AQR Managed Futures Strategy HV Fund
Monthly Returns (%)| Years | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2013 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -0.5 | -2.61 | 1.44 | 5.59 | 4.07 | 0 |
| 2014 | -4.81 | -1.75 | -2.97 | -0.31 | 0.51 | 1.53 | -0.4 | 3.22 | 5.27 | -1.67 | 11.59 | 16.59 | 27.8 |
| 2015 | 7.21 | -1.08 | 6.55 | -4.89 | -0.25 | -7.47 | 3.14 | 2.09 | 3.67 | -4.93 | 2.42 | -2.85 | 2.4 |
| 2016 | 2.9 | 3.27 | -5.72 | -1.77 | -4.08 | 8.42 | 0.46 | -4 | -0.47 | -5.23 | -6.53 | -0.1 | -13.1 |
| 2017 | 1.18 | 1.7 | -4.08 | -2.94 | -0.9 | -3.4 | 0.23 | 0.82 | -1.04 | 4.45 | 2.13 | 0.44 | -1.7 |
| 2018 | 5.36 | -8.62 | -1.59 | -1.04 | -4.08 | 1.09 | -1.08 | 5.47 | -0.46 | -4.17 | -5.44 | 0 | -14.4 |
| 2019 | -3.45 | -0.4 | 4.92 | 3.3 | -2.21 | 1.13 | 4.71 | 5.57 | -6.62 | -5.41 | -0.51 | -2.43 | -2.3 |
| 2020 | -2.62 | -0.4 | 7.96 | -0.25 | -0.88 | -3.03 | 1.17 | -2.32 | -11.41 | 3.38 | -5.24 | 5.05 | -9.6 |
| 2021 | -9.74 | 4.18 | 0 | 11.57 | 1.79 | -4.61 | -4.4 | -1.78 | 4.24 | 5.66 | -7.97 | -9.1 | -11.9 |
| 2022 | 9.2 | 3.76 | 12.75 | 10.67 | -0.12 | 5.7 | -6.05 | 6.44 | 8.14 | -0.61 | -8.6 | -6.49 | 37.1 |
| 2023 | -4.31 | 6.01 | -8.85 | 2.98 | 6.54 | -0.47 | -3.68 | 4.19 | 6.03 | 2.01 | -6.01 | -10 | -7.3 |
| 2024 | -1.16 | 12.03 | 5.37 | 3.43 | 0 | 8.3 |