AQR Managed Futures Strategy Fund I (AQMIX)
9.77
+0.04
(+0.41%)
USD |
Jan 09 2026
Returns Chart
Key Stats
| Net Expense Ratio | Total Assets Under Management | Weighted Average Dividend Yield | Turnover Ratio (Generic) |
|---|---|---|---|
| 2.72% | 2.467B | -- | 605.0% |
| 1 Year Fund Level Flows | 1 Year Total Returns (Daily) | Annualized Total Returns Since Inception (Daily) | Max Drawdown (Since Inception) |
| 583.65M | 16.07% | Upgrade | Upgrade |
Basic Info
| Investment Strategy | |
| The Fund seeks positive absolute returns. The Fund gains exposure to asset classes by investing in several hundred futures contracts, futures-related instruments, forwards, swaps and securities including, but not limited to, commodity futures, forwards and swaps; currencies, currency futures and forwards; equities, etc. |
| General | |
| Security Type | Mutual Fund |
| Equity Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative Strategies |
| Global Peer Group | Alternative Managed Futures |
| Peer Group | Alternative Managed Futures Funds |
| Global Macro | Liquid Alternatives |
| US Macro | Alternative Equity Funds |
| YCharts Categorization | -- |
| YCharts Benchmark | -- |
| Prospectus Objective | Alternative Managed Futures Funds |
| Fund Owner Firm Name | AQR |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
Net Fund Flows Versus Peer Group
1 Month
% Rank:
4
-214.62M
Peer Group Low
135.57M
Peer Group High
1 Year
% Rank:
4
583.65M
-1.493B
Peer Group Low
785.80M
Peer Group High
3 Months
% Rank:
7
-515.88M
Peer Group Low
406.06M
Peer Group High
3 Years
% Rank:
10
-2.608B
Peer Group Low
1.193B
Peer Group High
6 Months
% Rank:
4
-798.17M
Peer Group Low
662.70M
Peer Group High
5 Years
% Rank:
100
-622.70M
Peer Group Low
1.884B
Peer Group High
YTD
% Rank:
--
0.00
Peer Group Low
4.405M
Peer Group High
10 Years
% Rank:
100
-5.762B
Peer Group Low
1.918B
Peer Group High
Date Unavailable
Risk
Performance Versus Peer Group
Annual Total Returns Versus Peers
As of January 11, 2026.
Asset Allocation
As of September 30, 2025.
| Type | % Net |
|---|---|
| Cash | -0.51% |
| Stock | -1.58% |
| Bond | 54.94% |
| Convertible | 0.00% |
| Preferred | -0.24% |
| Other | 47.38% |
Top 10 Holdings
| Name | % Weight | Price | % Change |
|---|---|---|---|
|
AQR MANAGED FUTURE (CAYMAN) BLOCKER FUND
|
22.48% | -- | -- |
|
OTHER ASSETS LESS LIABILITIES
|
16.08% | -- | -- |
|
LIMITED PURPOSE CASH INVESTMENT FUND
|
7.65% | -- | -- |
| United States of America USGB 10/30/2025 FIX USD Government (Matured) | 4.28% | 100.00 | 0.00% |
| United States of America USGB 11/13/2025 FIX USD Government (Matured) | 4.23% | 100.00 | 0.00% |
| United States of America USGB 0.0 01/15/2026 FIX USD Government | 4.20% | 99.97 | 0.03% |
| United States of America USGB 11/06/2025 FIX USD Government (Matured) | 4.19% | 100.00 | 0.00% |
| United States of America USGB 11/20/2025 FIX USD Government (Matured) | 4.10% | 100.00 | 0.00% |
| United States of America USGB 10/02/2025 FIX USD Government (Matured) | 3.90% | 100.00 | 0.00% |
| United States of America USGB 0.0 03/05/2026 FIX USD Government | 3.84% | 99.49 | 0.03% |
Fees & Availability
| Fees | |
| Actual 12B-1 Fee | -- |
| Actual Management Fee | 1.04% |
| Administration Fee | 555.2K% |
| Maximum Front Load | -- |
| Maximum Deferred Load | -- |
| Maximum Redemption Fee | 0.00% |
| General Availability | |
| Available for Insurance Product | No |
| Available for RRSP | No |
| Purchase Details | |
| Open to New Investors |
|
| Minimum Initial Investment | 5.00M None |
| Minimum Subsequent Investment | 0.00 None |
Basic Info
| Investment Strategy | |
| The Fund seeks positive absolute returns. The Fund gains exposure to asset classes by investing in several hundred futures contracts, futures-related instruments, forwards, swaps and securities including, but not limited to, commodity futures, forwards and swaps; currencies, currency futures and forwards; equities, etc. |
| General | |
| Security Type | Mutual Fund |
| Equity Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative Strategies |
| Global Peer Group | Alternative Managed Futures |
| Peer Group | Alternative Managed Futures Funds |
| Global Macro | Liquid Alternatives |
| US Macro | Alternative Equity Funds |
| YCharts Categorization | -- |
| YCharts Benchmark | -- |
| Prospectus Objective | Alternative Managed Futures Funds |
| Fund Owner Firm Name | AQR |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
Fundamentals
| General | |
| Distribution Yield | -- |
| Dividend Yield TTM (1-9-26) | 2.21% |
| 30-Day SEC Yield | -- |
| 7-Day SEC Yield | -- |
| Number of Holdings | 1871 |
Top Portfolio Holders
| Name | % Weight |
|---|---|
| Portfolio A | 5.00% |
| Portfolio B | 3.50% |
| Portfolio C | 2.25% |
Excel Add-In Codes
| Name: =YCI("M:AQMIX", "name") |
| Broad Asset Class: =YCI("M:AQMIX", "broad_asset_class") |
| Broad Category: =YCI("M:AQMIX", "broad_category_group") |
| Prospectus Objective: =YCI("M:AQMIX", "prospectus_objective") |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |