Mutual Funds - Profile

AQR Large Cap Defensive Style Fund

US > Large-Cap > Core

Rank

Universe Rank

Summary

The fund seeks primarily capital appreciation and secondarily current income by investing in large-size companies in the United States.

The defensive investment style is designed to highlight stable companies exhibiting high profit margins characteristics.

Next, the research team uses quantitative models to identify companies on the basis of factors such as low operating and financial leverage, and lower earnings-per-share variability.

The team also focuses on companies that exhibit attributes like low volatility and market beta. The manager believes stocks of these companies are estimated to produce higher risk-adjusted returns over a full market More

Price

  • Last Close
  • $31.12
    -0.08
  • 52 Week HL
  • $31.36 - $23.95
  • Net Assets
  • $6068 M
  • Expense Ratio

Portfolio

  • Holdings
  • -
  • Turnover Ratio
  • -

Sector Allocation
Mar 31, 2021

Top 10 Holdings
Mar 31, 2021

Company Holding
Target Corporation 1.63
Procter Gamble 1.56
Facebook 1.56
Accenture 1.55
Costco Wholesale 1.54
Company Holding
Walmart 1.52
Verizon 1.51
Johnson&Johnson 1.50
Nextera Energy 1.49
Microsoft 1.47
Total 15.33%

Manager

  • Name
  • Ronen Israel
  • Leadership
  • Single Manager
  • Tenure
  • 2003
  • Advisor

Documents

  • Annual Reports

Performance
12 % YTD

  • 3 Year
  • 59.07%
  • 5 Year
  • 101.68%
  • Best
  • 30.12%
    2013
  • Worst
  • -0.5%
    2018

Returns +
A

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
AUENX 18%19%29%-7%19%10%-1%11%30%14%-1%
S&P 500 16%16%29%-6%19%10%-1%11%30%13%0%

Returns +
Q

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Q1 3.2% -18.6% 12.9% 0.4% 6.3% 4.4% 3% 2.3% 12.4% - -
Q2 7.5% 17.8% 4.2% 4.7% 3.8% 3.5% -0.5% 3.8% 2.6% -100% -
Q3 6.5% 8.8% 2.9% 7.3% 3.2% 0.1% -1.5% 0.8% 3.8% 3.1% -
Q4 0.5% 7% 4.4% -10.4% 6.5% 3.7% 5.2% 12.9% 8.6% -1.2% -

Returns +
M

J F M A M J J A S O N D
2021 -2.1% 0.4% 5% 4.6% 1% 1.7% 3.3% 2.5% 0.6% -5.2% - -
2020 0.6% -8.2% -11.8% 10.7% 5.3% 1.1% 6.1% 5.2% -2.6% -2.5% 8% 1.5%

Annual Return

Index Comparison

Alpha

NAV