Mutual Funds - Profile

AQR TM Large Cap Momentum Style Fund

US > Multi-Cap > Growth

Rank

Universe Rank

Summary

The fund seeks capital appreciation on an after-tax basis in the long term by investing in mid-and large-size companies in the United States.

The investment process is designed to highlight companies in the benchmark index that demonstrate positive momentum characteristics.

The investment team considers a security to have positive momentum if it has performed well in the prior 12 months relative to other stocks in the investment universe.

Relative performance may be based on price momentum, earnings momentum, or other types of momentum.

Then the manager employs a systematic approach to construct the portfolio More

Price

  • Last Close
  • $29.98
    +0
  • 52 Week HL
  • $32.66 - $26.05
  • Net Assets
  • $292 M
  • Expense Ratio

Portfolio

  • Holdings
  • -
  • Turnover Ratio
  • -

Sector Allocation
Mar 31, 2021

Top 10 Holdings
Mar 31, 2021

Company Holding
Apple Inc 7.48
Amazon Com 6.80
Alphabet Inc 3.26
Tesla Inc 2.72
Facebook Inc 2.03
Company Holding
NVIDIA Corporation 1.77
Microsoft Corporation 1.43
PayPal Holdings 1.42
UnitedHealth Group 1.26
Adobe Inc 1.02
Total 29.19%

Manager

  • Name
  • Cliff Asness
  • Leadership
  • Single Manager
  • Tenure
  • 2003
  • Advisor

Documents

  • Annual Reports
  • 2020

Performance
-4 % YTD

  • 3 Year
  • 53.12%
  • 5 Year
  • 81.42%
  • Best
  • 33.51%
    2013
  • Worst
  • -4.59%
    2018

Returns +
A

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
ATMNX 17%37%34%-3%28%6%4%11%32%13%1%
S&P 500 18%16%29%-6%19%10%-1%11%30%13%0%

Returns +
Q

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Q1 -4% -16.7% 14.6% 2.8% 5.6% -1.2% 2.7% 1.5% 8.9% - -
Q2 - 23.5% 4.2% 6.5% 2.8% 2.4% -0.4% 5% 3.9% -100% -
Q3 - 11.1% 0.7% 7.9% 5.9% 1.9% -6% 0.2% 7.3% -100% -
Q4 - 10.7% 4.1% -17.8% 7.2% 0.9% 6.9% 5.6% 9.5% 0.1% -

Returns +
M

J F M A M J J A S O N D
2021 -0.9% 0.8% -3.8% - - - - - - - - -
2020 2% -7.3% -11.9% 12.1% 5.9% 4.1% 6.9% 8.2% -4% -2.9% 10.8% 2.9%

Annual Return

Index Comparison

Alpha

NAV