QCPIX Performance — AQR Core Plus Bond Fund, Class I
Data updated: 2022-02-28
QCPIX returned −4.10% over one year to Dec 2021. Over one year the fund trailed its Money Market category average: $100 grew to $96, against $108 for the category. Volatility over the past 12 months was 3.35% a year. In the 12 months to Dec 2021 the fund lost a net $91.0M, and assets reached $29.39M.
QCPIX Growth of $100
What $100 invested in AQR Core Plus Bond Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | QCPIX | Category average |
|---|---|---|
| 1 year (Jan 2021 – Dec 2021) | $96 | $108 |
| Since data start (Jul 2019 – Dec 2021) | $105 | $120 |
QCPIX Trailing Returns
Total returns to Dec 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −4.10% |
| 3 years (annualised) | +1.94% |
QCPIX Annual Returns
Calendar-year total returns of AQR Core Plus Bond Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 | −4.10% |
| 2020 | +6.62% |
| 2019 (Jul–Dec) | +2.62% |
QCPIX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | −1.1% | −2.1% | −1.1% | +1.1% | +0.5% | +0.6% | +0.9% | −0.1% | −1.2% | −0.9% | −0.5% | −0.2% |
| 2020 | +1.8% | +1.9% | −1.3% | +1.4% | +0.7% | +0.7% | +1.6% | −0.5% | −0.1% | −0.9% | +1.1% | +0.1% |
| 2019 | — | — | — | — | — | — | +0.4% | +2.1% | −0.5% | +0.5% | 0.0% | +0.1% |
QCPIX Risk
Risk measures from monthly returns over Jan 2021 – Dec 2021.
- 1-year volatility (annualised): 3.35%
- Best month: +1.10% (Apr 2021)
- Worst month: −2.05% (Feb 2021)
QCPIX Fund Flows
Monthly money in and out of AQR Core Plus Bond Fund, from SEC Form N-PORT.
- 12-month net flow: −$91.0M
- 12-month gross sales (incl. reinvestments): $12.4M
- Sales ÷ redemptions: 0.12×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2021 | $113K | $675K | −$562K |
| Nov 2021 | $68K | $33.0M | −$32.9M |
| Oct 2021 | $242K | $1.4M | −$1.1M |
| Sep 2021 | $259K | $1.0M | −$790K |
| Aug 2021 | $252K | $833K | −$580K |
| Jul 2021 | $505K | $587K | −$81K |
| Jun 2021 | $809K | $1.1M | −$270K |
| May 2021 | $1.1M | $3.7M | −$2.6M |
| Apr 2021 | $3.9M | $8.2M | −$4.3M |
| Mar 2021 | $1.2M | $5.7M | −$4.6M |
| Feb 2021 | $2.5M | $43.2M | −$40.7M |
| Jan 2021 | $1.5M | $4.0M | −$2.4M |
QCPIX Assets Under Management
Net assets of AQR Core Plus Bond Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-12-31 | $29.39M |
| 2021-09-30 | $66.77M |
| 2021-06-30 | $68.69M |
| 2021-03-31 | $74.50M |
| 2020-12-31 | $126.40M |
| 2020-09-30 | $117.36M |
| 2020-06-30 | $116.75M |
| 2020-03-31 | $117.79M |
| 2019-12-31 | $113.61M |
| 2019-09-30 | $114.10M |
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.