AQR Long-Short Equity I (QLEIX)
14.68
-0.05 (-0.34%)
USD |
May 20 2022
Returns Chart
Key Stats
Customize
| Expense Ratio | Total Assets Under Management | Dividend Yield | Turnover Ratio |
|---|---|---|---|
| 1.32% | 519.03M | 0.00% | 0.00% |
| 1 Year Fund Level Flows | 1 Year Total Returns (Daily) | Annualized All Time Total Returns (Daily) | Max Drawdown (All) |
| 64.49M | 21.22% | Upgrade | Upgrade |
Basic Info
| Investment Strategy | |
| The investment seeks capital appreciation. Under normal market conditions, the fund pursues its investment objective by investing at least 80% of its net assets (including borrowings for investment purposes) in equity instruments and equity related and/or derivative instruments. Equity related and/or derivative instruments are investments that provide exposure to the performance of equity instruments, including equity swaps (both single-name and index swaps), equity index futures and exchange-traded funds and similar pooled investment vehicles (collectively, "Equity Derivative Instruments" and together with Equity Instruments, "Instruments"). |
| General | |
| Security Type | Mutual Fund |
| Oldest Share Symbol | QLEIX |
| Equity Style | Mid Cap/Blend |
| Fixed Income Style | -- |
| Broad Asset Class | Nontraditional Equity |
| Broad Category | Equity |
| Category Name | Long-Short Equity |
| Category Index | MSCI ACWI NR USD |
| Prospectus Objective | Growth |
| Fund Owner Firm Name | AQR Funds |
| Prospectus Benchmark Index | |
| ICE BofA US 3M Trsy Bill TR USD | 50.00% |
| MSCI World NR USD | 50.00% |
| Broad Asset Class Benchmark Index | |
| ^SPXTR | 100.0% |
| Manager Tenure | |
| Andrea Frazzini | 8.80 yrs |
| Michele Aghassi | 6.13 yrs |
| Lars Nielsen | 2.33 yrs |
| Clifford Asness | 0.33 yrs |
| John Huss | 0.33 yrs |
Net Fund Flows Versus Category
1 Month
% Rank:
--
--
Category Low
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Category High
1 Year
% Rank:
12
64.49M
-584.15M
Category Low
531.48M
Category High
3 Months
% Rank:
--
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Category Low
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Category High
3 Years
% Rank:
--
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Category Low
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Category High
6 Months
% Rank:
--
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Category Low
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Category High
5 Years
% Rank:
--
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Category Low
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Category High
YTD
% Rank:
--
--
Category Low
--
Category High
10 Years
% Rank:
--
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Category Low
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Category High
As of April 30, 2022
Performance Versus Category
As of May 20, 2022. Returns for periods of 1 year and above are annualized.
Annual Total Returns Versus Peers
As of May 20, 2022.
Asset Allocation
Top 10 Holdings
| Name | % Weight | Price | % Change |
|---|---|---|---|
|
Limited Purpose Cash Investment
|
33.31% | -- | -- |
|
United States Treasury Bills 0%
|
11.17% | -- | -- |
|
United States Treasury Bills 0%
|
9.71% | -- | -- |
|
United States Treasury Bills 0%
|
7.90% | -- | -- |
|
United States Treasury Bills 0%
|
6.79% | -- | -- |
|
United States Treasury Bills 0%
|
5.21% | -- | -- |
|
United States Treasury Bills 0%
|
4.18% | -- | -- |
|
E-Mini S&P 500 Future June 22
|
3.54% | -- | -- |
|
United States Treasury Bills 0%
|
3.29% | -- | -- |
|
United States Treasury Bills 0%
|
3.15% | -- | -- |
Fees & Availability
| Fees | |
| Actual 12B-1 Fee | -- |
| Actual Management Fee | Upgrade |
| Administration Fee | -- |
| Performance Fee | -- |
| Switching Fee | -- |
| Transaction Fee | -- |
| Maximum Front Load | -- |
| Maximum Deferred Load | -- |
| Maximum Redemption Fee | -- |
Basic Info
| Investment Strategy | |
| The investment seeks capital appreciation. Under normal market conditions, the fund pursues its investment objective by investing at least 80% of its net assets (including borrowings for investment purposes) in equity instruments and equity related and/or derivative instruments. Equity related and/or derivative instruments are investments that provide exposure to the performance of equity instruments, including equity swaps (both single-name and index swaps), equity index futures and exchange-traded funds and similar pooled investment vehicles (collectively, "Equity Derivative Instruments" and together with Equity Instruments, "Instruments"). |
| General | |
| Security Type | Mutual Fund |
| Oldest Share Symbol | QLEIX |
| Equity Style | Mid Cap/Blend |
| Fixed Income Style | -- |
| Broad Asset Class | Nontraditional Equity |
| Broad Category | Equity |
| Category Name | Long-Short Equity |
| Category Index | MSCI ACWI NR USD |
| Prospectus Objective | Growth |
| Fund Owner Firm Name | AQR Funds |
| Prospectus Benchmark Index | |
| ICE BofA US 3M Trsy Bill TR USD | 50.00% |
| MSCI World NR USD | 50.00% |
| Broad Asset Class Benchmark Index | |
| ^SPXTR | 100.0% |
| Manager Tenure | |
| Andrea Frazzini | 8.80 yrs |
| Michele Aghassi | 6.13 yrs |
| Lars Nielsen | 2.33 yrs |
| Clifford Asness | 0.33 yrs |
| John Huss | 0.33 yrs |
Fundamentals
| General | |
| Distribution Yield | Upgrade |
| Dividend Yield TTM (5-20-22) | 0.00% |
| 30-Day SEC Yield | -- |
| 7-Day SEC Yield (5-5-22) | Upgrade |
| Number of Holdings | Upgrade |
| Stock | |
| Weighted Average PE Ratio | 0.0640 |
| Weighted Average Price to Sales Ratio | Upgrade |
| Weighted Average Price to Book Ratio | Upgrade |
| Weighted Median ROE | Upgrade |
| Weighted Median ROA | Upgrade |
| 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 March 31, 2022
Risk Info
Fund Details
| Key Dates | |
| Inception Date | 7/16/2013 |
| Last Annual Report Date | 12/31/2021 |
| Last Prospectus Date | 10/19/2021 |
| Share Classes | |
| QLENX | N |
| QLERX | 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 |