AQR Large Cap Defensive Style Fund Class R6 - Seasonality

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AQR Large Cap Defensive Style Fund Class R6 - Seasonality

Seasonality Charts

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Correlation

Midterm

96.08%

2020

93.64%

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 %	+1.60%	-0.07%	-0.07%	+0.97%	+1.24%	+1.08%	+2.66%	+1.59%	-1.34%	+0.60%	+3.74%	-8.96%
2026	+2.96%	+3.09%	-4.12%	+2.63%	+1.85%	-0.11%	+1.87%	+1.68%	-0.62%	--	--	--
2025	+3.47%	+1.91%	-0.80%	-5.11%	+6.29%	+1.13%	-1.07%	+2.06%	+1.47%	-2.22%	+1.48%	-19.68%
2024	+2.65%	+3.29%	+2.63%	-3.27%	+1.08%	+2.45%	+2.72%	+3.87%	+0.39%	-1.25%	+5.30%	-24.10%
2023	+2.52%	-3.40%	+2.83%	+1.97%	-3.63%	+4.72%	+1.19%	-1.17%	-2.87%	-0.16%	+5.16%	-17.88%
2022	-7.08%	-3.13%	+4.35%	-6.00%	-1.17%	-6.32%	+6.13%	-2.81%	-7.28%	+8.57%	+5.75%	-12.94%
2021	-2.03%	+0.35%	+5.06%	+4.63%	+1.05%	+1.76%	+3.32%	+2.49%	-4.16%	+5.21%	-1.46%	+2.93%
2020	+0.59%	-8.24%	-11.76%	+10.69%	+5.97%	+0.57%	+6.13%	+5.24%	-2.51%	-2.45%	+8.08%	+1.22%
2019	+6.43%	+4.23%	+1.88%	+3.03%	-3.82%	+5.93%	+1.49%	+0.62%	+0.84%	+0.44%	+2.36%	+1.36%
2018	+4.89%	-3.46%	-0.78%	-0.26%	+1.99%	+0.93%	+3.21%	+3.65%	+0.71%	-5.67%	+3.16%	-9.28%
2017	+1.63%	+4.63%	+0.06%	+1.41%	+2.79%	-0.28%	+1.64%	+0.22%	+1.34%	+2.97%	+3.84%	-2.26%

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