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 | 0.5 | 1.78 | -1.45 | 0.98 | -0.4 | 0 |
| 2013 | 5.31 | 2.43 | 4.19 | 2.01 | 0.34 | -0.09 | 4.88 | -3.51 | 3.04 | 4.51 | 2.35 | 1.48 | 30.1 |
| 2014 | -2.67 | 4.62 | 0.45 | 0.22 | 1.78 | 1.75 | -2.37 | 3.75 | -0.5 | 4.2 | 3.42 | 4.8 | 20.9 |
| 2015 | -0.97 | 4.6 | -0.6 | -0.8 | 1.76 | -1.39 | 4.38 | -5.16 | -0.48 | 5.74 | 0.19 | -0.75 | 6.2 |
| 2016 | -2.62 | 0.85 | 6.32 | -0.4 | 1.53 | 2.35 | 1.72 | -0.82 | -0.82 | -1.28 | 2.33 | 2.61 | 12.1 |
| 2017 | 1.57 | 4.62 | 0 | 1.41 | 2.73 | -0.34 | 1.65 | 0.17 | 1.34 | 2.92 | 3.79 | 0.12 | 21.8 |
| 2018 | 4.83 | -3.46 | -0.83 | -0.26 | 1.94 | 0.93 | 3.16 | 3.66 | 0.67 | -5.68 | 3.11 | -7.72 | -0.5 |
| 2019 | 6.37 | 4.18 | 1.88 | 2.99 | -3.87 | 5.94 | 1.45 | 0.58 | 0.8 | 0.4 | 2.71 | 1.28 | 27.2 |
| 2020 | 0.59 | -8.24 | -11.8 | 10.65 | 5.98 | 0.48 | 6.14 | 5.21 | -3.57 | -2.46 | 8.02 | 2.61 | 11.7 |
| 2021 | -4.28 | 0.34 | 7.45 | 4.6 | 1.01 | 1.73 | 3.29 | 2.47 | -4.2 | 5.19 | -1.46 | 3.26 | 20.4 |
| 2022 | -7.14 | -3.13 | 4.31 | -6.04 | -1.17 | -6.36 | 6.1 | -2.82 | -7.37 | 8.59 | 5.7 | -12.6 | -21.8 |
| 2023 | 2.44 | -3.4 | 2.79 | 1.93 | -3.63 | 4.69 | 1.15 | -1.21 | -2.91 | -0.16 | 5.14 | -17.51 | -12.1 |
| 2024 | 2.6 | 3.33 | 2.58 | -2.47 | -7.8 |