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QMNNX vs. CPIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QMNNX vs. CPIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Equity Market Neutral Fund N (QMNNX) and Counterpoint Tactical Equity Fund (CPIEX). The values are adjusted to include any dividend payments, if applicable.

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QMNNX vs. CPIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QMNNX
AQR Equity Market Neutral Fund N
-3.52%26.19%25.43%16.30%27.07%17.38%-19.79%-11.55%-11.94%5.56%
CPIEX
Counterpoint Tactical Equity Fund
-1.43%10.21%37.75%6.18%12.15%54.08%-29.20%-7.69%-3.17%14.15%

Returns By Period

In the year-to-date period, QMNNX achieves a -3.52% return, which is significantly lower than CPIEX's -1.43% return. Over the past 10 years, QMNNX has underperformed CPIEX with an annualized return of 6.07%, while CPIEX has yielded a comparatively higher 7.67% annualized return.


QMNNX

1D
-0.17%
1M
0.43%
YTD
-3.52%
6M
1.87%
1Y
10.76%
3Y*
20.68%
5Y*
18.37%
10Y*
6.07%

CPIEX

1D
0.09%
1M
-3.65%
YTD
-1.43%
6M
-1.85%
1Y
3.43%
3Y*
18.02%
5Y*
23.12%
10Y*
7.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QMNNX vs. CPIEX - Expense Ratio Comparison

QMNNX has a 5.28% expense ratio, which is higher than CPIEX's 1.75% expense ratio.


Return for Risk

QMNNX vs. CPIEX — Risk / Return Rank

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

QMNNX
QMNNX Risk / Return Rank: 7878
Overall Rank
QMNNX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
QMNNX Sortino Ratio Rank: 8787
Sortino Ratio Rank
QMNNX Omega Ratio Rank: 8282
Omega Ratio Rank
QMNNX Calmar Ratio Rank: 8282
Calmar Ratio Rank
QMNNX Martin Ratio Rank: 5151
Martin Ratio Rank

CPIEX
CPIEX Risk / Return Rank: 1414
Overall Rank
CPIEX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CPIEX Sortino Ratio Rank: 1111
Sortino Ratio Rank
CPIEX Omega Ratio Rank: 1010
Omega Ratio Rank
CPIEX Calmar Ratio Rank: 2020
Calmar Ratio Rank
CPIEX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QMNNX vs. CPIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Equity Market Neutral Fund N (QMNNX) and Counterpoint Tactical Equity Fund (CPIEX). 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.


QMNNXCPIEXDifference

Sharpe ratio

Return per unit of total volatility

1.77

0.36

+1.41

Sortino ratio

Return per unit of downside risk

2.40

0.56

+1.83

Omega ratio

Gain probability vs. loss probability

1.33

1.07

+0.26

Calmar ratio

Return relative to maximum drawdown

2.06

0.64

+1.42

Martin ratio

Return relative to average drawdown

5.15

2.08

+3.06

QMNNX vs. CPIEX - Sharpe Ratio Comparison

The current QMNNX Sharpe Ratio is 1.77, which is higher than the CPIEX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of QMNNX and CPIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QMNNXCPIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.36

+1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.94

1.81

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.60

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.53

+0.35

Correlation

The correlation between QMNNX and CPIEX is 0.36, 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.


Dividends

QMNNX vs. CPIEX - Dividend Comparison

QMNNX's dividend yield for the trailing twelve months is around 1.30%, less than CPIEX's 5.65% yield.


TTM20252024202320222021202020192018201720162015
QMNNX
AQR Equity Market Neutral Fund N
1.30%1.26%6.06%21.67%5.77%1.41%17.64%3.86%0.49%3.37%1.19%2.51%
CPIEX
Counterpoint Tactical Equity Fund
5.65%5.56%2.16%2.44%3.05%0.00%0.00%0.00%3.40%5.93%0.00%0.00%

Drawdowns

QMNNX vs. CPIEX - Drawdown Comparison

The maximum QMNNX drawdown since its inception was -39.22%, smaller than the maximum CPIEX drawdown of -48.20%. Use the drawdown chart below to compare losses from any high point for QMNNX and CPIEX.


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Drawdown Indicators


QMNNXCPIEXDifference

Max Drawdown

Largest peak-to-trough decline

-39.22%

-48.20%

+8.98%

Max Drawdown (1Y)

Largest decline over 1 year

-5.47%

-7.14%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-14.23%

-9.76%

-4.47%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

-48.20%

+8.98%

Current Drawdown

Current decline from peak

-3.92%

-4.98%

+1.06%

Average Drawdown

Average peak-to-trough decline

-10.67%

-10.03%

-0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.21%

-0.02%

Volatility

QMNNX vs. CPIEX - Volatility Comparison

The current volatility for AQR Equity Market Neutral Fund N (QMNNX) is 1.36%, while Counterpoint Tactical Equity Fund (CPIEX) has a volatility of 2.94%. This indicates that QMNNX experiences smaller price fluctuations and is considered to be less risky than CPIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QMNNXCPIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

2.94%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

4.07%

9.04%

-4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

6.29%

11.06%

-4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.53%

12.85%

-3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.23%

12.71%

-4.48%