AQR Managed Futures Strategy Fund
Monthly Returns (%)| Years | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2014 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1.04 | 7.64 | 13.7 | 0 |
| 2015 | 4.9 | -0.81 | 4.43 | -3.29 | -0.18 | -5.03 | 2.17 | 1.48 | 2.46 | -3.29 | 1.66 | -1.85 | 2.1 |
| 2016 | 2.06 | 2.21 | -3.77 | -0.98 | -2.67 | 5.58 | 0.38 | -2.78 | -0.2 | -3.55 | -4.3 | -0.3 | -8.4 |
| 2017 | 0.75 | 1.17 | -2.74 | -2.06 | -0.55 | -2.22 | 0.23 | 0.57 | -0.68 | 3.06 | 1.43 | 0.33 | -0.9 |
| 2018 | 3.9 | -5.83 | -1 | -0.67 | -2.59 | 0.69 | -0.57 | 3.81 | -0.33 | -2.56 | -3.66 | 0 | -8.9 |
| 2019 | -2.26 | -0.24 | 3.29 | 2.36 | -1.5 | 0.82 | 3.25 | 3.6 | -4.34 | -3.51 | -0.35 | -1.89 | -1.2 |
| 2020 | -1.68 | -0.24 | 5.39 | -0.23 | -0.58 | -1.99 | 0.84 | -1.54 | -6.93 | 1.97 | -3.49 | 3.39 | -5.5 |
| 2021 | -6.51 | 2.79 | 0.13 | 7.36 | 1.23 | -3.04 | -3.01 | -1.03 | 2.88 | 3.94 | -5.38 | -6.07 | -7.5 |
| 2022 | 6.46 | 2.45 | 8.58 | 6.97 | 0.22 | 3.9 | -3.65 | 5.09 | 5.56 | -0.2 | -5.47 | -9.82 | 19.9 |
| 2023 | -2.64 | 4.24 | -5.99 | 2.28 | 4.47 | -0.11 | -2.25 | 3 | 4.14 | 1.4 | -3.92 | -9.48 | -5.9 |
| 2024 | -0.85 | 7.86 | 3.99 | 1.64 | 4.1 |