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AQR International Defensive Style Fund (ANDIX)

Mutual Fund · Currency in USD · Last updated Mar 23, 2023

The fund pursues a "defensive" investment style, seeking to provide downside protection with upside potential through active stock selection, risk management and diversification. It pursues its objective by investing, under normal market conditions, at least 80% of its net assets (including any borrowings for investment purposes) in Equity Instruments of International Issuers.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in AQR International Defensive Style Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,213 for a total return of roughly 72.13%. All prices are adjusted for splits and dividends.


50.00%100.00%150.00%200.00%NovemberDecember2023FebruaryMarch
72.13%
191.10%
ANDIX (AQR International Defensive Style Fund)
Benchmark (^GSPC)

S&P 500

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Return

AQR International Defensive Style Fund had a return of 3.69% year-to-date (YTD) and -5.89% in the last 12 months. Over the past 10 years, AQR International Defensive Style Fund had an annualized return of 4.08%, while the S&P 500 had an annualized return of 9.73%, indicating that AQR International Defensive Style Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-1.05%-3.48%
Year-To-Date3.69%2.54%
6 months11.64%2.10%
1 year-5.89%-11.75%
5 years (annualized)2.19%8.30%
10 years (annualized)4.08%9.73%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20236.04%-3.33%
2022-8.48%3.50%11.32%-1.31%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current AQR International Defensive Style Fund Sharpe ratio is -0.35. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.50-1.00-0.500.00NovemberDecember2023FebruaryMarch
-0.35
-0.50
ANDIX (AQR International Defensive Style Fund)
Benchmark (^GSPC)

Dividend History

AQR International Defensive Style Fund granted a 1.92% dividend yield in the last twelve months. The annual payout for that period amounted to $0.25 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$0.25$0.25$0.38$0.25$0.34$0.28$0.44$0.17$0.23$0.60$0.29$0.10

Dividend yield

1.92%2.00%2.58%1.81%2.66%2.62%3.69%1.69%2.46%6.22%3.03%1.19%

Monthly Dividends

The table displays the monthly dividend distributions for AQR International Defensive Style Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
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$0.25
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.60
2013$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29
2012$0.10

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-13.50%
-17.92%
ANDIX (AQR International Defensive Style Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the AQR International Defensive 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 International Defensive Style Fund is 28.99%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.99%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-27.59%Sep 7, 2021278Oct 12, 2022
-16.67%Jan 29, 2018228Dec 21, 2018246Dec 13, 2019474
-16.53%May 18, 2015171Jan 20, 2016297Mar 24, 2017468
-10.18%May 9, 201332Jun 24, 201360Sep 18, 201392
-10.01%Sep 4, 201472Dec 15, 201491Apr 28, 2015163
-5.09%Sep 14, 201244Nov 16, 201216Dec 11, 201260
-5.02%Oct 23, 201370Feb 3, 201412Feb 20, 201482
-4.46%Feb 17, 202112Mar 4, 202121Apr 5, 202133
-3.58%Jan 11, 202114Jan 29, 202111Feb 16, 202125

Volatility Chart

Current AQR International Defensive Style Fund volatility is 14.39%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2023FebruaryMarch
14.39%
21.56%
ANDIX (AQR International Defensive Style Fund)
Benchmark (^GSPC)