Mutual Funds - Profile

AQR TM Large Cap Multi-Style Fund

US > Large-Cap > Core

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 disciplined investment process seeks to highlight companies demonstrating attractive valuations with positive momentum and strong profitability.

The research team narrows the investable universe to a list of stable companies with strong earnings characteristics.

Next, the team focuses on a company’s valuation multiples on the basis of earnings and book value. In addition, the team ranks the stocks on the basis of value, momentum and profitability and selects those with More

Price

  • Last Close
  • $16.61
    +0
  • 52 Week HL
  • $17.07 - $13.67
  • 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 5.34
Microsoft Corporation 5.31
Amazon Com 3.01
Facebook Inc 2.70
Alphabet Inc 2.27
Company Holding
Intel Corporation 1.56
Tesla Inc 1.35
Berkshire Hathaway 1.34
Johnson & Johnson 1.33
Total 24.21%

Manager

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

Documents

  • Annual Reports

Performance
- YTD

  • 3 Year
  • 46.09%
  • 5 Year
  • 68.72%
  • Best
  • 24.23%
    2017
  • Worst
  • -10.35%
    2018

Returns +
A

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
QTLNX -4%25%19%29%-7%19%10%-1%11%30%14%
S&P 500 -8%27%16%29%-6%19%10%-1%11%30%13%

Returns +
Q

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Q1 - 3.8% -21.7% 12.1% -0.6% 6% -1.5% - - - -
Q2 - - 19.6% 0.7% 3.8% 3.5% -1% 0.1% - - -
Q3 - - 8.9% 1% 5.7% 5.7% 3.9% -6.3% - - -
Q4 - - 11.3% 6% -16.3% 6.6% 4.2% 5.2% - - -

Returns +
M

J F M A M J J A S O N D
2022 - - - - - - - - - - - -
2021 0.9% 2% 0.8% - - - - - - - - -

Annual
Return

Index Comparison

Alpha

NAV