QTIRX Performance — AQR TM International Momentum Style Fund, Class R6
Data updated: 2021-02-24
QTIRX returned +16.48% over one year to Dec 2020. Over one year the fund trailed its Global Multi-Cap Growth category average: $100 grew to $116, against $137 for the category. Volatility over the past 12 months was 22.58% a year. In the 12 months to Dec 2020 the fund lost a net $2.4M, and assets reached $125.18M.
QTIRX Growth of $100
What $100 invested in AQR TM International Momentum Style Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Multi-Cap Growth category average over the same months.
| Period | QTIRX | Category average |
|---|---|---|
| 1 year (Jan 2020 – Dec 2020) | $116 | $137 |
| Since data start (Jul 2019 – Dec 2020) | $124 | $149 |
QTIRX Trailing Returns
Total returns to Dec 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +16.48% |
QTIRX Annual Returns
Calendar-year total returns of AQR TM International Momentum Style Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 | +16.48% |
| 2019 (Jul–Dec) | +6.20% |
QTIRX 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 | −0.6% | −6.9% | −11.6% | +7.0% | +6.3% | +3.4% | +3.5% | +3.4% | −0.2% | −3.9% | +12.0% | +5.2% |
| 2019 | — | — | — | — | — | — | −1.4% | −0.8% | +1.3% | +2.7% | +1.4% | +2.9% |
QTIRX Risk
Risk measures from monthly returns over Jan 2020 – Dec 2020.
- 1-year volatility (annualised): 22.58%
- Best month: +11.99% (Nov 2020)
- Worst month: −11.63% (Mar 2020)
QTIRX Fund Flows
Monthly money in and out of AQR TM International Momentum Style Fund, from SEC Form N-PORT.
- 12-month net flow: −$2.4M
- 12-month gross sales (incl. reinvestments): $46.8M
- Sales ÷ redemptions: 0.95×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2020 | $5.0M | $2.5M | $2.5M |
| Nov 2020 | $5.0M | $4.8M | $196K |
| Oct 2020 | $1.2M | $963K | $241K |
| Sep 2020 | $960K | $1.8M | −$873K |
| Aug 2020 | $1.1M | $1.4M | −$283K |
| Jul 2020 | $1.2M | $1.3M | −$172K |
| Jun 2020 | $2.4M | $3.6M | −$1.3M |
| May 2020 | $6.0M | $3.2M | $2.8M |
| Apr 2020 | $12.1M | $11.3M | $882K |
| Mar 2020 | $5.3M | $15.8M | −$10.5M |
| Feb 2020 | $2.3M | $1.3M | $946K |
| Jan 2020 | $4.3M | $1.2M | $3.1M |
QTIRX Assets Under Management
Net assets of AQR TM International Momentum Style Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-12-31 | $125.18M |
| 2020-09-30 | $109.17M |
| 2020-06-30 | $103.40M |
| 2020-03-31 | $85.48M |
| 2019-12-31 | $114.21M |
| 2019-09-30 | $110.57M |
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.