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.
Share Price Chart
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Performance
The chart shows the growth of $10,000 invested in AQR Large Cap Defensive Style Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $34,371 for a total return of roughly 243.71%. All prices are adjusted for splits and dividends.
Compare to other instruments
Return
AQR Large Cap Defensive Style Fund had a return of -1.28% year-to-date (YTD) and -8.26% in the last 12 months. Over the past 10 years, AQR Large Cap Defensive Style Fund had an annualized return of 11.81%, outperforming the S&P 500 benchmark which had an annualized return of 9.86%.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -3.03% | -3.13% |
| Year-To-Date | -1.28% | 2.92% |
| 6 months | 2.33% | 2.02% |
| 1 year | -8.26% | -11.46% |
| 5 years (annualized) | 8.27% | 7.79% |
| 10 years (annualized) | 11.81% | 9.86% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.48% | -3.36% | ||||||||||
| 2022 | -7.31% | 8.56% | 5.75% | -3.90% |
Dividend History
AQR Large Cap Defensive Style Fund granted a 10.40% dividend yield in the last twelve months. The annual payout for that period amounted to $2.57 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.57 | $2.57 | $0.81 | $0.34 | $0.27 | $0.31 | $0.45 | $0.32 | $0.90 | $0.71 | $0.13 | $0.07 |
Dividend yield | 10.40% | 10.26% | 2.80% | 1.46% | 1.29% | 1.93% | 2.79% | 2.40% | 7.60% | 6.39% | 1.31% | 1.01% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $2.57 |
| 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 |
| 2012 | $0.07 |
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 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 Large Cap Defensive Style Fund is 33.57%, recorded on Mar 23, 2020. It took 107 trading sessions for the portfolio to recover.
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 | — | — | — |
| -13.26% | Sep 24, 2018 | 63 | Dec 21, 2018 | 56 | Mar 15, 2019 | 119 |
| -9.52% | Aug 18, 2015 | 6 | Aug 25, 2015 | 87 | Dec 29, 2015 | 93 |
| -8.99% | Jan 29, 2018 | 9 | Feb 8, 2018 | 107 | Jul 13, 2018 | 116 |
| -8.27% | Dec 30, 2015 | 14 | Jan 20, 2016 | 36 | Mar 11, 2016 | 50 |
| -7.93% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
| -6.61% | Sep 3, 2021 | 21 | Oct 4, 2021 | 19 | Oct 29, 2021 | 40 |
| -6.01% | Oct 8, 2012 | 27 | Nov 15, 2012 | 33 | Jan 4, 2013 | 60 |
| -5.83% | Feb 16, 2021 | 13 | Mar 4, 2021 | 16 | Mar 26, 2021 | 29 |
Volatility Chart
Current AQR Large Cap Defensive Style Fund volatility is 16.25%. 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.