Mutual Funds - Profile

AQR Managed Futures Strategy Fund

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Rank

Universe Rank

Summary

The fund seeks positive absolute returns by investing in companies across any size in 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 allocates assets among four major asset classes (commodities, currencies, equities and fixed income). However, at any one time the fund may emphasize one or two of the asset classes or a limited number of exposures within an asset class.

The team seeks to benefit from More

Price

  • Last Close
  • $7.99
    +0.02
  • 52 Week HL
  • $8.2 - $7.43
  • Net Assets
  • $1640 M
  • Expense Ratio

Portfolio

  • Holdings
  • -
  • Turnover Ratio
  • -

Sector Allocation
Mar 31, 2021

Top 10 Holdings
Mar 31, 2021

Company Holding
Company Holding
Total 0%

Manager

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

Documents

  • Prospectus
  • Fact Sheet
  • Annual Reports

Performance
2.4 % YTD

  • 3 Year
  • -8.07%
  • 5 Year
  • -18.66%
  • Best
  • 20.17%
    2014
  • Worst
  • -9.12%
    2018

Returns +
A

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
AQMNX 0%16%29%-6%19%8%-1%14%29%13%0%
S&P 500 20%16%29%-6%19%10%-1%11%30%13%0%

Returns +
Q

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Q1 3% 3.3% 0.6% -3.2% -1% 0.4% 8.5% -6.1% 2.9% -0.8% -
Q2 -1.8% -2.9% 1.4% -2.3% -4.7% 1.7% -8.4% 0.8% 1.3% 0.3% -
Q3 -3.8% -2.6% 1.5% 2.1% - -2.7% 6.2% 5.3% -1.6% -1.1% -
Q4 -0.3% -2.5% -5.5% -6.8% 5% -8.1% -3.7% 20.5% 7.4% 3.8% -

Returns +
M

J F M A M J J A S O N D
2021 0.1% 2.7% 0.1% 0.3% 1.1% -3.1% -2.9% -1.2% 0.3% 5.3% - -
2020 -1.7% -0.3% 5.4% -0.2% -0.7% -1.9% 0.7% -1.6% -1.7% 1.9% -3.6% -0.8%

Annual Return

Index Comparison

Alpha

NAV