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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AQR Emerging Multi-Style II Fund Class R6, 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 Emerging Multi-Style II Fund Class R6 (QTERX) has returned 3.07% so far this year and 33.11% over the past 12 months. Over the last ten years, QTERX has returned 8.53% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
AQR Emerging Multi-Style II Fund Class R6
- 1D
- -0.89%
- 1M
- -12.18%
- YTD
- 3.07%
- 6M
- 9.15%
- 1Y
- 33.11%
- 3Y*
- 18.47%
- 5Y*
- 5.46%
- 10Y*
- 8.53%
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 Jan 4, 2016, QTERX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, your investment would double in approximately 7.0 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +17.2%, while the worst month was Mar 2020 at -16.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, QTERX closed higher 52% of trading days. The best single day was Mar 16, 2022 with a return of +5.9%, while the worst single day was Mar 16, 2020 at -10.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.68% | 7.01% | -12.18% | 3.07% | |||||||||
| 2025 | 1.57% | -0.87% | 2.24% | 0.29% | 4.93% | 7.32% | 0.25% | 1.26% | 6.38% | 4.13% | -1.12% | 2.85% | 32.94% |
| 2024 | -1.99% | 5.66% | 1.41% | 0.30% | 3.08% | 2.79% | 0.94% | 0.84% | 5.71% | -3.92% | -1.90% | -1.03% | 12.02% |
| 2023 | 8.45% | -6.67% | 2.75% | -0.21% | -3.32% | 4.32% | 7.23% | -6.05% | -1.16% | -3.84% | 7.44% | 4.63% | 12.66% |
| 2022 | -0.25% | -2.94% | -2.60% | -5.42% | 0.56% | -8.03% | -0.91% | -1.02% | -12.11% | -2.71% | 17.19% | -2.72% | -21.13% |
| 2021 | 3.46% | 1.20% | 0.79% | 2.89% | 0.84% | 0.30% | -5.56% | 1.59% | -4.54% | 0.57% | -3.83% | 3.77% | 0.95% |
Benchmark Metrics
AQR Emerging Multi-Style II Fund Class R6 has an annualized alpha of 0.80%, beta of 0.72, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.
- This fund participated in 80.79% of S&P 500 Index downside but only 72.62% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.80%
- Beta
- 0.72
- R²
- 0.54
- Upside Capture
- 72.62%
- Downside Capture
- 80.79%
Expense Ratio
QTERX has an expense ratio of 0.62%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QTERX ranks 87 for risk / return — in the top 87% 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 Emerging Multi-Style II Fund Class R6 (QTERX) and compare them to a chosen benchmark (S&P 500 Index).
| QTERX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 0.90 | +0.97 |
Sortino ratioReturn per unit of downside risk | 2.43 | 1.39 | +1.04 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.40 | +0.90 |
Martin ratioReturn relative to average drawdown | 9.07 | 6.61 | +2.47 |
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 QTERX 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 Emerging Multi-Style II Fund Class R6 provided a 4.12% dividend yield over the last twelve months, with an annual payout of $0.55 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.55 | $0.55 | $0.50 | $0.55 | $0.43 | $0.30 | $0.20 | $0.47 | $0.23 | $0.19 | $0.22 |
Dividend yield | 4.12% | 4.25% | 4.91% | 5.76% | 4.73% | 2.53% | 1.68% | 4.48% | 2.40% | 1.63% | 2.57% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR Emerging Multi-Style II Fund Class R6. 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 | $0.55 | $0.55 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.50 | $0.50 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.55 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
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 Emerging Multi-Style II Fund Class R6. 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 Emerging Multi-Style II Fund Class R6 was 39.15%, occurring on Mar 19, 2020. Recovery took 181 trading sessions.
The current AQR Emerging Multi-Style II Fund Class R6 drawdown is 13.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.15% | Jan 29, 2018 | 539 | Mar 19, 2020 | 181 | Dec 4, 2020 | 720 |
| -38.3% | Feb 17, 2021 | 431 | Oct 31, 2022 | 653 | Jun 10, 2025 | 1084 |
| -13.32% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -10.41% | Jan 6, 2016 | 11 | Jan 21, 2016 | 30 | Mar 4, 2016 | 41 |
| -9.22% | Oct 25, 2016 | 15 | Nov 14, 2016 | 55 | Feb 3, 2017 | 70 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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