Returns Chart

Key Stats

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Expense Ratio Total Assets Under Management Dividend Yield Turnover Ratio
1.48% 1.457B 5.23% 0.00%
1 Year Fund Level Flows 1 Year Total Returns (Daily) Annualized All Time Total Returns (Daily) Max Drawdown (All)
-401.21M 27.41% Upgrade Upgrade

Basic Info

Investment Strategy
The investment seeks positive absolute returns. The adviser allocates the fund's assets among four major asset classes (commodities, currencies, fixed income and equities). 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, commodity futures, forwards and swaps; currencies and currency futures and forwards; equity index futures and equity swaps; bond futures and swaps; and interest rate futures and swaps. The fund is non-diversified.
General
Security Type Mutual Fund
Oldest Share Symbol AQMNX
Equity Style Mid Cap/Blend
Fixed Income Style --
Broad Asset Class Alternative
Broad Category Alternative
Category Name Systematic Trend
Category Index Credit Suisse Mgd Futures Liquid TR USD
Prospectus Objective Growth and Income
Fund Owner Firm Name AQR Funds
Prospectus Benchmark Index
ICE BofA US 3M Trsy Bill TR USD 100.0%
Broad Asset Class Benchmark Index
^MSACWINTR 100.0%
Manager Tenure
Clifford Asness 12.57 yrs
John Liew 12.57 yrs
Yao Ooi 12.57 yrs
Ashwin Thapar 0.58 yrs
Erik Stamelos 0.58 yrs
Jordan Brooks 0.42 yrs

Net Fund Flows Versus Category

View Net Fund Flows. Upgrade now.
1M
3M
6M
YTD
1Y
3Y
5Y
10Y
 
80.00B
60.00B
40.00B
20.00B
0
-20.00B
1 Month
% Rank: --
-- Category Low
-- Category High
1 Year
% Rank: 99
-401.21M
-401.21M Category Low
2.420B Category High
3 Months
% Rank: --
-- Category Low
-- Category High
3 Years
% Rank: --
-- Category Low
-- Category High
6 Months
% Rank: --
-- Category Low
-- Category High
5 Years
% Rank: --
-- Category Low
-- Category High
YTD
% Rank: --
-- Category Low
-- Category High
10 Years
% Rank: --
-- Category Low
-- Category High
As of July 31, 2022

Performance Versus Category

 
20%
15%
10%
5%
0
View Category Returns. Upgrade now.
Name
1M
3M
YTD
1Y
3Y
5Y
10Y
15Y
Total Return (NAV)
--
--
--
--
--
--
--
--
Category Rtn. (NAV)
--
--
--
--
--
--
--
--
% Rank in Cat (NAV)
--
--
--
--
--
--
--
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As of August 10, 2022. Returns for periods of 1 year and above are annualized.

Annual Total Returns Versus Peers

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Name
2015
2016
2017
2018
2019
2020
2021
YTD
1.75%
-8.71%
-1.19%
-9.12%
1.56%
-0.60%
-1.31%
26.11%
-2.36%
7.86%
23.97%
-9.41%
26.60%
16.25%
18.54%
-12.97%
2.19%
-13.31%
-2.06%
-14.59%
1.55%
-0.80%
-2.34%
37.91%
8.50%
-0.76%
11.67%
-12.60%
-8.33%
-22.17%
24.53%
14.76%
-2.83%
0.16%
12.08%
-6.34%
14.00%
8.85%
5.78%
1.95%
17.43%
5.43%
5.56%
-11.94%
-11.52%
-19.70%
17.38%
11.79%
As of August 10, 2022.

