AQR International Momentum Style Fund
Monthly Returns (%)| Years | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2013 | 4.82 | 0 | 2.48 | 5.91 | -5.38 | -1.21 | 4.03 | -3.11 | 8.77 | 1.84 | 0.71 | 0.45 | 20.1 |
| 2014 | -5.16 | 4.23 | -1.22 | -0.78 | 2.3 | 1.41 | -2.79 | 0.72 | -3.69 | -1.07 | -0.27 | 0.01 | -6.5 |
| 2015 | 0.22 | 5.07 | -0.9 | 2.15 | 0.2 | -1.56 | 1.52 | -6.66 | -4 | 5.91 | -0.14 | -1.16 | -0 |
| 2016 | -4.48 | -3.38 | 5.81 | 1.58 | 0.67 | -0.88 | 2.6 | -1.81 | 1.84 | -4.05 | -2.94 | 1.69 | -3.8 |
| 2017 | 4.22 | -0.37 | 3.39 | 1.67 | 2.43 | 0.7 | 3.61 | 0.74 | 2.79 | 2.26 | 0.25 | 0.94 | 25 |
| 2018 | 6.44 | -4.25 | -0.69 | 1.13 | -0.56 | -2.38 | 1.48 | -1.33 | 1.03 | -10.08 | -0.99 | -5.56 | -15.5 |
| 2019 | 6.91 | 2.73 | 1.89 | 1.3 | -2.57 | 5.29 | -1.85 | -0.74 | 1.29 | 2.61 | 1.63 | 0.06 | 19.7 |
| 2020 | -0.58 | -6.9 | -11.71 | 7.61 | 6.35 | 3.22 | 3.65 | 3.46 | -0.96 | -3.78 | 11.01 | 5.18 | 15.2 |
| 2021 | -3.19 | 0.51 | 3 | 3.94 | 3.16 | -1.4 | 1.47 | 2.43 | -3.19 | 4.23 | -3.81 | 2.66 | 9.7 |
| 2022 | -5.89 | -3.56 | 0.89 | -7.76 | 1.8 | -10.68 | 5.88 | -5.18 | -10.39 | 6.46 | 11.59 | -4.64 | -21.7 |
| 2023 | 6.55 | -2.74 | 1.69 | 2.64 | -4.13 | 5.56 | 2.25 | -3.71 | -3.61 | -2.74 | 9.81 | -6.02 | 4.3 |
| 2024 | 1.37 | 5.27 | 4.08 | -4.64 | -10.5 |