See what your fund actually adds
AQR MS Fusion HV Fund Class N QHFNX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | QHFNX | Replication |
|---|---|---|
| Annualized growth | 26.2% | 25.5% |
| Annualized volatility | 16.2% | 12.9% |
| Sharpe ratio | 1.52 | 1.82 |
| Maximum drawdown | 13.2% | 8.8% |
| Replication fit (R²) | 0.51 · Tracking error 11.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model QHFNX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLK | Sector · Technology | 35.0% |
| XLF | Sector · Financials | 26.5% |
| EFV | Intl · Value | 24.2% |
| MTUM | Factor · Momentum | 8.6% |
| LRGF | Factor · Multi-Factor | 5.7% |