AQR Large Cap Momentum Style Fund (AMOMX)
The fund pursues a momentum investment style by investing primarily in equity or equity-related securities (including, but not limited to, exchange-traded funds, equity index futures and real estate investment trusts) of large-cap companies traded on a principal U.S. exchange or over-the-counter market that the Adviser determines to have positive momentum. Under normal market circumstances, it will invest at least 80% of its net assets (including any borrowings for investment purposes) in large-cap U.S. companies.
Share Price Chart
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Performance
The chart shows the growth of $10,000 invested in AQR Large Cap Momentum Style Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $54,487 for a total return of roughly 444.87%. All prices are adjusted for splits and dividends.
Compare to other instruments
Return
AQR Large Cap Momentum Style Fund had a return of -1.13% year-to-date (YTD) and -12.63% in the last 12 months. Over the past 10 years, AQR Large Cap Momentum Style Fund had an annualized return of 11.41%, outperforming the S&P 500 benchmark which had an annualized return of 9.92%.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -2.96% | -1.87% |
| Year-To-Date | -1.13% | 4.25% |
| 6 months | -1.06% | 2.64% |
| 1 year | -12.63% | -10.31% |
| 5 years (annualized) | 8.66% | 8.11% |
| 10 years (annualized) | 11.41% | 9.92% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.26% | -2.63% | ||||||||||
| 2022 | -8.36% | 9.59% | 3.92% | -5.09% |
Dividend History
AQR Large Cap Momentum Style Fund granted a 11.08% dividend yield in the last twelve months. The annual payout for that period amounted to $2.04 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.04 | $2.04 | $4.51 | $3.81 | $2.21 | $2.25 | $1.97 | $1.56 | $1.66 | $2.06 | $1.00 | $0.25 |
Dividend yield | 11.08% | 10.95% | 19.91% | 21.20% | 15.60% | 20.47% | 17.25% | 16.93% | 18.78% | 23.99% | 12.82% | 4.41% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR Large Cap Momentum Style Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | ||||||||||
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.04 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.37 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.81 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.21 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.25 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.97 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.56 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.66 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.06 |
| 2013 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.00 |
| 2012 | $0.25 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the AQR Large Cap Momentum Style Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the AQR Large Cap Momentum Style Fund is 34.29%, recorded on Mar 23, 2020. It took 82 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.29% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -26.33% | Nov 9, 2021 | 153 | Jun 17, 2022 | — | — | — |
| -23.1% | May 2, 2011 | 108 | Oct 3, 2011 | 120 | Mar 26, 2012 | 228 |
| -21.3% | Oct 2, 2018 | 57 | Dec 21, 2018 | 122 | Jun 19, 2019 | 179 |
| -19.45% | Apr 26, 2010 | 49 | Jul 2, 2010 | 87 | Nov 4, 2010 | 136 |
| -15.95% | Jul 21, 2015 | 143 | Feb 11, 2016 | 103 | Jul 11, 2016 | 246 |
| -10.57% | Sep 3, 2014 | 29 | Oct 13, 2014 | 26 | Nov 18, 2014 | 55 |
| -10.42% | Sep 3, 2020 | 14 | Sep 23, 2020 | 46 | Nov 27, 2020 | 60 |
| -10.4% | Jan 11, 2010 | 20 | Feb 8, 2010 | 21 | Mar 10, 2010 | 41 |
| -9.9% | Jan 29, 2018 | 9 | Feb 8, 2018 | 79 | Jun 4, 2018 | 88 |
Volatility Chart
Current AQR Large Cap Momentum Style Fund volatility is 22.11%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.