AQR Managed Futures Strategy Fund Class I

 (MUTF:AQMIX)   Watch this mutual fund  
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Performance

Trailing returns

1 day
   
-0.85%  
1 week
   
-0.51%  
4 week   +0.52%
   
3 month   +6.80%
   
YTD   +9.41%
   
1 year   +28.63%
   
3 years*   +11.24%
   
5 years*   +5.94%
   
*annualized
Best 3 month return+16.27%  
Worst 3 month return-6.04%  

Morningstar statistics

Morningstar category: Managed Futures
  Return Risk Rating
3 years High Above Average
5 years     -     - -
10 years     -     - -
Overall High Above Average
Morningstar style  Learn more
      Large
      Mid
      Small
Value Blend Growth  

Key statistics

Total assets8.32B 
Front load-  
Deferred load-  
Expense ratio1.34%  
Management fee-  
Fund familyAQR Funds 

Asset allocation

Cash16.58%  
Stocks8.12%  
Bonds76.91%  
Preferred0.01%  
Other-1.62%  

Purchase information

Initial$5,000,000  
AIP Initial$1,000,000  
11.54-0.09(-0.77%)
Apr 17, 4:00PM EDT Overall Morningstar RatingTM

Description

The investment seeks positive absolute returns. The fund invests primarily in a portfolio of futures contracts, futures-related instruments and swaps. It invests in futures contracts, futures-related instruments and swaps, including, but not limited to, global developed and emerging market equity index futures, swaps on equity index futures and equity swaps, global developed and emerging market currency forwards, commodity futures and swaps, global developed fixed income futures and bond futures and swaps, either by investing directly in those Instruments, or indirectly by investing in the Subsidiary that invests in those Instruments. It is non-diversified.
Fund filings (PDF) »
Asset managers:
John Liew (Started: Jan 6, 2010)
Brian Hurst (Started: Jan 6, 2010)
Yao Ooi (Started: Jan 6, 2010)
Ari Levine (Started: May 1, 2014)
Clifford Asness (Started: Jan 6, 2010)
Advisor Company:
AQR Capital Management LLC
Fund family reports on Morningstar »
AQR Funds, Two Greewich Plaza,3rd Floor, Greenwich, CT 06830, USA

Risk

  1 year 3 years 5 years 10 years  
Alpha* -1.68 2.84 1.64     -
Beta* 0.83 0.87 0.83     -
Mean annual return 2.03 0.88 0.52     -
R-squared* 83.79 74.17 70.23     -
Standard deviation 9.42 9.43 9.03     -
Sharpe ratio 2.58 1.11 0.68     -
* Against standard index

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