AQR Small Cap Momentum Style Fund
Monthly Returns (%)| Years | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2013 | 6.27 | 0.92 | 6.3 | 0.11 | 3.52 | -0.26 | 8.16 | -3.2 | 7.2 | 1.75 | 4.52 | -3.55 | 35.7 |
| 2014 | -1.44 | 5.01 | -2.43 | -5.78 | -0.47 | 7.39 | -6.66 | 5.34 | -5.79 | 5.71 | 0.27 | 16.34 | 16.2 |
| 2015 | -2.39 | 5.24 | 1.99 | -4.28 | 3.16 | 1.22 | 0.65 | -7.4 | -5.19 | 5.06 | 3.51 | -4.8 | -4.2 |
| 2016 | -9.71 | -1.48 | 6.7 | 0.87 | 2.9 | 1.46 | 4.63 | 0.39 | 1.17 | -4.79 | 9.5 | 2.04 | 13 |
| 2017 | 1.23 | 2.02 | -0.35 | 0.84 | -2.37 | 3.77 | 1.51 | -0.43 | 6.16 | 2.05 | 1.86 | -0.06 | 17.2 |
| 2018 | 4.21 | -3.26 | 0.55 | 0.38 | 7.36 | 0.39 | 1.71 | 6.6 | -2.93 | -12.56 | -0.59 | -12.62 | -12.4 |
| 2019 | 10.36 | 6.05 | -1.81 | 2.61 | -5.24 | 6.59 | 2.2 | -3.23 | -1.17 | 3.05 | 4 | -2.95 | 21.1 |
| 2020 | 3.95 | 5.44 | 3.68 | 7.62 | 13.73 | -20.05 | -7.5 | -1.08 | -7.03 | 0.05 | 16.6 | 8.04 | 19.4 |
| 2021 | -11.27 | 28.36 | -2.58 | 1.16 | -0.03 | 5.24 | -5.23 | 3.09 | -2.25 | 4.9 | -3.62 | -19.1 | -7.9 |
| 2022 | -11.94 | 2.07 | 2.29 | -9.83 | 0.62 | -10.28 | 10.89 | -1.41 | -9.22 | 12.04 | 2.48 | -6.21 | -20 |
| 2023 | 5.74 | -0.44 | -4.34 | -0.7 | -0.29 | 8.4 | 4.71 | -3.62 | -5.48 | -7.04 | 9.65 | 8.41 | 13.9 |
| 2024 | -1.95 | 18.1 |