AQIIX Performance — AQR International Equity Fund, Class I
Data updated: 2023-02-27
AQIIX returned −13.46% over one year to Dec 2022. The annualised 3-year return is −1.05%. The fund trailed its Money Market category average: $100 invested three years ago grew to $97, against $99 for the category, and to $87 over one year, against $87. Volatility over the past three years was 21.94% a year. In the 12 months to Dec 2022 the fund lost a net $65.1M, and assets reached $14.64M.
AQIIX Growth of $100
What $100 invested in AQR International Equity Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | AQIIX | Category average |
|---|---|---|
| 1 year (Jan 2022 – Dec 2022) | $87 | $87 |
| 3 years (Jan 2020 – Dec 2022) | $97 | $99 |
| Since data start (Jul 2019 – Dec 2022) | $102 | $104 |
AQIIX Trailing Returns
Total returns to Dec 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −13.46% |
| 3 years (annualised) | −1.05% |
AQIIX Annual Returns
Calendar-year total returns of AQR International Equity Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 | −13.46% |
| 2021 | +6.24% |
| 2020 | +5.38% |
| 2019 (Jul–Dec) | +5.46% |
AQIIX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −2.2% | −4.2% | −0.1% | −5.7% | +3.5% | −9.4% | +3.6% | −4.2% | −10.7% | +7.5% | +12.5% | −2.5% |
| 2021 | −0.7% | +3.7% | +3.3% | +1.1% | +3.0% | −2.4% | −0.8% | +0.6% | −3.5% | +2.2% | −4.8% | +4.8% |
| 2020 | −3.2% | −7.8% | −17.2% | +7.9% | +5.1% | +3.4% | +1.9% | +6.4% | −2.3% | −4.8% | +14.6% | +5.1% |
| 2019 | — | — | — | — | — | — | −3.4% | −3.3% | +3.4% | +4.5% | +0.8% | +3.6% |
AQIIX Risk
Risk measures from monthly returns over Jan 2020 – Dec 2022.
- 3-year volatility (annualised): 21.94%
- 3-year Sharpe ratio: -0.25 (vs 4.5% risk-free rate)
- Best month: +14.64% (Nov 2020)
- Worst month: −17.24% (Mar 2020)
AQIIX Fund Flows
Monthly money in and out of AQR International Equity Fund, from SEC Form N-PORT.
- 12-month net flow: −$65.1M
- 12-month gross sales (incl. reinvestments): $5.4M
- Sales ÷ redemptions: 0.08×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2022 | $1.2M | $11.7M | −$10.5M |
| Nov 2022 | $71K | $1.0M | −$943K |
| Oct 2022 | $200K | $3.2M | −$3.0M |
| Sep 2022 | $324K | $2.2M | −$1.9M |
| Aug 2022 | $55K | $371K | −$316K |
| Jul 2022 | $50K | $310K | −$260K |
| Jun 2022 | $126K | $8.8M | −$8.7M |
| May 2022 | $253K | $4.2M | −$3.9M |
| Apr 2022 | $303K | $384K | −$82K |
| Mar 2022 | $896K | $12.7M | −$11.8M |
| Feb 2022 | $1.1M | $17.1M | −$16.0M |
| Jan 2022 | $831K | $8.4M | −$7.6M |
AQIIX Assets Under Management
Net assets of AQR International Equity Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-12-31 | $14.64M |
| 2022-09-30 | $26.04M |
| 2022-06-30 | $31.85M |
| 2022-03-31 | $50.03M |
| 2021-12-31 | $90.36M |
| 2021-09-30 | $105.49M |
| 2021-06-30 | $118.72M |
| 2021-03-31 | $124.73M |
| 2020-12-31 | $125.10M |
| 2020-09-30 | $113.03M |
| 2020-06-30 | $182.24M |
| 2020-03-31 | $159.48M |
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.