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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AQR Diversifying Strategies Fund Class N, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
AQR Diversifying Strategies Fund Class N (QDSNX) has returned 2.79% so far this year and 11.90% over the past 12 months.
AQR Diversifying Strategies Fund Class N
- 1D
- 0.21%
- 1M
- -1.31%
- YTD
- 2.79%
- 6M
- 5.61%
- 1Y
- 11.90%
- 3Y*
- 12.45%
- 5Y*
- 10.91%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 10, 2020, QDSNX's average daily return is +0.04%, while the average monthly return is +0.93%. At this rate, your investment would double in approximately 6.2 years.
Historically, 70% of months were positive and 30% were negative. The best month was Mar 2024 with a return of +5.0%, while the worst month was Mar 2023 at -3.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, QDSNX closed higher 55% of trading days. The best single day was Dec 30, 2021 with a return of +6.0%, while the worst single day was Dec 31, 2021 at -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.86% | 2.25% | -1.31% | 2.79% | |||||||||
| 2025 | 2.53% | 3.34% | 0.69% | -1.38% | 1.55% | 1.22% | 0.23% | 1.35% | 2.90% | 1.52% | 0.07% | 1.13% | 16.14% |
| 2024 | 3.04% | 2.69% | 4.98% | 0.64% | 1.28% | -0.95% | -1.43% | -0.65% | 0.57% | -1.70% | 2.72% | -1.76% | 9.56% |
| 2023 | 1.22% | 2.50% | -3.70% | 0.96% | -1.73% | 3.88% | 0.76% | 1.85% | 3.47% | -1.04% | 0.73% | -0.35% | 8.62% |
| 2022 | 4.26% | 0.98% | 1.32% | 3.82% | 3.01% | -3.17% | -1.42% | 0.85% | -0.17% | 3.97% | 0.24% | 0.19% | 14.48% |
| 2021 | 1.74% | 1.90% | 3.16% | 1.08% | 1.69% | -0.96% | 0.27% | -0.44% | -0.44% | -0.09% | -1.43% | 3.56% | 10.35% |
Benchmark Metrics
AQR Diversifying Strategies Fund Class N has an annualized alpha of 11.00%, beta of 0.07, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since June 11, 2020.
- This fund captured 25.41% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -17.22%) — a profile typical of hedging or uncorrelated assets.
- Beta of 0.07 may look defensive, but with R² of 0.02 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.02 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 11.00%
- Beta
- 0.07
- R²
- 0.02
- Upside Capture
- 25.41%
- Downside Capture
- -17.22%
Expense Ratio
QDSNX has a high expense ratio of 3.30%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
QDSNX ranks 88 for risk / return — in the top 88% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AQR Diversifying Strategies Fund Class N (QDSNX) and compare them to a chosen benchmark (S&P 500 Index).
| QDSNX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 0.90 | +1.04 |
Sortino ratioReturn per unit of downside risk | 2.44 | 1.39 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.40 | +0.79 |
Martin ratioReturn relative to average drawdown | 9.35 | 6.61 | +2.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore QDSNX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
AQR Diversifying Strategies Fund Class N provided a 1.94% dividend yield over the last twelve months, with an annual payout of $0.28 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.28 | $0.28 | $0.00 | $1.25 | $0.92 | $0.65 | $0.19 |
Dividend yield | 1.94% | 1.99% | 0.00% | 11.18% | 8.01% | 5.99% | 1.83% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR Diversifying Strategies Fund Class N. 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 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.25 | $1.25 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $0.92 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.65 |
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 Diversifying Strategies Fund Class N. 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 Diversifying Strategies Fund Class N was 7.15%, occurring on Aug 4, 2022. Recovery took 64 trading sessions.
The current AQR Diversifying Strategies Fund Class N drawdown is 1.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.15% | Jun 8, 2022 | 40 | Aug 4, 2022 | 64 | Nov 3, 2022 | 104 |
| -6.93% | May 29, 2024 | 47 | Aug 5, 2024 | 127 | Feb 6, 2025 | 174 |
| -6.09% | Dec 31, 2021 | 1 | Dec 31, 2021 | 30 | Feb 14, 2022 | 31 |
| -5.68% | Mar 9, 2023 | 7 | Mar 17, 2023 | 99 | Aug 9, 2023 | 106 |
| -5.55% | Apr 2, 2025 | 4 | Apr 7, 2025 | 38 | Jun 2, 2025 | 42 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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