Mutual Funds - Profile

AQR International Multi-Style Fund

INT > Multi-Cap > Core

Rank

Universe Rank

Summary

The fund seeks capital appreciation in the long term by investing in mid-and large-size companies 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 multiple investment styles including value, momentum, and quality to construct the portfolio.

The team emphasizes attractively valued companies that exhibit positive momentum characteristics with stable businesses.

Then in the value screen, the team relies on valuation multiples such as book value and earnings More

Price

  • Last Close
  • $13.82
    +0.12
  • 52 Week HL
  • $14.02 - $10.09
  • Net Assets
  • $525 M
  • Expense Ratio

Portfolio

  • Holdings
  • -
  • Turnover Ratio
  • -

Sector Allocation
Mar 31, 2021

Top 10 Holdings
Mar 31, 2021

Company Holding
Roche Hldg 1.87
ASML Holding 1.82
Volkswagen 1.76
Aviva GB 1.39
Carrefour 1.35
Company Holding
NTT 1.31
Sompo Holdings 1.26
BT Group 1.24
Entain 1.24
Fortescue 1.21
Total 14.45%

Manager

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

Documents

  • Prospectus
  • Fact Sheet
  • Annual Reports

Performance
14.8 % YTD

  • 3 Year
  • 39.78%
  • 5 Year
  • 46.22%
  • Best
  • 24.62%
    2017
  • Worst
  • -14.97%
    2018

Returns +
A

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

Returns +
Q

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Q1 6.3% -24.3% 11.8% -1.3% 7.8% -5.2% 3.7% -1.3% - - -
Q2 5.7% 15.5% 1.3% -0.2% 6.1% -4.4% 1.9% 4.3% 1% - -
Q3 2.1% 5.4% -2.5% 1.4% 5.7% 6.8% -9.6% -5.4% 8.7% - -
Q4 - 12.9% 4.8% -12.9% 2.9% -1% 4.6% -2.6% 5% - -

Returns +
M

J F M A M J J A S O N D
2021 -0.8% 3.4% 3.6% 2.9% 4.8% -2% 0.9% 0.1% 1.2% - - -
2020 -2.5% -7.9% -15.7% 6.4% 5.5% 3% 1.7% 5.5% -1.8% -3.9% 12.8% 4.1%

Annual Return

Index Comparison

Alpha

NAV