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AQR CVX Fusion Fund Class I (QCFIX) Sharpe Ratio

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The AQR CVX Fusion Fund seeks capital appreciation by investing long and short in liquid futures and other instruments across global equities, fixed income, currencies, and commodities markets, fused with exposure to the S&P 500 Total Return Index. Positions are based on proprietary signals that aim to go long markets with positive trends and short markets with falling trends.

Sharpe ratio is not yet available for QCFIX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares AQR CVX Fusion Fund Class I's Sharpe Ratio with other mutual funds in the Systematic Trend category across multiple time periods, showing how QCFIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
QNZNXAQR Trend Total Return Fund3.64
LOTIXLoCorr Market Trend Fund3.59
AQMIXAQR Managed Futures Strategy Fund2.94
AQMNXAQR Managed Futures Strategy Fund Class N2.92
AHLIXAmerican Beacon AHL Managed Futures Strategy Fund Class R52.91
AHLPXAmerican Beacon AHL Managed Futures Strategy Fund2.88
LFMAXLoCorr Macro Strategies Fund2.75
QMHIXAQR Managed Futures Strategy HV Fund2.72
QMHNXAQR Managed Futures Strategy HV Fund Class N2.69
EVOIXAltegris Futures Evolution Strategy Fund2.52
QCFIXAQR CVX Fusion Fund Class I—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows QCFIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when QCFIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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