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 | 3.45 | 1.69 | -2.7 | 0.62 | -1.94 | 1.04 | 3.4 | 2.19 | -1.95 | 4.61 | 0 |
| 2011 | -1.85 | 1.78 | -2.63 | 4.3 | -2.49 | -2.85 | 0.61 | 0.2 | -0.9 | -4.76 | 1.06 | 1.08 | -6.6 |
| 2012 | -0.63 | 0.84 | -1.04 | -0.63 | 5.95 | -4.51 | 2.31 | -2.05 | -0.84 | -1.06 | 1.39 | 3.33 | 2.7 |
| 2013 | 3.29 | -1.19 | 0.81 | 4.2 | -2.11 | -1.67 | 0.7 | -0.49 | -1.69 | 1.01 | 3.5 | 2.7 | 9.1 |
| 2014 | -3.14 | -1.18 | -1.89 | -0.41 | 0.2 | 1.02 | -0.4 | 2.22 | 3.46 | -1.05 | 7.62 | 13.18 | 20.2 |
| 2015 | 4.84 | -0.81 | 4.38 | -3.23 | -0.27 | -5.07 | 2.19 | 1.4 | 2.49 | -3.41 | 1.67 | -1.92 | 1.7 |
| 2016 | 2.08 | 2.23 | -3.8 | -0.99 | -2.69 | 5.53 | 0.29 | -2.71 | -0.3 | -3.49 | -4.45 | -0.3 | -8.7 |
| 2017 | 0.76 | 1.08 | -2.77 | -1.97 | -0.56 | -2.25 | 0.12 | 0.57 | -0.69 | 2.99 | 1.34 | 0.33 | -1.2 |
| 2018 | 3.85 | -5.82 | -1.01 | -0.79 | -2.52 | 0.7 | -0.7 | 3.76 | -0.34 | -2.61 | -3.73 | 0.12 | -9.1 |
| 2019 | -2.3 | -0.25 | 3.23 | 2.28 | -1.53 | 0.84 | 3.2 | 3.56 | -4.43 | -3.48 | -0.36 | -1.69 | -1.3 |
| 2020 | -1.72 | -0.25 | 5.38 | -0.24 | -0.59 | -2.03 | 0.73 | -1.58 | -5.71 | 1.87 | -3.56 | 3.44 | -4.7 |
| 2021 | 0.13 | -3.71 | 0.13 | 6.91 | 1.12 | -3.08 | -2.92 | -1.18 | 2.78 | 3.99 | -5.33 | -5.76 | -7.5 |
| 2022 | 6.53 | 2.35 | 8.54 | 6.92 | 0.22 | 3.94 | -3.79 | 5.15 | 5.52 | -0.2 | -5.54 | -9.63 | 19.9 |
| 2023 | -2.78 | 4.29 | -5.94 | 2.19 | 4.4 | -0.11 | -2.28 | 2.92 | 4.2 | 1.41 | -3.97 | -9.27 | -5.9 |
| 2024 | -0.86 | 7.83 | 4.03 | 2.1 | 4.2 |