AQR Large Cap 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 | 2.37 | 2.5 | -1.31 | 6.08 | 4.42 | 0 |
| 2010 | -6.64 | 4.92 | 7.12 | 4.63 | -8.26 | -7.53 | 8.76 | -5.37 | 11.95 | 4.38 | 1.69 | 4.61 | 19.2 |
| 2011 | 1.46 | 4.38 | 1.25 | 2.07 | -1.78 | -1.29 | -2.42 | -7.51 | -9.35 | 11.28 | -0.14 | 0.89 | -2.7 |
| 2012 | 3.31 | 5.02 | 3.65 | 1.15 | -4.56 | 2.92 | 1.35 | 2.16 | 1.93 | -1.95 | 1.06 | 0.54 | 17.5 |
| 2013 | 4.11 | 1.08 | 4.02 | 2.16 | 2.78 | -1.84 | 6.29 | -3.06 | 5.25 | 3.71 | 3.34 | 3.1 | 35.2 |
| 2014 | -1.69 | 6.1 | -2.6 | -2.33 | 3.46 | 3.72 | -2.13 | 4.78 | -3.1 | 1.96 | 2.69 | 10.01 | 21.9 |
| 2015 | -0.77 | 4.58 | -0.61 | -1.69 | 2.96 | -1.44 | 3.1 | -6.34 | -2.87 | 7.21 | 0.61 | -1.17 | 2.9 |
| 2016 | -5.5 | -1.4 | 6.24 | -0.31 | 1.91 | 1.93 | 2.73 | -1.11 | 0.05 | -2.25 | 1.5 | 1.26 | 4.7 |
| 2017 | 2.74 | 3.02 | 0.3 | 0.89 | 1.62 | 0.48 | 2.79 | 1.12 | 1.9 | 4.05 | 2.58 | 0.18 | 23.9 |
| 2018 | 7.1 | -2.08 | -2.39 | 0.54 | 3.79 | -0.17 | 2.52 | 5.73 | 0.28 | -9.8 | 0.71 | -8.83 | -4 |
| 2019 | 8.01 | 4.01 | 1.98 | 2.93 | -3.26 | 5.79 | 1.26 | 0.75 | -0.75 | 0.93 | 3.42 | -8.11 | 17.2 |
| 2020 | 1.76 | -7.58 | -12.77 | 12.44 | 6.86 | 3.19 | 7.22 | 8.05 | -17.97 | -2.57 | 10.28 | 4.47 | 9.1 |
| 2021 | -15.07 | 0.93 | 1.13 | 24.82 | -0.15 | 4.18 | 2.31 | 3.44 | -2.72 | 8.27 | -1.15 | -13.66 | 6.5 |
| 2022 | -7.79 | -1.42 | 3.24 | -9.79 | 0.23 | -8.01 | 9.68 | -3.3 | -8.36 | 9.59 | 3.92 | -14.45 | -26.1 |
| 2023 | 2.26 | -2.63 | 1.62 | 1.38 | -1.57 | 7.51 | 2.63 | -0.77 | -4.96 | -2.66 | 10.05 | -8.13 | 3.4 |
| 2024 | 2.91 | 8.34 | 3.45 | -2.17 | 12.5 |