Mutual Funds - Profile

AQR International Momentum Style Fund

INT > Multi-Cap > Growth

Rank

Universe Rank

Summary

The fund seeks capital appreciation in the long term by investing in companies outside the United States.

The investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

Next, the research team utilizes a momentum investment style to identify companies that exhibit positive momentum characteristics.

The team believes a security to have positive momentum if it has outperformed other securities on a relative basis over a recent time period.

Factors considered for relative performance include price momentum, earnings More

Price

  • Last Close
  • $19.03
    +0.12
  • 52 Week HL
  • $19.95 - $17.01
  • Net Assets
  • $595 M
  • Expense Ratio

Portfolio

  • Holdings
  • -
  • Turnover Ratio
  • -

Sector Allocation
Mar 31, 2021

Top 10 Holdings
Mar 31, 2021

Company Holding
ASML Holding 2.66
LVMH 2.20
SoftBank Group 1.83
RBC 1.83
Shopify 1.68
Company Holding
Prosus 1.59
Siemens 1.57
Sony Group 1.39
BHP Grp 1.39
Daimler 1.22
Total 17.36%

Manager

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

Documents

  • Prospectus
  • Annual Reports

Performance
-2.7 % YTD

  • 3 Year
  • 19.27%
  • 5 Year
  • 21.12%
  • Best
  • 25.41%
    2017
  • Worst
  • -15.21%
    2018

Returns +
A

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
QIORX 0%29%16%29%-6%19%8%-1%14%29%13%
S&P 500 -10%27%16%29%-6%19%10%-1%11%30%13%

Returns +
Q

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Q1 -5.6% 0.4% -18.2% 12% 1.3% 7.4% -2.3% 4.4% - - -
Q2 - 5.8% 18.2% 3.3% -0.1% 5% 1.4% 0.8% -100% - -
Q3 - 5.8% 7.3% -1.2% 2.4% 7.4% 2.7% -9% -4.7% - -
Q4 - 4.4% 11% 4.1% -16.2% 3.6% -5.2% 4.7% -0.7% - -

Returns +
M

J F M A M J J A S O N D
2022 -5.6% - - - - - - - - - - -
2021 -1.3% 0.5% 1.2% 3.9% 3.2% -1.4% 1.5% 2.4% 1.8% - -4.5% 2.2%

Annual
Return

Index Comparison

Alpha

NAV