standard Deviation(%) | NA | 27.33 | 23.46 | 23.95 | 22.03 | NA | NA | 20.82 | 34.50 | 21.23 | 17.51 | 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 | 30.37 | 30.37 | 39.97 | 39.97 | NA | NA | 39.97 | 22.49 | 16.88 | 11.65 | 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 | 0.92 | 0.98 | 0.97 | 4.84 | 6.92 | 7.15 | 9.54 | 0.00 | 1.04 | 1.16 | 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 |
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 |
4.51%
Mar 2015 - Mar 2025 |
7.81%
Mar 2010 - Mar 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 |
10.15%
Nov 2009 - Nov 2024 |
Annualized Rolling Returns Comparison Chart