C000145998 Performance — AQR Style Premia Alternative LV Fund, Class N
Data updated: 2020-11-20
C000145998 returned −12.63% over one year to Sep 2020. Over one year the fund trailed its Commodities category average: $100 grew to $87, against $105 for the category. Volatility over the past 12 months was 4.08% a year. In the 12 months to Sep 2020 the fund lost a net $168.3M, and assets reached $42.58M.
C000145998 Growth of $100
What $100 invested in AQR Style Premia Alternative LV Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | C000145998 | Category average |
|---|---|---|
| 1 year (Oct 2019 – Sep 2020) | $87 | $105 |
| Since data start (Jul 2019 – Sep 2020) | $87 | $106 |
C000145998 Trailing Returns
Total returns to Sep 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −12.63% |
C000145998 Annual Returns
Calendar-year total returns of AQR Style Premia Alternative LV Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Sep) | −10.98% |
| 2019 (Jul–Dec) | −1.85% |
C000145998 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 | −0.5% | −1.4% | −2.5% | −3.2% | −1.9% | −2.3% | −0.6% | +0.6% | +0.2% | — | — | — |
| 2019 | — | — | — | — | — | — | 0.0% | −1.0% | +1.0% | −0.2% | −0.2% | −1.4% |
C000145998 Risk
Risk measures from monthly returns over Oct 2019 – Sep 2020.
- 1-year volatility (annualised): 4.08%
- Best month: +0.59% (Aug 2020)
- Worst month: −3.17% (Apr 2020)
C000145998 Fund Flows
Monthly money in and out of AQR Style Premia Alternative LV Fund, from SEC Form N-PORT.
- 12-month net flow: −$168.3M
- 12-month gross sales (incl. reinvestments): $225.0M
- Sales ÷ redemptions: 0.57×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2020 | $6.2M | $29.0M | −$22.9M |
| Aug 2020 | $2.2M | $25.9M | −$23.7M |
| Jul 2020 | $2.6M | $7.4M | −$4.8M |
| Jun 2020 | $5.5M | $15.5M | −$10.0M |
| May 2020 | $10.5M | $6.3M | $4.2M |
| Apr 2020 | $13.9M | $47.3M | −$33.4M |
| Mar 2020 | $21.4M | $120.4M | −$99.0M |
| Feb 2020 | $25.5M | $34.9M | −$9.3M |
| Jan 2020 | $32.5M | $29.1M | $3.4M |
| Dec 2019 | $87.5M | $53.8M | $33.6M |
| Nov 2019 | $14.1M | $17.2M | −$3.2M |
| Oct 2019 | $3.3M | $6.4M | −$3.2M |
C000145998 Assets Under Management
Net assets of AQR Style Premia Alternative LV Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-09-30 | $42.58M |
| 2020-06-30 | $93.71M |
| 2020-03-31 | $141.07M |
| 2019-12-31 | $255.62M |
| 2019-09-30 | $232.68M |
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.