AQR International Defensive Style Fund (ANDIX)
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -1.05% | -3.48% |
| Year-To-Date | 3.69% | 2.54% |
| 6 months | 11.64% | 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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 6.04% | -3.33% | ||||||||||
| 2022 | -8.48% | 3.50% | 11.32% | -1.31% |
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.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
| 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 | $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.
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, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -27.59% | Sep 7, 2021 | 278 | Oct 12, 2022 | — | — | — |
| -16.67% | Jan 29, 2018 | 228 | Dec 21, 2018 | 246 | Dec 13, 2019 | 474 |
| -16.53% | May 18, 2015 | 171 | Jan 20, 2016 | 297 | Mar 24, 2017 | 468 |
| -10.18% | May 9, 2013 | 32 | Jun 24, 2013 | 60 | Sep 18, 2013 | 92 |
| -10.01% | Sep 4, 2014 | 72 | Dec 15, 2014 | 91 | Apr 28, 2015 | 163 |
| -5.09% | Sep 14, 2012 | 44 | Nov 16, 2012 | 16 | Dec 11, 2012 | 60 |
| -5.02% | Oct 23, 2013 | 70 | Feb 3, 2014 | 12 | Feb 20, 2014 | 82 |
| -4.46% | Feb 17, 2021 | 12 | Mar 4, 2021 | 21 | Apr 5, 2021 | 33 |
| -3.58% | Jan 11, 2021 | 14 | Jan 29, 2021 | 11 | Feb 16, 2021 | 25 |
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.