AQR Sustainable Delphi Long-Short Equity UCITS Fund
Provider: FundRock
| Annualised Return | 10.1% |
| Realised Volatility | 12.73% |
| Downside Volatility | 9.73% |
| Max Drawdown | -13.69% |
| Winning months | 61.9% |
| Sharpe Ratio | 0.79 |
| Sortino Ratio | 1.04 |
| Calmar Ratio | 0.74 |
| Viking Ratio | 0.58 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.22% | 2.61% | 1.35% | 7.34% | |||||||||
| 2024 | 7.66% | 2.41% | 2.3% | -0.53% | -0.96% | 4.51% | 2.62% | 3.04% | -1.37% | -0.08% | 3.68% | -2.15% | 22.77% |
| 2023 | -1.43% | 1.52% | 3.63% | 2% | -2.1% | 2.44% | 0.26% | 1.15% | 1.08% | 1.65% | 3.48% | -0.7% | 13.58% |
| 2022 | -4.07% | -4.01% | 3.1% | -0.45% | -2.58% | -1.64% | 5.92% | -5.59% | -3.87% | 4.3% | 3.46% | -1.88% | -7.83% |
| 2021 | -1.38% | -2.67% | 9.47% | 3.34% | 2.38% | 1.57% | 6.73% | 2.87% | -5.38% | 4.68% | 3.48% | 3.77% | 31.86% |
| 2020 | 1.51% | -13.69% | 2.93% | 4.56% | 4.23% | -1.36% | 1.26% | 2.27% | 0.29% | -4.4% | -3.2% | -0.74% | -7.53% |