AQR Large Cap Defensive Style Fund - Seasonality

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AQR Large Cap Defensive Style Fund - Seasonality

Seasonality Charts

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Correlation

Election

92.25%

2020

93.16%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	80%	60%	60%	60%	70%	70%	90%	80%	56%	56%	89%	67%
Average return %	+1.59%	-0.07%	-0.08%	+0.96%	+1.24%	+1.06%	+2.66%	+1.58%	-1.35%	+0.61%	+3.74%	-8.88%
2026	+3.00%	+3.03%	-4.11%	+2.62%	+1.84%	-0.11%	+1.81%	+1.73%	-0.62%	--	--	--
2025	+3.46%	+1.96%	-0.84%	-5.10%	+6.27%	+1.12%	-1.07%	+2.06%	+1.47%	-2.22%	+1.48%	-19.59%
2024	+2.60%	+3.33%	+2.62%	-3.31%	+1.08%	+2.44%	+2.72%	+3.87%	+0.39%	-1.25%	+5.30%	-24.02%
2023	+2.48%	-3.36%	+2.79%	+1.96%	-3.62%	+4.72%	+1.18%	-1.17%	-2.90%	-0.12%	+5.16%	-17.78%
2022	-7.10%	-3.13%	+4.31%	-5.99%	-1.17%	-6.34%	+6.16%	-2.81%	-7.31%	+8.56%	+5.75%	-12.86%
2021	-2.03%	+0.35%	+5.05%	+4.59%	+1.08%	+1.72%	+3.32%	+2.49%	-4.16%	+5.21%	-1.46%	+3.03%
2020	+0.59%	-8.23%	-11.74%	+10.62%	+6.01%	+0.53%	+6.12%	+5.23%	-2.55%	-2.45%	+8.08%	+1.30%
2019	+6.41%	+4.17%	+1.88%	+3.03%	-3.81%	+5.92%	+1.49%	+0.58%	+0.84%	+0.44%	+2.35%	+1.41%
2018	+4.82%	-3.45%	-0.78%	-0.26%	+1.99%	+0.92%	+3.20%	+3.65%	+0.71%	-5.67%	+3.15%	-9.22%
2017	+1.63%	+4.62%	+0.06%	+1.41%	+2.73%	-0.28%	+1.70%	+0.17%	+1.33%	+2.96%	+3.84%	-2.15%

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