See what your fund actually adds
AQR Style Premia Alternative Fund Class N QSPNX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | QSPNX | Replication |
|---|---|---|
| Annualized growth | 22.5% | 8.2% |
| Annualized volatility | 14.8% | 5.8% |
| Sharpe ratio | 1.45 | 1.40 |
| Maximum drawdown | 16.1% | 4.8% |
| Replication fit (R²) | 0.15 · Tracking error 13.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model QSPNX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 78.7% |
| XLE | Sector · Energy | 21.3% |