AQR Large Cap 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 | 4.17 | 1.02 | 3.97 | 2.22 | 2.73 | -1.9 | 6.3 | -3.12 | 5.26 | 3.72 | 3.29 | -1.52 | 28.9 |
| 2014 | -1.74 | 6.1 | -2.6 | -2.38 | 3.41 | 3.72 | -2.14 | 4.74 | -3.1 | 1.92 | 2.69 | 9.6 | 21.2 |
| 2015 | -0.77 | 4.53 | -0.65 | -1.69 | 2.91 | -1.39 | 3.06 | -6.39 | -2.88 | 7.18 | 0.61 | -1.2 | 2.6 |
| 2016 | -5.5 | -1.46 | 6.24 | -0.31 | 1.86 | 1.88 | 2.74 | -1.11 | 0.05 | -2.25 | 1.45 | 1.25 | 4.5 |
| 2017 | 2.68 | 3.02 | 0.25 | 0.89 | 1.57 | 0.48 | 2.75 | 1.13 | 1.9 | 4.05 | 2.54 | 0.17 | 23.6 |
| 2018 | 7.09 | -2.12 | -2.43 | 0.54 | 3.74 | -0.17 | 2.48 | 5.73 | 0.24 | -9.82 | 0.71 | -8.85 | -4.2 |
| 2019 | 7.95 | 4.01 | 1.97 | 2.88 | -3.3 | 5.79 | 1.26 | 0.71 | -0.75 | 0.93 | 3.38 | -7.86 | 17.2 |
| 2020 | 1.71 | -7.62 | -12.76 | 12.37 | 6.86 | 3.19 | 7.22 | 7.96 | -17.76 | -2.57 | 10.24 | 4.46 | 9.1 |
| 2021 | -14.87 | 0.93 | 18.69 | 6.01 | -0.19 | 4.17 | 2.27 | 3.44 | -2.75 | 8.23 | -1.15 | -13.47 | 6.5 |
| 2022 | -7.78 | -1.42 | 3.19 | -9.82 | 0.23 | -8.01 | 9.62 | -3.34 | -8.41 | 9.65 | 3.83 | -14.19 | -26 |
| 2023 | 2.2 | -2.68 | 1.62 | 1.38 | -1.62 | 7.51 | 2.63 | -0.82 | -4.96 | -2.71 | 10.05 | -7.99 | 3.3 |
| 2024 | 2.86 | 5.66 | 0 | 0 | 12.5 |