QECRX Performance — AQR Emerging Multi-Style Fund, Class R6
Data updated: 2021-02-24
QECRX returned +16.33% over one year to Dec 2020. Over one year the fund trailed its Emerging Markets Equity category average: $100 grew to $116, against $117 for the category. Volatility over the past 12 months was 27.26% a year. In the 12 months to Dec 2020 the fund lost a net $10.3M, and assets reached $264.51M.
QECRX Growth of $100
What $100 invested in AQR Emerging Multi-Style Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | QECRX | Category average |
|---|---|---|
| 1 year (Jan 2020 – Dec 2020) | $116 | $117 |
| Since data start (Jul 2019 – Dec 2020) | $122 | $124 |
QECRX Trailing Returns
Total returns to Dec 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +16.33% |
QECRX Annual Returns
Calendar-year total returns of AQR Emerging Multi-Style Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 | +16.33% |
| 2019 (Jul–Dec) | +4.91% |
QECRX 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 | −6.6% | −4.0% | −16.7% | +10.6% | +2.8% | +6.1% | +10.4% | +1.3% | −0.6% | +1.1% | +7.2% | +7.1% |
| 2019 | — | — | — | — | — | — | −3.1% | −3.9% | +1.8% | +3.0% | +0.2% | +7.3% |
QECRX Risk
Risk measures from monthly returns over Jan 2020 – Dec 2020.
- 1-year volatility (annualised): 27.26%
- Best month: +10.60% (Apr 2020)
- Worst month: −16.68% (Mar 2020)
QECRX Fund Flows
Monthly money in and out of AQR Emerging Multi-Style Fund, from SEC Form N-PORT.
- 12-month net flow: −$10.3M
- 12-month gross sales (incl. reinvestments): $87.4M
- Sales ÷ redemptions: 0.89×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2020 | $14.2M | $12.4M | $1.8M |
| Nov 2020 | $5.1M | $3.0M | $2.0M |
| Oct 2020 | $4.0M | $4.2M | −$208K |
| Sep 2020 | $13.9M | $3.8M | $10.1M |
| Aug 2020 | $4.0M | $4.0M | −$53K |
| Jul 2020 | $4.2M | $12.3M | −$8.2M |
| Jun 2020 | $7.6M | $3.6M | $4.0M |
| May 2020 | $2.3M | $2.7M | −$439K |
| Apr 2020 | $9.7M | $8.8M | $958K |
| Mar 2020 | $15.9M | $28.9M | −$12.9M |
| Feb 2020 | $3.0M | $3.0M | −$3K |
| Jan 2020 | $3.5M | $10.8M | −$7.3M |
QECRX Assets Under Management
Net assets of AQR Emerging Multi-Style Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-12-31 | $264.51M |
| 2020-09-30 | $228.01M |
| 2020-06-30 | $203.83M |
| 2020-03-31 | $165.10M |
| 2019-12-31 | $245.06M |
| 2019-09-30 | $227.79M |
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.