QSSLX Performance — AQR TM Small Cap Multi-Style Fund, Class I
Data updated: 2021-02-24
QSSLX returned +15.06% over one year to Dec 2020. Over one year the fund trailed its US Small Blend category average: $100 grew to $115, against $117 for the category. Volatility over the past 12 months was 36.07% a year. In the 12 months to Dec 2020 the fund lost a net $4.8M, and assets reached $22.68M.
QSSLX Growth of $100
What $100 invested in AQR TM Small Cap Multi-Style Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | QSSLX | Category average |
|---|---|---|
| 1 year (Jan 2020 – Dec 2020) | $115 | $117 |
| Since data start (Jul 2019 – Dec 2020) | $124 | $125 |
QSSLX Trailing Returns
Total returns to Dec 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +15.06% |
QSSLX Annual Returns
Calendar-year total returns of AQR TM Small Cap Multi-Style Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 | +15.06% |
| 2019 (Jul–Dec) | +7.67% |
QSSLX 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 | −4.1% | −8.9% | −22.3% | +14.3% | +5.7% | +3.5% | +5.0% | +4.4% | −3.1% | +2.0% | +16.4% | +7.6% |
| 2019 | — | — | — | — | — | — | +0.9% | −4.1% | +1.6% | +3.5% | +3.9% | +1.9% |
QSSLX Risk
Risk measures from monthly returns over Jan 2020 – Dec 2020.
- 1-year volatility (annualised): 36.07%
- Best month: +16.37% (Nov 2020)
- Worst month: −22.34% (Mar 2020)
QSSLX Fund Flows
Monthly money in and out of AQR TM Small Cap Multi-Style Fund, from SEC Form N-PORT.
- 12-month net flow: −$4.8M
- 12-month gross sales (incl. reinvestments): $7.8M
- Sales ÷ redemptions: 0.62×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2020 | $244K | $357K | −$113K |
| Nov 2020 | $104K | $50K | $54K |
| Oct 2020 | $224K | $480K | −$256K |
| Sep 2020 | $493K | $235K | $258K |
| Aug 2020 | $568K | $759K | −$191K |
| Jul 2020 | $197K | $703K | −$506K |
| Jun 2020 | $303K | $518K | −$215K |
| May 2020 | $601K | $1.7M | −$1.1M |
| Apr 2020 | $2.3M | $3.1M | −$816K |
| Mar 2020 | $2.3M | $3.4M | −$1.1M |
| Feb 2020 | $285K | $242K | $42K |
| Jan 2020 | $222K | $1.1M | −$834K |
QSSLX Assets Under Management
Net assets of AQR TM Small Cap Multi-Style Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-12-31 | $22.68M |
| 2020-09-30 | $18.14M |
| 2020-06-30 | $17.49M |
| 2020-03-31 | $15.95M |
| 2019-12-31 | $25.84M |
| 2019-09-30 | $23.75M |
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.