AQR Small Cap Momentum Style Fund
Monthly Returns (%)| Years | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.18 | 4.19 | -8.38 | 2.38 | 8.43 | 0 |
| 2010 | -4.3 | 4.86 | 8.65 | 8.21 | -8.62 | -9.44 | 8 | -8.9 | 14.79 | 4.53 | 3.65 | 6.89 | 27.7 |
| 2011 | 0 | 5.7 | 3.42 | 2.48 | -1.92 | -1.33 | -2.88 | -10.3 | -12.44 | 17.56 | 0.07 | 0.1 | -2.6 |
| 2012 | 6.34 | 2.84 | 3.23 | -1.15 | -5.42 | 5.05 | -0.32 | 3.39 | 2.71 | -1.6 | 0.44 | 3.13 | 19.6 |
| 2013 | 6.27 | 0.97 | 6.3 | 0.16 | 3.46 | -0.21 | 8.15 | -3.15 | 7.24 | 1.75 | 4.56 | 2.74 | 44.8 |
| 2014 | -1.39 | 4.99 | -2.38 | -5.76 | -0.42 | 7.36 | -6.64 | 5.37 | -5.76 | 5.74 | 0.31 | 16.49 | 16.6 |
| 2015 | -2.33 | 5.22 | 2.08 | -4.31 | 3.24 | 1.22 | 0.65 | -7.36 | -5.16 | 5.03 | 3.59 | -4.77 | -3.9 |
| 2016 | -9.72 | -1.47 | 6.73 | 0.86 | 2.94 | 1.45 | 4.65 | 0.44 | 1.22 | -4.81 | 9.55 | 2.08 | 13.3 |
| 2017 | 1.23 | 2.02 | -0.31 | 0.84 | -2.32 | 3.77 | 1.51 | -0.38 | 6.2 | 2.05 | 1.85 | -0.05 | 17.4 |
| 2018 | 4.22 | -3.19 | 0.55 | 0.38 | 7.41 | 0.39 | 1.71 | 6.64 | -2.9 | -12.56 | -0.59 | -12.59 | -12.1 |
| 2019 | 10.38 | 6.06 | -1.82 | 2.66 | -5.24 | 6.65 | 2.2 | -3.18 | -1.17 | 3.05 | 4 | -3.05 | 21.2 |
| 2020 | 3.95 | 5.44 | 3.8 | 7.55 | 13.81 | -20.06 | -7.46 | -1.08 | -7.19 | 0.05 | 16.58 | 8.05 | 19.4 |
| 2021 | -11.44 | 2.96 | 21.84 | 1.13 | 0.01 | 5.28 | -5.19 | 3.09 | -2.25 | 4.98 | -3.61 | -19.3 | -7.9 |
| 2022 | -11.91 | 2.08 | 2.29 | -9.79 | 0.62 | -10.28 | 10.95 | -1.41 | -9.15 | 12.03 | 2.47 | -6.42 | -20 |
| 2023 | 5.74 | -0.44 | -4.34 | -0.64 | -0.29 | 8.4 | 4.77 | -3.57 | -5.47 | -7.04 | 9.71 | 8.01 | 13.8 |
| 2024 | -1.96 | 17.9 |