AQR Managed Futures Strategy Fund
Quarterly Returns (%)| Years | Q1 | Q2 | Q3 | Q4 | Annual |
|---|---|---|---|---|---|
| 2010 | 0 | -0.45 | 2.45 | 4.82 | 0 |
| 2011 | -2.72 | -1.2 | -0.1 | -2.71 | -6.59 |
| 2012 | -0.84 | 0.32 | -1.05 | 3.77 | 2.68 |
| 2013 | 2.88 | 1.31 | -1.59 | 7.37 | 9.14 |
| 2014 | -6.09 | 0.81 | 5.33 | 20.52 | 20.17 |
| 2015 | 8.54 | -8.39 | 6.2 | -3.68 | 1.71 |
| 2016 | 0.4 | 1.68 | -2.72 | -8.06 | -8.7 |
| 2017 | -0.98 | -4.71 | 0 | 4.96 | -1.19 |
| 2018 | -3.19 | -2.28 | 2.09 | -6.76 | -9.12 |
| 2019 | 0.6 | 1.44 | 1.53 | -5.45 | -1.33 |
| 2020 | 3.31 | -2.85 | -6.52 | 1.62 | -4.66 |
| 2021 | -3.46 | 4.78 | -7.55 | -1.04 | -7.46 |
| 2022 | 18.33 | 11.38 | 6.74 | -14.81 | 19.86 |
| 2023 | -4.63 | 6.56 | 4.79 | -12.31 | -5.91 |
| 2024 | 11.21 | 1.54 | 0 | 0 | 4.19 |