AQR MS Fusion Fund Class N (QMFNX) Sharpe Ratio

Sharpe ratio is not yet available for QMFNX. 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 Fund Class N's Sharpe Ratio with other mutual funds in the Multistrategy category across multiple time periods, showing how QMFNX'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.

Symbol	Name	1Y Sharpe Ratio
SRRIX	Stone Ridge Reinsurance Risk Premium Interval Fund	12.86
ARBIX	Absolute Convertible Arbitrage Fund Institutional Shares	7.02
EGRAX	Eaton Vance Global Macro Absolute Return Advantage Fund Class A	5.24
FSLTX	Strategic Advisers Alternatives Fund	5.07
SHRIX	Stone Ridge High Yield Reinsurance Risk Premium Fund Class I	4.89
BXMIX	Blackstone Alternative Multi-Strategy Fund	4.35
ADAIX	AQR Diversified Arbitrage Fund Class I	4.00
ADANX	AQR Diversified Arbitrage Fund Class N	3.84
RMDFX	Aspiriant Defensive Allocation Fund	3.80
QRPRX	AQR Alternative Risk Premia R6	3.80
QMFNX	AQR MS Fusion Fund Class N	—

Benchmark

Compare this symbol against anything

Time Period

How much price history to include in the calculation

Historical Sharpe Ratio

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

Loading charts...

Sharpe Ratio Calculator

How does QMFNX fit in your portfolio?

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

Analyze Your Portfolio