AQR Managed Futures Strategy Fund Class N

 (MUTF:AQMNX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +0.46%
   
1 week
   
-0.23%  
4 week
   
-1.47%  
3 month
   
-2.89%  
YTD
   
-5.10%  
1 year
   
-13.19%  
3 years*   +0.47%
   
5 years*   +0.89%
   
*annualized
Best 3 month return+16.18%  
Worst 3 month return-8.39%  

Morningstar statistics

Morningstar category: Managed Futures
  Return Risk Rating
3 years Average Average
5 years Average Average
10 years     -     - -
Overall Average Average

Key statistics

Total assets12.02B 
Front load-  
Deferred load-  
Expense ratio1.49%  
Management fee-  
Fund familyAQR Funds 

Asset allocation

Cash63.43%  
Stocks0.00%  
Bonds25.91%  
Other10.65%  

Purchase information

Initial$1,000,000  
8.69-0.05(-0.57%)
Jul 20, 8:00PM EDT Overall Morningstar RatingTM

Description

The investment seeks positive absolute returns. The fund allocates its assets among four major asset classes (commodities, currencies, fixed income and equities). Generally, it gains exposure to asset classes by investing in more than 100 futures contracts, futures-related instruments, forwards and swaps, including, but not limited to, equity index futures and equity swaps; bond futures and swaps; interest rate futures and swaps; commodity futures, forwards and swaps; and currency futures and forwards, either by investing directly in those Instruments, or indirectly by investing in the Subsidiary that invests in those Instruments. The fund 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* -14.82 -5.12 -1.80     -
Beta* 0.25 0.86 0.87     -
Mean annual return -1.39 0.08 0.16     -
R-squared* 4.47 74.34 69.14     -
Standard deviation 6.19 10.41 9.21     -
Sharpe ratio -2.79 0.06 0.19     -
* Against standard index

Top 10 holdings