AIMOX Performance — AQR International Momentum Style Fund, Class I
Data updated: 2026-05-22
AIMOX returned +0.06% year to date and +24.44% over one year to Mar 2026. Annualised returns are +17.62% over 3 years and +9.07% over 5 years. The fund beat its International Large Growth category average: $100 invested three years ago grew to $163, against $124 for the category, and to $124 over one year, against $111. Volatility over the past three years was 13.23% a year. In the 12 months to Mar 2026 the fund took in a net $20.5M, and assets reached $207.13M.
AIMOX Growth of $100
What $100 invested in AQR International Momentum Style Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Large Growth category average over the same months.
| Period | AIMOX | Category average |
|---|---|---|
| 1 year (Apr 2025 – Mar 2026) | $124 | $111 |
| 3 years (Apr 2023 – Mar 2026) | $163 | $124 |
| 5 years (Apr 2021 – Mar 2026) | $154 | $110 |
| Since data start (Jul 2019 – Mar 2026) | $190 | $155 |
AIMOX Trailing Returns
Total returns to Mar 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +0.06% |
| 1 year | +24.44% |
| 3 years (annualised) | +17.62% |
| 5 years (annualised) | +9.07% |
AIMOX Annual Returns
Calendar-year total returns of AQR International Momentum Style Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Mar) | +0.06% |
| 2025 | +35.05% |
| 2024 | +8.83% |
| 2023 | +16.66% |
| 2022 | −19.42% |
| 2021 | +12.02% |
| 2020 | +16.58% |
| 2019 (Jul–Dec) | +5.32% |
AIMOX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.5% | +4.4% | −8.3% | — | — | — | — | — | — | — | — | — |
| 2025 | +5.0% | +2.4% | +0.9% | +5.3% | +5.5% | +3.1% | −0.9% | +3.1% | +2.2% | +0.5% | +0.6% | +2.9% |
| 2024 | +1.3% | +5.3% | +4.1% | −4.2% | +5.2% | −0.8% | +2.0% | +2.6% | −0.3% | −4.2% | +1.7% | −3.6% |
| 2023 | +6.5% | −2.7% | +1.8% | +2.6% | −4.1% | +5.6% | +2.2% | −3.6% | −3.6% | −2.7% | +9.9% | +4.9% |
| 2022 | −5.9% | −3.5% | +0.9% | −7.7% | +1.7% | −10.6% | +5.9% | −5.1% | −10.4% | +6.5% | +11.6% | −2.1% |
| 2021 | −1.4% | +0.5% | +1.2% | +4.0% | +3.2% | −1.4% | +1.5% | +2.4% | −3.7% | +4.8% | −3.8% | +4.5% |
| 2020 | −0.5% | −7.0% | −11.6% | +7.7% | +6.3% | +3.3% | +3.6% | +3.5% | +0.1% | −3.8% | +11.0% | +5.2% |
| 2019 | — | — | — | — | — | — | −1.8% | −0.4% | +1.1% | +2.5% | +1.1% | +2.8% |
AIMOX Risk
Risk measures from monthly returns over Apr 2023 – Mar 2026.
- 3-year volatility (annualised): 13.23%
- 3-year Sharpe ratio: 0.99 (vs 4.5% risk-free rate)
- Best month: +9.85% (Nov 2023)
- Worst month: −8.29% (Mar 2026)
AIMOX Fund Flows
Monthly money in and out of AQR International Momentum Style Fund, from SEC Form N-PORT.
- 12-month net flow: $20.5M
- 12-month gross sales (incl. reinvestments): $96.0M
- Sales ÷ redemptions: 1.27×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2026 | $3.9M | $6.9M | −$3.0M |
| Feb 2026 | $5.3M | $5.3M | −$2K |
| Jan 2026 | $6.4M | $6.5M | −$101K |
| Dec 2025 | $32.9M | $13.0M | $19.9M |
| Nov 2025 | $3.1M | $2.8M | $229K |
| Oct 2025 | $2.3M | $4.0M | −$1.7M |
| Sep 2025 | $8.7M | $19.1M | −$10.4M |
| Aug 2025 | $6.6M | $1.7M | $4.9M |
| Jul 2025 | $3.0M | $2.3M | $766K |
| Jun 2025 | $14.8M | $4.2M | $10.7M |
| May 2025 | $5.6M | $2.7M | $2.8M |
| Apr 2025 | $3.3M | $6.9M | −$3.6M |
AIMOX Assets Under Management
Net assets of AQR International Momentum Style Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-03-31 | $207.13M |
| 2025-12-31 | $210.13M |
| 2025-09-30 | $212.33M |
| 2025-06-30 | $207.70M |
| 2025-03-31 | $172.88M |
| 2024-12-31 | $170.74M |
| 2024-09-30 | $202.65M |
| 2024-06-30 | $208.14M |
| 2024-03-31 | $225.83M |
| 2023-12-31 | $213.91M |
| 2023-09-30 | $228.10M |
| 2023-06-30 | $263.58M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.