QRPNX Performance — AQR Alternative Risk Premia Fund, Class N
Data updated: 2026-08-27
QRPNX returned +16.86% year to date and +31.52% over one year to Jun 2026. Annualised returns are +20.52% over 3 years and +19.12% over 5 years. The fund beat its Global Mid-Cap Value category average: $100 invested three years ago grew to $175, against $156 for the category, and to $132 over one year, against $124. Volatility over the past three years was 10.88% a year. In the 12 months to Jun 2026 the fund took in a net $266.3M, and assets reached $689.49M.
QRPNX Growth of $100
What $100 invested in AQR Alternative Risk Premia Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Mid-Cap Value category average over the same months.
| Period | QRPNX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $132 | $124 |
| 3 years (Jul 2023 – Jun 2026) | $175 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $240 | $172 |
| Since data start (Jul 2019 – Jun 2026) | $197 | $211 |
QRPNX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +16.86% |
| 1 year | +31.52% |
| 3 years (annualised) | +20.52% |
| 5 years (annualised) | +19.12% |
QRPNX Annual Returns
Calendar-year total returns of AQR Alternative Risk Premia Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +16.86% |
| 2025 | +23.09% |
| 2024 | +18.30% |
| 2023 | +7.24% |
| 2022 | +24.83% |
| 2021 | +14.03% |
| 2020 | −21.20% |
| 2019 (Jul–Dec) | −3.56% |
QRPNX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.4% | +4.8% | −0.3% | +4.3% | +2.9% | −0.1% | — | — | — | — | — | — |
| 2025 | +4.2% | +5.6% | +1.3% | −5.0% | +1.2% | +2.1% | +1.5% | +1.6% | +4.5% | +3.4% | +0.6% | +0.3% |
| 2024 | +7.7% | +4.5% | +6.8% | +0.8% | +2.0% | −3.0% | +0.1% | −1.4% | +0.3% | −3.7% | +2.1% | +1.5% |
| 2023 | +0.5% | +4.4% | −5.9% | +1.4% | −2.3% | +6.5% | −0.7% | +4.3% | +7.0% | −1.9% | −1.1% | −4.3% |
| 2022 | +7.0% | −0.5% | −0.1% | +7.2% | +5.6% | −2.4% | −2.7% | +1.6% | +0.7% | +7.7% | −0.3% | −0.6% |
| 2021 | +0.7% | +1.0% | +6.9% | −0.5% | +0.7% | −0.5% | +2.3% | −0.1% | 0.0% | −2.9% | +0.1% | +6.0% |
| 2020 | −0.9% | −2.8% | −4.7% | −4.0% | −2.2% | −2.6% | +0.8% | +0.9% | −0.8% | −3.7% | −3.6% | +0.3% |
| 2019 | — | — | — | — | — | — | +0.6% | +1.0% | −0.3% | −1.7% | −0.8% | −2.4% |
QRPNX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 10.88%
- 3-year Sharpe ratio: 1.47 (vs 4.5% risk-free rate)
- Best month: +7.65% (Jan 2024)
- Worst month: −4.96% (Apr 2025)
QRPNX Fund Flows
Monthly money in and out of AQR Alternative Risk Premia Fund, from SEC Form N-PORT.
- 12-month net flow: $266.3M
- 12-month gross sales (incl. reinvestments): $377.5M
- Sales ÷ redemptions: 3.39×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $61.3M | $20.4M | $40.8M |
| May 2026 | $64.5M | $11.5M | $53.0M |
| Apr 2026 | $84.5M | $13.4M | $71.1M |
| Mar 2026 | $38.5M | $10.2M | $28.4M |
| Feb 2026 | $19.3M | $4.8M | $14.5M |
| Jan 2026 | $23.7M | $11.2M | $12.5M |
| Dec 2025 | $20.4M | $17.4M | $3.0M |
| Nov 2025 | $29.7M | $5.0M | $24.7M |
| Oct 2025 | $12.0M | $3.2M | $8.8M |
| Sep 2025 | $10.3M | $3.8M | $6.5M |
| Aug 2025 | $6.4M | $5.4M | $921K |
| Jul 2025 | $7.0M | $4.9M | $2.1M |
QRPNX Assets Under Management
Net assets of AQR Alternative Risk Premia Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $689.49M |
| 2026-03-31 | $485.58M |
| 2025-12-31 | $393.35M |
| 2025-09-30 | $346.47M |
| 2025-06-30 | $312.02M |
| 2025-03-31 | $272.52M |
| 2024-12-31 | $221.26M |
| 2024-09-30 | $220.69M |
| 2024-06-30 | $278.00M |
| 2024-03-31 | $213.77M |
| 2023-12-31 | $169.42M |
| 2023-09-30 | $185.36M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.