AQR Large Cap Defensive 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 | 0.6 | 1.78 | -1.45 | 0.88 | -0.25 | 0 |
| 2013 | 5.32 | 2.43 | 4.2 | 2.01 | 0.43 | -0.17 | 4.88 | -3.43 | 3.13 | 4.51 | 2.35 | 1.43 | 30.3 |
| 2014 | -2.59 | 4.62 | 0.45 | 0.3 | 1.78 | 1.83 | -2.37 | 3.74 | -0.42 | 4.19 | 3.41 | 5.26 | 21.7 |
| 2015 | -0.97 | 4.68 | -0.6 | -0.74 | 1.76 | -1.39 | 4.38 | -5.1 | -0.48 | 5.74 | 0.19 | -0.68 | 6.5 |
| 2016 | -2.62 | 0.85 | 6.39 | -0.4 | 1.52 | 2.41 | 1.72 | -0.81 | -0.82 | -1.21 | 2.38 | 2.55 | 12.3 |
| 2017 | 1.63 | 4.62 | 0.06 | 1.41 | 2.73 | -0.28 | 1.7 | 0.17 | 1.33 | 2.96 | 3.84 | 0.15 | 22.1 |
| 2018 | 4.82 | -3.45 | -0.78 | -0.26 | 1.99 | 0.92 | 3.2 | 3.65 | 0.71 | -5.67 | 3.15 | -7.72 | -0.3 |
| 2019 | 6.41 | 4.17 | 1.88 | 3.03 | -3.81 | 5.92 | 1.49 | 0.58 | 0.84 | 0.44 | 2.75 | 1.02 | 27.2 |
| 2020 | 5.23 | 6.12 | 0.53 | 6.01 | 10.62 | -11.74 | -8.23 | 0.59 | -3.8 | -2.45 | 8.08 | 2.62 | 11.6 |
| 2021 | -4.51 | 2.94 | 5.05 | 4.59 | 1.08 | 1.72 | 3.32 | 2.49 | -4.16 | 5.21 | -1.46 | 3.03 | 20.4 |
| 2022 | -7.1 | -3.13 | 4.31 | -5.99 | -1.17 | -6.34 | 6.16 | -2.81 | -7.31 | 8.56 | 5.75 | -12.86 | -21.9 |
| 2023 | 2.48 | -3.36 | 2.79 | 1.96 | -3.62 | 4.72 | 1.18 | -1.17 | -2.9 | -0.12 | 5.16 | -17.78 | -12.2 |
| 2024 | 2.6 | 3.33 | 2.62 | -3.47 | -7.8 |