- Issuer
- AQR
- Inception Date
- Jun 18, 2025
- Category
- Systematic Trend
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
Share Price Chart
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Performance
QCFIX Performance Chart
AQR CVX Fusion Fund Class I (QCFIX) is up 15.1% since the beginning of the year. QCFIX is currently trading at $13 per share.
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Returns By Period
AQR CVX Fusion Fund Class I
- 1D
- 0.63%
- 1M
- -0.78%
- YTD
- 15.05%
- 6M
- 14.63%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
QCFIX Monthly Returns History
Based on dividend-adjusted daily data since Nov 6, 2025, QCFIX's average daily return is +0.11%, while the average monthly return is +2.10%. At this rate, an investment would double in approximately 2.8 years.
Historically, 75% of months were positive and 25% were negative. The best month was Apr 2026 with a return of +10.8%, while the worst month was Mar 2026 at -4.0%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.
On a daily basis, QCFIX closed higher 60% of trading days. The best single day was Mar 31, 2026 with a return of +2.6%, while the worst single day was Jun 5, 2026 at -3.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.23% | 0.86% | -4.03% | 10.80% | 4.35% | -1.39% | 15.05% | ||||||
| 2025 | 1.28% | 0.71% | 2.00% |
Benchmark Metrics
AQR CVX Fusion Fund Class I has an annualized alpha of 14.11%, beta of 0.98, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since November 06, 2025.
- This fund captured 120.81% of S&P 500 Index gains but only 36.75% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 14.11% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.98 and R2 of 0.81, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 14.11%
- Beta
- 0.98
- R²
- 0.81
- Upside Capture
- 120.81%
- Downside Capture
- 36.75%
Expense Ratio
QCFIX has a high expense ratio of 2.17%, indicating above-average management fees.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AQR CVX Fusion Fund Class I (QCFIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QCFIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
AQR CVX Fusion Fund Class I provided a 6.80% dividend yield over the last twelve months, with an annual payout of $0.87 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.87 | $0.87 |
Dividend yield | 6.80% | 7.82% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR CVX Fusion Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.87 | $0.87 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the AQR CVX Fusion Fund Class I. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the AQR CVX Fusion Fund Class I was 7.93%, occurring on Mar 30, 2026. Recovery took 10 trading sessions.
The current AQR CVX Fusion Fund Class I drawdown is 3.04%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -7.93%Mar 2026 | 1mo 2d | 15d | 1mo 17dFeb 2026 - Apr 2026 |
2025 pullback2025 | -5.47%Nov 2025 | 7d | 1mo 10d | 1mo 17dNov 2025 - Dec 2025 |
2026 pullback2026 | -5.47%Jun 2026 | 7d | — | 20d 23hJun 2026 - now |
2026 pullback2026 | -3.21%Jan 2026 | 6d | 6d | 12dJan 2026 - Jan 2026 |
2026 pullback2026 | -2.90%Feb 2026 | 6d | 4d | 10dJan 2026 - Feb 2026 |
Drawdown Indicators
| QCFIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.93% | -56.78% | +48.85% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.04% | -1.80% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -1.69% | -10.71% | +9.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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