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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AQR Large Cap Multi-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.
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Returns By Period
AQR Large Cap Multi-Style Fund (QCELX) has returned -2.88% so far this year and 25.32% over the past 12 months. Looking at the last ten years, QCELX has achieved an annualized return of 12.85%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
AQR Large Cap Multi-Style Fund
- 1D
- -0.46%
- 1M
- -6.73%
- YTD
- -2.88%
- 6M
- 0.06%
- 1Y
- 25.32%
- 3Y*
- 20.77%
- 5Y*
- 12.83%
- 10Y*
- 12.85%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 2014, QCELX's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, your investment would double in approximately 5.7 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, QCELX closed higher 53% of trading days. The best single day was Dec 23, 2021 with a return of +12.7%, while the worst single day was Mar 16, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.83% | 1.26% | -6.73% | -2.88% | |||||||||
| 2025 | 3.64% | -2.17% | -5.70% | 1.12% | 7.64% | 5.09% | 2.10% | 2.88% | 4.24% | 0.98% | 0.58% | 1.44% | 23.38% |
| 2024 | 1.87% | 5.57% | 5.22% | -4.91% | 4.89% | 1.92% | 2.18% | 1.04% | 1.48% | -1.26% | 7.07% | -3.67% | 22.73% |
| 2023 | 6.61% | -2.31% | 1.25% | 0.25% | -0.12% | 8.78% | 3.95% | -1.25% | -3.25% | -2.96% | 8.08% | 5.56% | 26.30% |
| 2022 | -4.09% | -2.36% | 3.63% | -7.51% | 1.92% | -9.90% | 9.44% | -3.93% | -9.09% | 9.12% | 5.15% | -6.78% | -15.73% |
| 2021 | 1.33% | 1.26% | 6.07% | 4.90% | 0.68% | 0.68% | 2.16% | 3.24% | -5.10% | 6.33% | -0.81% | 4.09% | 27.18% |
Benchmark Metrics
AQR Large Cap Multi-Style Fund has an annualized alpha of 0.97%, beta of 1.00, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since January 03, 2014.
- With beta of 1.00 and R² of 0.90, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.97%
- Beta
- 1.00
- R²
- 0.90
- Upside Capture
- 102.05%
- Downside Capture
- 98.13%
Expense Ratio
QCELX has an expense ratio of 0.41%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QCELX ranks 81 for risk / return — in the top 81% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AQR Large Cap Multi-Style Fund (QCELX) and compare them to a chosen benchmark (S&P 500 Index).
| QCELX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 0.90 | +0.51 |
Sortino ratioReturn per unit of downside risk | 2.05 | 1.39 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.40 | +0.60 |
Martin ratioReturn relative to average drawdown | 10.09 | 6.61 | +3.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore QCELX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
AQR Large Cap Multi-Style Fund provided a 14.83% dividend yield over the last twelve months, with an annual payout of $2.90 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.90 | $2.90 | $2.41 | $2.34 | $1.70 | $2.52 | $1.79 | $0.92 | $1.14 | $0.18 | $0.19 | $0.12 |
Dividend yield | 14.83% | 14.40% | 12.89% | 13.67% | 11.05% | 12.41% | 9.94% | 5.36% | 7.81% | 0.99% | 1.28% | 0.89% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR Large Cap Multi-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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.90 | $2.90 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.41 | $2.41 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.34 | $2.34 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.70 | $1.70 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.52 | $2.52 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the AQR Large Cap Multi-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 Multi-Style Fund was 33.52%, occurring on Mar 20, 2020. Recovery took 110 trading sessions.
The current AQR Large Cap Multi-Style Fund drawdown is 7.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.52% | Feb 20, 2020 | 22 | Mar 20, 2020 | 110 | Aug 26, 2020 | 132 |
| -28.7% | Dec 27, 2021 | 193 | Sep 30, 2022 | 333 | Jan 30, 2024 | 526 |
| -20.67% | Aug 30, 2018 | 79 | Dec 21, 2018 | 233 | Nov 25, 2019 | 312 |
| -18.38% | Feb 20, 2025 | 34 | Apr 8, 2025 | 28 | May 19, 2025 | 62 |
| -17.64% | Jul 17, 2015 | 145 | Feb 11, 2016 | 197 | Nov 21, 2016 | 342 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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