• AQR Large Cap Momentum Style Fund

AQR Funds

  • US
  • Multi-Cap
  • Growth
  • Recently Viewed
  • Symbol Price
    DMCCX 9.39
    FEKAX 12.87
    DMCAX 128.29
    BHHEX 23.7
    FEKIX 12.41
    DPDEX 19.69
    USLUX 23.63
    GVDIX 9.42
    SSGMX 8.85
    GVDSX 51.33

AQR Large Cap Momentum Style Fund

AMONX

Summary

The fund seeks capital appreciation in the long term by investing in mid-and large-size companies in the United States.

The investment process is designed to highlight companies in the benchmark index that demonstrate positive momentum characteristics.

The investment team considers a security to have positive momentum if it has performed well in the prior 12 months relative to other stocks in the investment universe.

Relative performance may be based on price momentum, earnings momentum, or other types of momentum.

Then the manager employs a systematic approach to construct the portfolio of stocks. The manager More

Price

Last Close

$28.08 ( +0.09 )

52 Week HL

$28.09 - $20.04

Net Assets

$1149 M

Expense Ratio

0.30 %

Sector Allocation

Mar 31, 2021

Top 10 Holdings

Mar 31, 2021

Company Name

  • Apple Inc
  • Amazon Com
  • Alphabet Inc
  • Tesla Inc
  • Facebook Inc

Holding

  • 7.48
  • 6.80
  • 3.26
  • 2.72
  • 2.03

Company Name

  • NVIDIA Corporation
  • Microsoft Corporation
  • PayPal Holdings
  • UnitedHealth Group
  • Adobe Inc
  • Total

Holding

  • 1.77
  • 1.43
  • 1.42
  • 1.26
  • 1.02
  • 29.19%

Manager

Name

Cliff Asness

Leadership

Single Manager

Tenure

2003

Advisor

Cadence Capital Management LLC

Documents

Prospectus

Summary

Fact Sheet

Q2 2021

Annual Reports

Website

Link

Performance

YTD

18.6 %

3 Year

51.68%

5 Year

79.23%

Best

28.91%
2013

Worst

-4.24%
2018

Returns +
Quarterly

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Q1 2% -18% 14.5% 2.3% 6.1% -1.1% 3.1% 1.6% 9.4% - -
Q2 9.6% 23.9% 4.4% 6.7% 3% 3.5% -0.2% 4.7% 3.6% -100% -
Q3 6.1% 11% 1.2% 8.1% 5.9% 1.6% -6.3% -0.7% 7.4% -100% -
Q4 - -3.3% -3.9% -17.3% 6.6% 0.4% 6.5% 14.7% 5.5% 0.2% -

Returns +
Monthly

J F M A M J J A S O N D
2021 -0.1% 0.9% 1.1% 6% -0.7% 4.2% 2.3% 3.4% 0.3% - - -
2020 1.7% -7.6% -12.8% 12.4% 5.8% 4.3% 7.2% 8% -4.1% -2.6% 10.2% -9.9%

Returns +
Annual

    2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
    20%37%34%-3%28%6%4%11%32%13%1%

Alpha

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
AMONX 19%9%17%-4%24%4%3%21%29%--
Russell 3000 20%37%34%-3%28%6%4%11%32%13%1%
Alpha -2%-28%-17%-1%-4%-1%-1%10%-3%--

AMONX Russell 3000

Chart +