PortfoliosLab logoPortfoliosLab logo

Sortino ratio is not yet available for QHFNX. 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 MS Fusion HV Fund Fund Class N's Sortino Ratio with other mutual funds in the Multistrategy category across multiple time periods, showing how QHFNX'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 25, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
SRRIXStone Ridge Reinsurance Risk Premium Interval Fund47.92
ARBIXAbsolute Convertible Arbitrage Fund Institutional Shares14.86
FCRIXFS Credit Income Fund Class I11.55
FSLTXStrategic Advisers Alternatives Fund8.95
ADAIXAQR Diversified Arbitrage Fund Class I7.79
BXMIXBlackstone Alternative Multi-Strategy Fund7.73
ADANXAQR Diversified Arbitrage Fund Class N7.64
SHRIXStone Ridge High Yield Reinsurance Risk Premium Fund Class I5.99
SPATXSymmetry Panoramic Alternatives Fund5.43
RMDFXAspiriant Defensive Allocation Fund5.11
QHFNXAQR MS Fusion HV Fund Fund Class N

S&P 500 Index

How to choose period

Historical Sortino Ratio

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

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


Loading charts...

Sortino Ratio Calculator

IHow does QHFNX fit in your portfolio?

Add your other holdings to see your portfolio's Sortino Ratio and find out.

Analyze Your Portfolio