Mutual Funds - Profile

AQR International Equity Fund

INT > Multi-Cap > Core

Rank

Universe Rank

Summary

The fund seeks capital appreciation in the long term by investing in companies across any size 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 value, momentum, and other factors to construct the portfolio.

In the value screen, the team relies on valuation multiples such as earnings and book value to identify companies that appear cheap. 

As part of the momentum screen, the team focuses on simple More

Price

  • Last Close
  • $11.55
    -0.62
  • 52 Week HL
  • $12.42 - $9.16
  • Net Assets
  • $119 M
  • Expense Ratio

Portfolio

  • Holdings
  • -
  • Turnover Ratio
  • -

Sector Allocation
Mar 31, 2021

Top 10 Holdings
Mar 31, 2021

Company Holding
ASML Holding 2.3
Roche Holding 2.1
Rio Tinto 1.7
Nintendo 1.5
Ahold Delhaize 1.4
Company Holding
Bmw 1.4
Cie Saint 1.4
Aviva Gb 1.4
Ckh Holdings 1.4
Fresenius Medical 1.3
Total 15.9%

Manager

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

Documents

  • Prospectus
  • Fact Sheet
  • Annual Reports

Performance
4.6 % YTD

  • 3 Year
  • 14.07%
  • 5 Year
  • 28.37%
  • Best
  • 25.7%
    2017
  • Worst
  • -17.5%
    2018

Returns +
A

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
AQIRX 0%16%29%-6%19%8%-1%14%29%13%0%
S&P 500 19%16%29%-6%19%10%-1%11%30%13%0%

Returns +
Q

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Q1 6.4% -26.1% 11.7% 0.1% 8.5% -0.8% 5.7% - - - -
Q2 1.7% 17.3% -0.9% -3.5% 5.8% -1.5% 0.4% 2.1% - - -
Q3 -3.2% 6% -3.7% 1.4% 6.3% 7.2% -7.8% -7% - - -
Q4 - 11.4% 6.1% -14% 3.2% -1.4% 4.4% 6.7% - - -

Returns +
M

J F M A M J J A S O N D
2021 -0.7% 3.7% 3.3% 1.1% 3% -2.3% -0.8% 0.6% -2.9% -0.2% - -
2020 -3.2% -7.8% -17.2% 7.9% 5.2% 3.3% 2% 6.3% -2.3% -4.7% 14.7% 1.9%

Annual Return

Index Comparison

Alpha

NAV