QTLLX Performance — AQR TM Large Cap Multi-Style Fund, Class I
Data updated: 2021-02-24
QTLLX returned +16.89% over one year to Dec 2020. Over one year the fund beat its US Large Blend category average: $100 grew to $117, against $116 for the category. Volatility over the past 12 months was 26.70% a year. In the 12 months to Dec 2020 the fund lost a net $61.0M, and assets reached $303.83M.
QTLLX Growth of $100
What $100 invested in AQR TM Large Cap Multi-Style Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | QTLLX | Category average |
|---|---|---|
| 1 year (Jan 2020 – Dec 2020) | $117 | $116 |
| Since data start (Jul 2019 – Dec 2020) | $127 | $125 |
QTLLX Trailing Returns
Total returns to Dec 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +16.89% |
QTLLX Annual Returns
Calendar-year total returns of AQR TM Large Cap Multi-Style Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 | +16.89% |
| 2019 (Jul–Dec) | +8.80% |
QTLLX 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 | −0.8% | −8.6% | −13.7% | +13.4% | +5.3% | +1.7% | +5.3% | +7.1% | −3.2% | −1.9% | +10.1% | +4.3% |
| 2019 | — | — | — | — | — | — | +2.1% | −2.9% | +1.9% | +1.5% | +3.3% | +2.7% |
QTLLX Risk
Risk measures from monthly returns over Jan 2020 – Dec 2020.
- 1-year volatility (annualised): 26.70%
- Best month: +13.35% (Apr 2020)
- Worst month: −13.67% (Mar 2020)
QTLLX Fund Flows
Monthly money in and out of AQR TM Large Cap Multi-Style Fund, from SEC Form N-PORT.
- 12-month net flow: −$61.0M
- 12-month gross sales (incl. reinvestments): $72.4M
- Sales ÷ redemptions: 0.54×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2020 | $7.0M | $7.3M | −$260K |
| Nov 2020 | $1.7M | $3.7M | −$2.0M |
| Oct 2020 | $2.2M | $3.8M | −$1.7M |
| Sep 2020 | $2.0M | $5.7M | −$3.7M |
| Aug 2020 | $2.4M | $4.6M | −$2.2M |
| Jul 2020 | $3.0M | $8.1M | −$5.1M |
| Jun 2020 | $5.2M | $6.4M | −$1.2M |
| May 2020 | $3.6M | $8.1M | −$4.4M |
| Apr 2020 | $9.5M | $18.4M | −$8.9M |
| Mar 2020 | $26.1M | $56.6M | −$30.5M |
| Feb 2020 | $4.3M | $5.1M | −$796K |
| Jan 2020 | $5.4M | $5.7M | −$210K |
QTLLX Assets Under Management
Net assets of AQR TM Large Cap Multi-Style Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-12-31 | $303.83M |
| 2020-09-30 | $277.23M |
| 2020-06-30 | $264.21M |
| 2020-03-31 | $231.31M |
| 2019-12-31 | $335.24M |
| 2019-09-30 | $313.76M |
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.