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CRIHX vs. QLEIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRIHX and QLEIX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

CRIHX vs. QLEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CRM Long/Short Opportunities Fund (CRIHX) and AQR Long-Short Equity Fund (QLEIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
-7.59%
14.80%
CRIHX
QLEIX

Key characteristics

Sharpe Ratio

CRIHX:

-0.04

QLEIX:

4.07

Sortino Ratio

CRIHX:

0.03

QLEIX:

5.61

Omega Ratio

CRIHX:

1.00

QLEIX:

1.81

Calmar Ratio

CRIHX:

-0.04

QLEIX:

5.42

Martin Ratio

CRIHX:

-0.10

QLEIX:

26.50

Ulcer Index

CRIHX:

4.47%

QLEIX:

1.16%

Daily Std Dev

CRIHX:

12.52%

QLEIX:

7.57%

Max Drawdown

CRIHX:

-25.86%

QLEIX:

-42.90%

Current Drawdown

CRIHX:

-13.27%

QLEIX:

-1.45%

Returns By Period

In the year-to-date period, CRIHX achieves a -4.65% return, which is significantly lower than QLEIX's 6.24% return.


CRIHX

YTD

-4.65%

1M

-5.32%

6M

-7.59%

1Y

-2.19%

5Y*

4.60%

10Y*

N/A

QLEIX

YTD

6.24%

1M

2.65%

6M

14.80%

1Y

29.30%

5Y*

17.39%

10Y*

9.05%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CRIHX vs. QLEIX - Expense Ratio Comparison

CRIHX has a 1.60% expense ratio, which is higher than QLEIX's 1.30% expense ratio.


CRIHX
CRM Long/Short Opportunities Fund
Expense ratio chart for CRIHX: current value at 1.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.60%
Expense ratio chart for QLEIX: current value at 1.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.30%

Risk-Adjusted Performance

CRIHX vs. QLEIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRIHX
The Risk-Adjusted Performance Rank of CRIHX is 66
Overall Rank
The Sharpe Ratio Rank of CRIHX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of CRIHX is 66
Sortino Ratio Rank
The Omega Ratio Rank of CRIHX is 66
Omega Ratio Rank
The Calmar Ratio Rank of CRIHX is 66
Calmar Ratio Rank
The Martin Ratio Rank of CRIHX is 66
Martin Ratio Rank

QLEIX
The Risk-Adjusted Performance Rank of QLEIX is 9696
Overall Rank
The Sharpe Ratio Rank of QLEIX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of QLEIX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of QLEIX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of QLEIX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of QLEIX is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRIHX vs. QLEIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CRM Long/Short Opportunities Fund (CRIHX) and AQR Long-Short Equity Fund (QLEIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CRIHX, currently valued at -0.04, compared to the broader market-1.000.001.002.003.004.00-0.044.07
The chart of Sortino ratio for CRIHX, currently valued at 0.03, compared to the broader market0.002.004.006.008.0010.0012.000.035.61
The chart of Omega ratio for CRIHX, currently valued at 1.00, compared to the broader market1.002.003.004.001.001.81
The chart of Calmar ratio for CRIHX, currently valued at -0.04, compared to the broader market0.005.0010.0015.0020.00-0.045.42
The chart of Martin ratio for CRIHX, currently valued at -0.10, compared to the broader market0.0020.0040.0060.0080.00-0.1026.50
CRIHX
QLEIX

The current CRIHX Sharpe Ratio is -0.04, which is lower than the QLEIX Sharpe Ratio of 4.07. The chart below compares the historical Sharpe Ratios of CRIHX and QLEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.04
4.07
CRIHX
QLEIX

Dividends

CRIHX vs. QLEIX - Dividend Comparison

CRIHX's dividend yield for the trailing twelve months is around 1.04%, less than QLEIX's 6.70% yield.


TTM20242023202220212020201920182017201620152014
CRIHX
CRM Long/Short Opportunities Fund
1.04%0.99%2.32%0.00%0.00%0.00%0.03%0.00%0.00%0.00%0.00%0.00%
QLEIX
AQR Long-Short Equity Fund
6.70%7.12%20.80%10.30%0.00%0.00%0.00%0.37%4.04%1.86%4.82%8.00%

Drawdowns

CRIHX vs. QLEIX - Drawdown Comparison

The maximum CRIHX drawdown since its inception was -25.86%, smaller than the maximum QLEIX drawdown of -42.90%. Use the drawdown chart below to compare losses from any high point for CRIHX and QLEIX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.27%
-1.45%
CRIHX
QLEIX

Volatility

CRIHX vs. QLEIX - Volatility Comparison

CRM Long/Short Opportunities Fund (CRIHX) has a higher volatility of 3.51% compared to AQR Long-Short Equity Fund (QLEIX) at 1.92%. This indicates that CRIHX's price experiences larger fluctuations and is considered to be riskier than QLEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
3.51%
1.92%
CRIHX
QLEIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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