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AQR CVX Fusion Fund Class R6 (QCFRX) Sharpe Ratio

Mutual Fund · Currency in USD · Last updated Jun 23, 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 QCFRX. 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 R6's Sharpe Ratio with other mutual funds in the Systematic Trend category across multiple time periods, showing how QCFRX'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 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LOTIXLoCorr Market Trend Fund3.31
QNZNXAQR Trend Total Return Fund3.27
AQMIXAQR Managed Futures Strategy Fund2.73
AHLIXAmerican Beacon AHL Managed Futures Strategy Fund Class R52.73
AQMNXAQR Managed Futures Strategy Fund Class N2.71
AHLPXAmerican Beacon AHL Managed Futures Strategy Fund2.69
QMHIXAQR Managed Futures Strategy HV Fund2.49
QMHNXAQR Managed Futures Strategy HV Fund Class N2.47
GFIRXGoldman Sachs Managed Futures Strategy Fund2.45
GMSAXGoldman Sachs Managed Futures Strategy Fund Class A2.42
QCFRXAQR CVX Fusion Fund Class R6—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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How does QCFRX fit in your portfolio?

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