AQR International Momentum Style Fund
Monthly Returns (%)| Years | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3.88 | 4.61 | -2.24 | 4.08 | 0.55 | 0 |
| 2010 | -7.18 | 0.9 | 8.82 | -1.22 | -11.72 | -1.22 | 11.06 | -3.69 | 12.39 | 3.96 | -3.43 | 7.99 | 14.4 |
| 2011 | 0.29 | 3.15 | -0.14 | 6.05 | -3.29 | -0.69 | -1.89 | -10.04 | -13.77 | 10.28 | -2.33 | -0.71 | -14.4 |
| 2012 | 2.73 | 3.68 | 0.91 | 0.25 | -8.24 | 5.69 | 1.77 | 2.98 | 2.01 | 0.55 | 2.27 | 2.68 | 17.9 |
| 2013 | 4.74 | 0.07 | 2.55 | 5.9 | -5.37 | -1.21 | 4.09 | -3.1 | 8.82 | 1.83 | 0.71 | 2.01 | 22.2 |
| 2014 | -5.15 | 4.29 | -1.22 | -0.78 | 2.36 | 1.41 | -2.78 | 0.71 | -3.61 | -1.07 | -0.2 | 0.29 | -6 |
| 2015 | 0.22 | 5.05 | -0.82 | 2.15 | 0.27 | -1.62 | 1.58 | -6.64 | -3.99 | 5.89 | -0.14 | -1.06 | 0.2 |
| 2016 | -4.55 | -3.31 | 5.88 | 1.5 | 0.74 | -0.88 | 2.59 | -1.73 | 1.84 | -4.04 | -2.86 | 1.67 | -3.6 |
| 2017 | 4.22 | -0.37 | 3.46 | 1.67 | 2.5 | 0.7 | 3.67 | 0.67 | 2.85 | 2.32 | 0.25 | 0.91 | 25.3 |
| 2018 | 6.5 | -4.25 | -0.69 | 1.19 | -0.5 | -2.37 | 1.47 | -1.32 | 1.09 | -10.05 | -0.98 | -5.61 | -15.3 |
| 2019 | 6.99 | 2.73 | 1.96 | 1.3 | -2.57 | 5.28 | -1.85 | -0.67 | 1.35 | 2.54 | 1.69 | -0.13 | 19.8 |
| 2020 | -0.51 | -6.96 | -11.63 | 7.68 | 6.26 | 3.29 | 3.65 | 3.52 | -1.08 | -3.83 | 11.04 | 5.18 | 15.3 |
| 2021 | -3.56 | 0.51 | 3.51 | 3.99 | 3.15 | -1.4 | 1.52 | 2.43 | -3.13 | 4.21 | -3.79 | 2.23 | 9.6 |
| 2022 | -5.89 | -3.51 | 0.89 | -7.7 | 1.74 | -10.62 | 5.87 | -5.11 | -10.38 | 6.45 | 11.64 | -4.75 | -21.6 |
| 2023 | 6.54 | -2.74 | 1.75 | 2.64 | -4.13 | 5.62 | 2.25 | -3.64 | -3.6 | -2.74 | 9.85 | -7.98 | 2.3 |
| 2024 | 1.33 | 5.31 | 4.09 | -4.27 | -10.8 |