AQR Small Cap 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 | 5.32 | -5.72 | 5.73 | 0.31 | 16.8 | 0 |
| 2015 | -2.38 | 5.28 | 2.08 | -4.31 | 3.24 | 1.22 | 0.65 | -7.37 | -5.12 | 5.03 | 3.59 | -4.78 | -3.9 |
| 2016 | -9.69 | -1.48 | 6.68 | 0.92 | 2.94 | 1.46 | 4.66 | 0.44 | 1.22 | -4.77 | 9.5 | 2.13 | 13.4 |
| 2017 | 1.23 | 2.03 | -0.31 | 0.84 | -2.33 | 3.78 | 1.56 | -0.38 | 6.17 | 2.1 | 1.86 | -0.03 | 17.5 |
| 2018 | 4.23 | -3.2 | 0.55 | 0.42 | 7.38 | 0.43 | 1.71 | 6.61 | -2.87 | -12.55 | -0.59 | -12.62 | -12.1 |
| 2019 | 10.41 | 6.08 | -1.82 | 2.67 | -5.26 | 6.67 | 2.21 | -3.19 | -1.12 | 3.06 | 4.01 | -3.16 | 21.2 |
| 2020 | 3.96 | 5.45 | 3.81 | 7.58 | 13.79 | -20.02 | -7.48 | -1.09 | -7.3 | 0.05 | 16.63 | 8.04 | 19.4 |
| 2021 | -11.61 | 28.99 | -2.55 | 1.17 | 0.01 | 5.26 | -5.18 | 3.1 | -2.22 | 4.95 | -3.59 | -19.43 | -7.9 |
| 2022 | -11.92 | 2.09 | 2.3 | -9.78 | 0.62 | -10.27 | 10.94 | -1.36 | -9.19 | 12.08 | 2.48 | -6.55 | -20.1 |
| 2023 | 5.77 | -0.45 | -4.31 | -0.64 | -0.29 | 8.44 | 4.74 | -3.59 | -5.44 | -6.96 | 9.62 | 7.88 | 13.7 |
| 2024 | -1.92 | 18.5 |