Annualized
YTD
2018 (AUG)
1 Year
2017
3 Yrs
2015-2017
5 Yrs
2013-2017
10 Yrs
2008-2017
15 Yrs
2003-2017
20 Yrs
1998-2017
AQR Low Beta -9.00% 11.61% 10.74% N/A N/A N/A N/A
Benchmark Index 1.38% 7.16% 2.95% N/A N/A N/A N/A
Annual
AQR Low Beta Benchmark Index
1997 N/A N/A
1998 N/A N/A
1999 N/A N/A
2000 N/A N/A
2001 N/A N/A
2002 N/A N/A
2003 N/A N/A
2004 N/A N/A
2005 N/A N/A
2006 N/A N/A
2007 N/A N/A
2008 N/A N/A
2009 N/A N/A
2010 N/A N/A
2011 N/A N/A
2012 N/A N/A
2013 N/A N/A
2014 N/A N/A
2015 14.78% -0.44%
2016 6.02% 2.25%
2017 11.61% 7.16%

Performance data represents past performance and does not predict future performance. Indices not available for direct investment. Performance does not reflect the deduction of FPL Capital Management’s advisory fee. Advisory fees are shown in Part 2 of company’s Form ADV.

Benchmark Index
Citi 3-Month U.S. Treasury Bill Index 50.00%
Credit Suisse Hedge Fund Index 30.00%
MSCI World Index 20.00%
AQR Low Beta Benchmark Index
Mean Return 10.80% 2.99%
Median Return 11.61% 2.25%
Worst Return 6.02% -0.44%
Best Return 14.78% 7.16%
Negative Returns 0 1