AQR Large Cap Defensive Style Fund (AUEIX)
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 large-cap issuers. The fund can invest in companies of any size and may invest in small- and mid-cap companies from time to time in the discretion of the Adviser.
Fund Info
| ISIN | US00203H7199 |
|---|---|
| CUSIP | 00203H719 |
| Issuer | AQR Funds |
| Inception Date | Jul 9, 2012 |
| Category | Large Cap Blend Equities |
| Min. Investment | $5,000,000 |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The AQR Large Cap Defensive Style Fund has a high expense ratio of 0.37%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Popular comparisons: AUEIX vs. MOAT, AUEIX vs. BRK-B, AUEIX vs. SPLG
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AQR Large Cap Defensive Style Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
AQR Large Cap Defensive Style Fund had a return of 6.24% year-to-date (YTD) and 13.37% in the last 12 months. Over the past 10 years, AQR Large Cap Defensive Style Fund had an annualized return of 11.59%, outperforming the S&P 500 benchmark which had an annualized return of 10.55%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 6.24% | 6.33% |
| 1 month | -1.35% | -2.81% |
| 6 months | 14.84% | 21.13% |
| 1 year | 13.37% | 24.56% |
| 5 years (annualized) | 9.26% | 11.55% |
| 10 years (annualized) | 11.59% | 10.55% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.60% | 3.33% | 2.62% | |||||||||
| 2023 | -2.90% | -0.12% | 5.16% | 2.48% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
AQR Large Cap Defensive Style Fund(AUEIX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
AQR Large Cap Defensive Style Fund granted a 22.85% dividend yield in the last twelve months. The annual payout for that period amounted to $5.33 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $5.33 | $5.33 | $2.57 | $0.81 | $0.34 | $0.27 | $0.31 | $0.45 | $0.32 | $0.90 | $0.71 | $0.13 |
Dividend yield | 22.85% | 24.28% | 10.26% | 2.54% | 1.29% | 1.12% | 1.66% | 2.36% | 1.99% | 6.18% | 4.90% | 0.95% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR Large Cap 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | |||||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.33 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.57 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.81 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.90 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.71 |
| 2013 | $0.13 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the AQR Large Cap Defensive Style Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the AQR Large Cap Defensive Style Fund was 33.57%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current AQR Large Cap Defensive Style Fund drawdown is 13.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.57% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -22.08% | Dec 30, 2021 | 190 | Sep 30, 2022 | 303 | Dec 14, 2023 | 493 |
| -20.27% | Dec 15, 2023 | 4 | Dec 20, 2023 | — | — | — |
| -13.26% | Sep 24, 2018 | 63 | Dec 21, 2018 | 56 | Mar 15, 2019 | 119 |
| -9.52% | Aug 18, 2015 | 6 | Aug 25, 2015 | 68 | Dec 1, 2015 | 74 |
Volatility
Volatility Chart
The current AQR Large Cap Defensive Style Fund volatility is 2.34%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.