AQR International Momentum Style 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 | 0.71 | -3.68 | -1 | -0.2 | 0.53 | 0 |
| 2015 | 0.22 | 5.06 | -0.83 | 2.22 | 0.2 | -1.56 | 1.51 | -6.58 | -3.99 | 5.9 | -0.07 | -1.09 | 0.4 |
| 2016 | -4.56 | -3.31 | 5.89 | 1.58 | 0.74 | -0.88 | 2.59 | -1.81 | 1.91 | -4.04 | -2.86 | 1.71 | -3.5 |
| 2017 | 4.22 | -0.38 | 3.46 | 1.67 | 2.5 | 0.7 | 3.68 | 0.74 | 2.86 | 2.26 | 0.32 | 0.94 | 25.4 |
| 2018 | 6.51 | -4.25 | -0.69 | 1.2 | -0.5 | -2.38 | 1.47 | -1.33 | 1.09 | -10 | -0.98 | -5.57 | -15.2 |
| 2019 | 6.92 | 2.81 | 1.89 | 1.3 | -2.51 | 5.29 | -1.85 | -0.67 | 1.36 | 2.61 | 1.63 | -0.19 | 19.8 |
| 2020 | -0.51 | -6.97 | -11.59 | 7.61 | 6.35 | 3.29 | 3.65 | 3.46 | -1.18 | -3.77 | 11.06 | 5.17 | 15.2 |
| 2021 | -3.61 | 0.51 | 1.24 | 6.39 | 3.16 | -1.35 | 1.52 | 2.43 | -3.13 | 4.22 | -3.75 | 2.08 | 9.5 |
| 2022 | -5.85 | -3.51 | 0.95 | -7.71 | 1.74 | -10.58 | 5.88 | -5.12 | -10.39 | 6.46 | 11.66 | -4.88 | -21.6 |
| 2023 | 6.56 | -2.74 | 1.75 | 2.71 | -4.14 | 5.63 | 2.25 | -3.65 | -3.61 | -2.68 | 9.8 | -8.11 | 2.3 |
| 2024 | 1.33 | 5.33 | 4.16 | -3.14 | -10.9 |