C000115558 Performance — AQR Emerging Defensive Style Fund, Class I
Data updated: 2020-12-11
C000115558 returned −2.99% over one year to Sep 2020. Over one year the fund trailed its Money Market category average: $100 grew to $97, against $102 for the category. Volatility over the past 12 months was 20.91% a year. In the 12 months to Sep 2020 the fund lost a net $61.4M, and assets reached $8.63M.
C000115558 Growth of $100
What $100 invested in AQR Emerging Defensive Style Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | C000115558 | Category average |
|---|---|---|
| 1 year (Oct 2019 – Sep 2020) | $97 | $102 |
| Since data start (Jul 2019 – Sep 2020) | $93 | $102 |
C000115558 Trailing Returns
Total returns to Sep 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −2.99% |
C000115558 Annual Returns
Calendar-year total returns of AQR Emerging Defensive Style Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Sep) | −8.78% |
| 2019 (Jul–Dec) | +1.64% |
C000115558 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | −5.5% | −5.3% | −14.1% | +7.8% | +2.8% | +3.1% | +5.2% | 0.0% | −1.4% | — | — | — |
| 2019 | — | — | — | — | — | — | −2.3% | −3.8% | +1.7% | +3.0% | −1.7% | +5.1% |
C000115558 Risk
Risk measures from monthly returns over Oct 2019 – Sep 2020.
- 1-year volatility (annualised): 20.91%
- Best month: +7.84% (Apr 2020)
- Worst month: −14.07% (Mar 2020)
C000115558 Fund Flows
Monthly money in and out of AQR Emerging Defensive Style Fund, from SEC Form N-PORT.
- 12-month net flow: −$61.4M
- 12-month gross sales (incl. reinvestments): $18.7M
- Sales ÷ redemptions: 0.23×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2020 | $234 | $498K | −$498K |
| Aug 2020 | $20K | $573K | −$552K |
| Jul 2020 | $18K | $416K | −$398K |
| Jun 2020 | $66K | $2.4M | −$2.3M |
| May 2020 | $42K | $4.0M | −$3.9M |
| Apr 2020 | $5.7M | $58.2M | −$52.5M |
| Mar 2020 | $4.8M | $6.9M | −$2.0M |
| Feb 2020 | $1.9M | $848K | $1.0M |
| Jan 2020 | $1.0M | $1.8M | −$763K |
| Dec 2019 | $3.2M | $1.1M | $2.1M |
| Nov 2019 | $930K | $1.7M | −$779K |
| Oct 2019 | $924K | $1.7M | −$742K |
C000115558 Assets Under Management
Net assets of AQR Emerging Defensive Style Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-09-30 | $8.63M |
| 2020-06-30 | $9.71M |
| 2020-03-31 | $64.65M |
| 2019-12-31 | $86.05M |
| 2019-09-30 | $82.25M |
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.