AQR Large Cap Momentum Style Fund Class R6 - Seasonality

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AQR Large Cap Momentum Style Fund Class R6 - Seasonality

Seasonality Charts

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Correlation

2017

50.00%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	80%	60%	60%	70%	67%	78%	89%	78%	56%	67%	78%	100%
Average return %	+2.44%	-0.04%	-1.57%	+0.96%	+3.14%	+2.22%	+2.85%	+1.91%	-1.41%	+1.04%	+3.98%	-13.25%
2026	+2.23%	-0.05%	-4.72%	+7.40%	0.00%	0.00%	0.00%	0.00%	0.00%	--	--	--
2025	+5.17%	-3.01%	-7.72%	-7.32%	+19.38%	+5.05%	+0.81%	+1.77%	+3.94%	+0.92%	-1.34%	-21.01%
2024	+2.88%	+8.40%	+3.43%	-4.77%	+4.86%	+4.14%	-0.74%	+2.29%	+2.06%	+0.42%	+7.80%	-16.46%
2023	+2.22%	-2.65%	+1.68%	+1.39%	-1.58%	+7.55%	+2.64%	-0.82%	-4.94%	-2.62%	+10.04%	-8.26%
2022	-7.75%	-1.43%	+3.25%	-9.79%	+0.28%	-8.00%	+9.67%	-3.31%	-8.35%	+9.63%	+3.89%	-14.56%
2021	-0.04%	+0.94%	+1.18%	+6.04%	-0.71%	+4.19%	+2.32%	+3.45%	-2.73%	+8.26%	-1.12%	-13.81%
2020	+1.76%	-7.56%	-12.76%	+12.43%	+6.88%	+3.20%	+7.24%	+8.03%	-4.05%	-2.58%	+10.27%	-10.26%
2019	+8.04%	+4.02%	+1.98%	+2.89%	-3.22%	+5.81%	+1.26%	+0.76%	-0.75%	+0.98%	+2.99%	-7.86%
2018	+7.11%	-2.08%	-2.39%	+0.54%	+3.79%	-0.17%	+2.53%	+5.78%	+0.24%	-9.78%	+0.71%	-18.76%
2017	+2.74%	+2.98%	+0.35%	+0.84%	+1.68%	+0.48%	+2.80%	+1.13%	+1.90%	+4.10%	+2.54%	-8.23%

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