AQR Large Cap Multi-Style Fund (QCELX)
The fund pursues its investment objective by investing, under normal market conditions, at least 80% of its net assets (including borrowings for investment purposes) in equity or equity-related securities (including, but not limited to, exchange-traded funds, equity index futures, equity index swaps and real estate investment trusts) of large-cap companies. It generally invests in large-cap U.S. companies, which the Adviser generally considers to be those companies with market capitalizations within the range of the Russell 1000 Index at the time of purchase.
Fund Info
| ISIN | US00203H5110 |
|---|---|
| CUSIP | 00203H511 |
| Issuer | AQR Funds |
| Inception Date | Mar 26, 2013 |
| 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 Multi-Style Fund has a high expense ratio of 0.41%, indicating higher-than-average management fees.
Share Price Chart
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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.
Returns By Period
AQR Large Cap Multi-Style Fund had a return of 7.66% year-to-date (YTD) and 29.42% in the last 12 months. Over the past 10 years, AQR Large Cap Multi-Style Fund had an annualized return of 10.76%, while the S&P 500 benchmark had an annualized return of 10.42%, indicating that AQR Large Cap Multi-Style Fund performed slightly bigger than the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 7.66% | 5.05% |
| 1 month | -4.21% | -4.27% |
| 6 months | 21.90% | 18.82% |
| 1 year | 29.42% | 21.22% |
| 5 years (annualized) | 12.52% | 11.38% |
| 10 years (annualized) | 10.76% | 10.42% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.87% | 5.57% | 5.22% | |||||||||
| 2023 | -3.25% | -2.96% | 8.08% | 5.56% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
AQR Large Cap Multi-Style Fund(QCELX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for AQR Large Cap Multi-Style Fund (QCELX) 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 Multi-Style Fund granted a 12.70% dividend yield in the last twelve months. The annual payout for that period amounted to $2.34 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.34 | $2.34 | $1.70 | $2.52 | $1.79 | $0.92 | $1.14 | $0.40 | $0.19 | $0.12 | $0.12 | $0.09 |
Dividend yield | 12.70% | 13.67% | 11.05% | 12.41% | 9.94% | 5.36% | 7.81% | 2.25% | 1.28% | 0.89% | 0.86% | 0.75% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $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 |
| 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 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.79 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.14 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 |
| 2013 | $0.09 |
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 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 35.13%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current AQR Large Cap Multi-Style Fund drawdown is 4.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.13% | Feb 20, 2020 | 23 | Mar 23, 2020 | 109 | Aug 26, 2020 | 132 |
| -21.84% | Jan 5, 2022 | 186 | Sep 30, 2022 | 286 | Nov 20, 2023 | 472 |
| -20.66% | Aug 30, 2018 | 79 | Dec 21, 2018 | 233 | Nov 25, 2019 | 312 |
| -17.65% | Jul 17, 2015 | 145 | Feb 11, 2016 | 198 | Nov 22, 2016 | 343 |
| -13.14% | Dec 15, 2023 | 13 | Jan 4, 2024 | 58 | Mar 28, 2024 | 71 |
Volatility
Volatility Chart
The current AQR Large Cap Multi-Style Fund volatility is 3.32%, 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.