AMOMX Performance — AQR Large Cap Momentum Style Fund, Class I
Data updated: 2026-05-22
AMOMX returned −2.67% year to date and +19.88% over one year to Mar 2026. Annualised returns are +18.93% over 3 years and +11.49% over 5 years. The fund beat its US Large Growth category average: $100 invested three years ago grew to $168, against $166 for the category, and to $120 over one year, against $116. Volatility over the past three years was 14.86% a year. In the 12 months to Mar 2026 the fund lost a net $14.4M, and assets reached $568.55M.
AMOMX Growth of $100
What $100 invested in AQR Large Cap Momentum Style Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Growth category average over the same months.
| Period | AMOMX | Category average |
|---|---|---|
| 1 year (Apr 2025 – Mar 2026) | $120 | $116 |
| 3 years (Apr 2023 – Mar 2026) | $168 | $166 |
| 5 years (Apr 2021 – Mar 2026) | $172 | $156 |
| Since data start (Jul 2019 – Mar 2026) | $239 | $232 |
AMOMX Trailing Returns
Total returns to Mar 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −2.67% |
| 1 year | +19.88% |
| 3 years (annualised) | +18.93% |
| 5 years (annualised) | +11.49% |
AMOMX Annual Returns
Calendar-year total returns of AQR Large Cap Momentum Style Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Mar) | −2.67% |
| 2025 | +15.88% |
| 2024 | +27.81% |
| 2023 | +18.06% |
| 2022 | −17.94% |
| 2021 | +25.82% |
| 2020 | +26.77% |
| 2019 (Jul–Dec) | +7.08% |
AMOMX 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 | +2.2% | 0.0% | −4.7% | — | — | — | — | — | — | — | — | — |
| 2025 | +5.1% | −3.0% | −7.8% | +1.4% | +9.1% | +5.0% | +0.8% | +1.7% | +4.0% | +0.9% | −1.4% | −0.1% |
| 2024 | +2.9% | +8.3% | +3.5% | −4.8% | +5.2% | +3.8% | −0.7% | +2.3% | +2.1% | +0.5% | +7.8% | −4.9% |
| 2023 | +2.3% | −2.6% | +1.6% | +1.4% | −1.6% | +7.5% | +2.6% | −0.8% | −5.0% | −2.7% | +10.0% | +4.9% |
| 2022 | −7.8% | −1.4% | +3.2% | −9.8% | +0.2% | −8.0% | +9.7% | −3.3% | −8.4% | +9.6% | +3.9% | −5.0% |
| 2021 | 0.0% | +0.9% | +1.1% | +6.1% | −0.2% | +4.2% | +2.3% | +3.4% | −3.8% | +9.5% | −1.2% | +1.5% |
| 2020 | +1.8% | −7.6% | −12.8% | +12.4% | +6.9% | +3.2% | +7.2% | +8.0% | −4.1% | −2.6% | +10.3% | +4.4% |
| 2019 | — | — | — | — | — | — | +1.3% | +0.6% | −0.6% | +0.9% | +3.0% | +1.7% |
AMOMX Risk
Risk measures from monthly returns over Apr 2023 – Mar 2026.
- 3-year volatility (annualised): 14.86%
- 3-year Sharpe ratio: 0.97 (vs 4.5% risk-free rate)
- Best month: +10.05% (Nov 2023)
- Worst month: −7.75% (Mar 2025)
AMOMX Fund Flows
Monthly money in and out of AQR Large Cap Momentum Style Fund, from SEC Form N-PORT.
- 12-month net flow: −$14.4M
- 12-month gross sales (incl. reinvestments): $264.2M
- Sales ÷ redemptions: 0.95×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2026 | $6.4M | $25.0M | −$18.6M |
| Feb 2026 | $5.3M | $11.8M | −$6.4M |
| Jan 2026 | $22.9M | $14.6M | $8.3M |
| Dec 2025 | $163.6M | $73.0M | $90.5M |
| Nov 2025 | $5.6M | $10.0M | −$4.4M |
| Oct 2025 | $4.4M | $11.2M | −$6.7M |
| Sep 2025 | $18.3M | $49.0M | −$30.7M |
| Aug 2025 | $3.5M | $12.4M | −$8.9M |
| Jul 2025 | $14.1M | $8.9M | $5.2M |
| Jun 2025 | $5.4M | $16.2M | −$10.7M |
| May 2025 | $6.2M | $14.6M | −$8.3M |
| Apr 2025 | $8.4M | $32.0M | −$23.6M |
AMOMX Assets Under Management
Net assets of AQR Large Cap Momentum Style Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-03-31 | $568.55M |
| 2025-12-31 | $601.11M |
| 2025-09-30 | $656.35M |
| 2025-06-30 | $648.40M |
| 2025-03-31 | $600.05M |
| 2024-12-31 | $639.23M |
| 2024-09-30 | $676.41M |
| 2024-06-30 | $682.59M |
| 2024-03-31 | $697.43M |
| 2023-12-31 | $636.53M |
| 2023-09-30 | $645.46M |
| 2023-06-30 | $715.50M |
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.