AQR Managed Futures Strategy HV Fund N (QMHNX)
9.94
+0.10
(+1.02%)
USD |
Dec 30 2025
Returns Chart
Key Stats
| Net Expense Ratio | Total Assets Under Management | Weighted Average Dividend Yield | Turnover Ratio (Generic) |
|---|---|---|---|
| 4.12% | 933.47M | -- | 657.0% |
| 1 Year Fund Level Flows | 1 Year Total Returns (Daily) | Annualized Total Returns Since Inception (Daily) | Max Drawdown (Since Inception) |
| 476.21M | 20.74% | Upgrade | Upgrade |
Basic Info
| Investment Strategy | |
| The Fund seeks to provide positive absolute returns. The Fund invests primarily in a portfolio of futures contracts, futures-related instruments and equity swaps. The Adviser targets an annualized volatility level for the Fund ranging between 7% and 20%. "HV" in the fund name means "higher volatility" approach. |
| 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:
3
-77.95M
Peer Group Low
58.91M
Peer Group High
1 Year
% Rank:
10
476.21M
-1.305B
Peer Group Low
787.22M
Peer Group High
3 Months
% Rank:
3
-364.86M
Peer Group Low
415.94M
Peer Group High
3 Years
% Rank:
8
-2.706B
Peer Group Low
1.134B
Peer Group High
6 Months
% Rank:
9
-694.92M
Peer Group Low
581.87M
Peer Group High
5 Years
% Rank:
15
-1.197B
Peer Group Low
1.845B
Peer Group High
YTD
% Rank:
10
-1.278B
Peer Group Low
720.68M
Peer Group High
10 Years
% Rank:
23
-5.963B
Peer Group Low
1.883B
Peer Group High
Date Unavailable
Risk
Performance Versus Peer Group
Annual Total Returns Versus Peers
As of December 31, 2025.
*Indicates data for the year is incomplete.
Asset Allocation
As of September 30, 2025.
| Type | % Net |
|---|---|
| Cash | -0.59% |
| Stock | -5.71% |
| Bond | 40.21% |
| Convertible | 0.00% |
| Preferred | -0.40% |
| Other | 66.49% |
Top 10 Holdings
| Name | % Weight | Price | % Change |
|---|---|---|---|
|
AQR MF HV CAYMAN BLKR Fund
|
22.84% | -- | -- |
|
Other Assets less Liabilities
|
21.28% | -- | -- |
|
Limited Purpose Cash Investment Fund
|
20.54% | -- | -- |
|
United States of America (Government) 0% 26-MAR-2026
|
7.23% | -- | -- |
|
United States of America (Government) 02-APR-2026
|
7.18% | -- | -- |
| United States of America USGB 11/13/2025 FIX USD Government (Matured) | 6.08% | 100.00 | 0.00% |
| United States of America USGB 10/23/2025 FIX USD Government (Matured) | 4.90% | 100.00 | 0.00% |
| United States of America USGB 0.0 01/15/2026 FIX USD Government | 4.80% | 99.86 | 0.01% |
| United States of America USGB 10/02/2025 FIX USD Government (Matured) | 3.37% | 100.00 | 0.00% |
| United States of America USGB 0.0 01/22/2026 FIX USD Government | 2.53% | 99.79 | 0.01% |
Fees & Availability
| Fees | |
| Actual 12B-1 Fee | 0.25% |
| Actual Management Fee | 1.29% |
| Administration Fee | 2.69K% |
| Maximum Front Load | -- |
| Maximum Deferred Load | -- |
| Maximum Redemption Fee | -- |
| General Availability | |
| Available for Insurance Product | No |
| Available for RRSP | No |
| Purchase Details | |
| Open to New Investors |
|
| Minimum Initial Investment | 2500.00 None |
| Minimum Subsequent Investment | 0.00 None |
Basic Info
| Investment Strategy | |
| The Fund seeks to provide positive absolute returns. The Fund invests primarily in a portfolio of futures contracts, futures-related instruments and equity swaps. The Adviser targets an annualized volatility level for the Fund ranging between 7% and 20%. "HV" in the fund name means "higher volatility" approach. |
| 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 (12-29-25) | 1.88% |
| 30-Day SEC Yield | -- |
| 7-Day SEC Yield | -- |
| Number of Holdings | 1875 |
| Stock | |
| Weighted Average PE Ratio | 24.46 |
| Weighted Average Price to Sales Ratio | 4.049 |
| Weighted Average Price to Book Ratio | 5.638 |
| Weighted Median ROE | 79.93% |
| Weighted Median ROA | 7.50% |
| ROI (TTM) | 14.33% |
| Return on Investment (TTM) | 14.33% |
| Earning Yield | 0.0589 |
| LT Debt / Shareholders Equity | 1.163 |
| Number of Equity Holdings | 1763 |
| Bond | |
| Yield to Maturity (9-30-25) | 3.95% |
| Effective Duration | -- |
| Average Coupon | -- |
| Calculated Average Quality | 5.00 |
| Effective Maturity | 0.2782 |
| Nominal Maturity | 0.2782 |
| Number of Bond Holdings | 11 |
As of September 30, 2025
Growth Metrics
| EPS Growth (1Y) | 27.52% |
| EPS Growth (3Y) | 13.66% |
| EPS Growth (5Y) | 14.12% |
| Sales Growth (1Y) | 8.88% |
| Sales Growth (3Y) | 9.70% |
| Sales Growth (5Y) | 8.51% |
| Sales per Share Growth (1Y) | 14.54% |
| Sales per Share Growth (3Y) | 10.85% |
| Operating Cash Flow - Growth Rate (3Y) | 15.60% |
As of September 30, 2025
Top Portfolio Holders
| Name | % Weight |
|---|---|
| Portfolio A | 5.00% |
| Portfolio B | 3.50% |
| Portfolio C | 2.25% |
Excel Add-In Codes
| Name: =YCI("M:QMHNX", "name") |
| Broad Asset Class: =YCI("M:QMHNX", "broad_asset_class") |
| Broad Category: =YCI("M:QMHNX", "broad_category_group") |
| Prospectus Objective: =YCI("M:QMHNX", "prospectus_objective") |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |