AQR Managed Futures Strategy Fund
Monthly Returns (%)| Years | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | 0 | -1.44 | 3.55 | 1.6 | -2.6 | 0.62 | -1.94 | 1.14 | 3.4 | 2.19 | -1.95 | 4.69 | 0 |
| 2011 | -1.84 | 1.88 | -2.62 | 4.29 | -2.49 | -2.84 | 0.71 | 0.2 | -1 | -4.75 | 1.17 | 1.08 | -6.4 |
| 2012 | -0.52 | 0.74 | -0.94 | -0.74 | 6.04 | -4.4 | 2.2 | -2.05 | -0.73 | -1.05 | 1.49 | 3.31 | 3 |
| 2013 | 3.27 | -1.19 | 0.9 | 4.17 | -2.1 | -1.56 | 0.59 | -0.49 | -1.58 | 1 | 3.58 | 2.68 | 9.4 |
| 2014 | -3.12 | -1.17 | -1.87 | -0.4 | 0.3 | 1.01 | -0.4 | 2.3 | 3.42 | -1.04 | 7.64 | 13.62 | 20.9 |
| 2015 | 4.8 | -0.81 | 4.43 | -3.21 | -0.18 | -5.11 | 2.17 | 1.48 | 2.46 | -3.38 | 1.75 | -1.92 | 2 |
| 2016 | 2.06 | 2.31 | -3.86 | -0.88 | -2.76 | 5.58 | 0.38 | -2.78 | -0.2 | -3.55 | -4.4 | -0.19 | -8.4 |
| 2017 | 0.75 | 1.06 | -2.74 | -1.95 | -0.55 | -2.22 | 0.11 | 0.68 | -0.79 | 3.07 | 1.43 | 0.33 | -1 |
| 2018 | 3.9 | -5.84 | -1 | -0.67 | -2.59 | 0.69 | -0.69 | 3.82 | -0.33 | -2.57 | -3.67 | 0.12 | -8.9 |
| 2019 | -2.38 | -0.24 | 3.42 | 2.24 | -1.5 | 0.82 | 3.26 | 3.6 | -4.35 | -3.52 | -0.35 | -1.77 | -1.2 |
| 2020 | -1.81 | -0.25 | 5.41 | -0.23 | -0.47 | -2.11 | 0.84 | -1.55 | -6.85 | 1.97 | -3.5 | 3.43 | -5.5 |
| 2021 | -6.42 | 9.99 | 0.12 | 0.25 | 1.11 | -2.93 | -3.02 | -1.04 | 2.75 | 3.95 | -5.39 | -5.96 | -7.5 |
| 2022 | 6.47 | 2.46 | 8.46 | 7.1 | 0.11 | 3.91 | -3.66 | 5.1 | 5.57 | -0.2 | -5.48 | -9.74 | 20 |
| 2023 | -2.76 | 4.25 | -5.89 | 2.17 | 4.48 | -0.11 | -2.26 | 3 | 4.15 | 1.4 | -3.93 | -9.39 | -5.9 |
| 2024 | -0.85 | 7.87 | 3.99 | 1.64 | 4.2 |