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AQR CVX Fusion Fund Class N (QCFNX) Sharpe Ratio

Mutual Fund · Currency in USD · Last updated Aug 1, 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 QCFNX. 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 N's Sharpe Ratio with other mutual funds in the Systematic Trend category across multiple time periods, showing how QCFNX'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 Aug 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LOTIXLoCorr Market Trend Fund3.00
QNZNXAQR Trend Total Return Fund2.41
AHLIXAmerican Beacon AHL Managed Futures Strategy Fund Class R52.28
AQMIXAQR Managed Futures Strategy Fund - Class I2.26
AQMNXAQR Managed Futures Strategy Fund Class N2.24
AHLPXAmerican Beacon AHL Managed Futures Strategy Fund2.24
MBXIXCatalyst/Millburn Hedge Strategy Fund Class I2.16
MBXAXCatalyst/Millburn Hedge Strategy Fund2.13
EVOIXWinton Managed Futures Trend Fund1.98
QMHIXAQR Managed Futures Strategy HV Fund1.94
QCFNXAQR CVX Fusion Fund Class N—
Benchmark

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Historical Sharpe Ratio

The chart shows QCFNX'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 QCFNX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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