Fundamentals

General
Distribution Yield Upgrade
Dividend Yield TTM (8-10-22) 5.23%
30-Day SEC Yield --
7-Day SEC Yield (7-7-22) Upgrade
Number of Holdings Upgrade
Stock
Weighted Average PE Ratio --
Weighted Average Price to Sales Ratio --
Weighted Average Price to Book Ratio --
Weighted Median ROE --
Weighted Median ROA --
Forecasted Dividend Yield Upgrade
Forecasted PE Ratio Upgrade
Forecasted Price to Sales Ratio Upgrade
Forecasted Price to Book Ratio Upgrade
Bond
Current Yield --
Yield to Maturity --
Effective Duration --
Average Coupon --
Average Credit Score --
Average Price Upgrade
As of June 30, 2022

Fund Details

Key Dates
Inception Date 1/6/2010
Last Annual Report Date 12/31/2021
Last Prospectus Date 10/19/2021
Share Classes
AQMIX Inst
AQMRX Retirement
Attributes
Enhanced Index Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No

Asset Allocation

As of June 30, 2022.
Type % Net % Long % Short
Cash -317.2% Upgrade Upgrade
Stock 0.13% Upgrade Upgrade
Bond 386.0% Upgrade Upgrade
Convertible 0.00% Upgrade Upgrade
Preferred 0.00% Upgrade Upgrade
Other 31.07% Upgrade Upgrade

Top 10 Holdings

Name % Weight Price % Change
Ois Sofr /2% Usd1224
60.91% -- --
Ois Sonia /2% Gbp1224
58.94% -- --
Ois Sofr /2% Usd1227
31.17% -- --
Ois Sonia /1.75% Gbp1227
27.10% -- --
Ois Tonar /0% Jpy1224
19.33% -- --
Ubs Relationship Fds
18.45% -- --
United States Treasury Bills 0%
12.92% -- --
Limited Purpose Cash Investment
12.30% -- --
Ois Saron /1.5% Chf1224
11.33% -- --
United States Treasury Bills 0%
9.70% -- --

Fees & Availability

Fees
Actual 12B-1 Fee Upgrade
Actual Management Fee Upgrade
Administration Fee --
Performance Fee --
Switching Fee --
Transaction Fee --
Maximum Front Load --
Maximum Deferred Load --
Maximum Redemption Fee --
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
Purchase Details
Open to New Investors Yes
Open to Existing Investors Yes
Minimum Initial Investment Upgrade
Minimum Subsequent Investment Upgrade

Basic Info

Investment Strategy
The investment seeks positive absolute returns. The adviser allocates the fund's assets among four major asset classes (commodities, currencies, fixed income and equities). 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, commodity futures, forwards and swaps; currencies and currency futures and forwards; equity index futures and equity swaps; bond futures and swaps; and interest rate futures and swaps. The fund is non-diversified.
General
Security Type Mutual Fund
Oldest Share Symbol AQMNX
Equity Style Mid Cap/Blend
Fixed Income Style --
Broad Asset Class Alternative
Broad Category Alternative
Category Name Systematic Trend
Category Index Credit Suisse Mgd Futures Liquid TR USD
Prospectus Objective Growth and Income
Fund Owner Firm Name AQR Funds
Prospectus Benchmark Index
ICE BofA US 3M Trsy Bill TR USD 100.0%
Broad Asset Class Benchmark Index
^MSACWINTR 100.0%
Manager Tenure
Clifford Asness 12.57 yrs
John Liew 12.57 yrs
Yao Ooi 12.57 yrs
Ashwin Thapar 0.58 yrs
Erik Stamelos 0.58 yrs
Jordan Brooks 0.42 yrs

Fundamentals

General
Distribution Yield Upgrade
Dividend Yield TTM (8-10-22) 5.23%
30-Day SEC Yield --
7-Day SEC Yield (7-7-22) Upgrade
Number of Holdings Upgrade
Stock
Weighted Average PE Ratio --
Weighted Average Price to Sales Ratio --
Weighted Average Price to Book Ratio --
Weighted Median ROE --
Weighted Median ROA --
Forecasted Dividend Yield Upgrade
Forecasted PE Ratio Upgrade
Forecasted Price to Sales Ratio Upgrade
Forecasted Price to Book Ratio Upgrade
Bond
Current Yield --
Yield to Maturity --
Effective Duration --
Average Coupon --
Average Credit Score --
Average Price Upgrade
As of June 30, 2022

Fund Details

Key Dates
Inception Date 1/6/2010
Last Annual Report Date 12/31/2021
Last Prospectus Date 10/19/2021
Share Classes
AQMIX Inst
AQMRX Retirement
Attributes
Enhanced Index Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No

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