AQR Equity Market Neutral Fund I (QMNIX)
12.29
-0.10
(-0.81%)
USD |
Jan 09 2026
Returns Chart
Key Stats
| Net Expense Ratio | Total Assets Under Management | Weighted Average Dividend Yield | Turnover Ratio (Generic) |
|---|---|---|---|
| 5.48% | 3.383B | -- | 412.0% |
| 1 Year Fund Level Flows | 1 Year Total Returns (Daily) | Annualized Total Returns Since Inception (Daily) | Max Drawdown (Since Inception) |
| 2.067B | 22.42% | Upgrade | Upgrade |
Basic Info
| Investment Strategy | |
| The Fund seeks positive absolute returns. The Fund seeks to provide investors with returns from the potential gains from its long and short equity positions. The Fund pursues its investment objective by investing at least 80% of its net assets in equity instruments and equity related and/or derivative instruments. |
| General | |
| Security Type | Mutual Fund |
| Equity Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative Strategies |
| Global Peer Group | Alternative Equity Market Neutral |
| Peer Group | Alternative Equity Market Neutral Funds |
| Global Macro | Alternative Equity |
| US Macro | Alternative Equity Funds |
| YCharts Categorization | -- |
| YCharts Benchmark | -- |
| Prospectus Objective | Alternative Equity Market Neutral Funds |
| Fund Owner Firm Name | AQR |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
Net Fund Flows Versus Peer Group
1 Month
% Rank:
5
-236.19M
Peer Group Low
552.70M
Peer Group High
1 Year
% Rank:
5
2.067B
-121.64M
Peer Group Low
2.067B
Peer Group High
3 Months
% Rank:
5
-139.30M
Peer Group Low
858.81M
Peer Group High
3 Years
% Rank:
5
-1.720B
Peer Group Low
2.582B
Peer Group High
6 Months
% Rank:
5
-71.96M
Peer Group Low
945.15M
Peer Group High
5 Years
% Rank:
15
-1.129B
Peer Group Low
2.952B
Peer Group High
YTD
% Rank:
--
--
Peer Group Low
--
Peer Group High
10 Years
% Rank:
15
-628.23M
Peer Group Low
8.867B
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 | -0.01% |
| Stock | 16.36% |
| Bond | 34.53% |
| Convertible | 0.00% |
| Preferred | -0.99% |
| Other | 50.11% |
Top 10 Holdings
| Name | % Weight | Price | % Change |
|---|---|---|---|
|
Limited Purpose Cash Investment Fund
|
48.37% | -- | -- |
| United States of America USGB 12/26/2025 FIX USD Government (Matured) | 5.36% | 100.00 | 0.00% |
| United States of America USGB 10/09/2025 FIX USD Government (Matured) | 4.13% | 100.00 | 0.00% |
| United States of America USGB 11/28/2025 FIX USD Government (Matured) | 4.06% | 100.00 | 0.00% |
| United States of America USGB 11/20/2025 FIX USD Government (Matured) | 3.85% | 100.00 | 0.00% |
| United States of America USGB 10/16/2025 FIX USD Government (Matured) | 3.44% | 100.00 | 0.00% |
| United States of America USGB 12/11/2025 FIX USD Government (Matured) | 3.42% | 100.00 | 0.00% |
| United States of America USGB 0.0 01/02/2026 FIX USD Government | 3.03% | 100.00 | 0.00% |
|
United States of America (Government) 02-APR-2026
|
2.54% | -- | -- |
|
United States of America (Government) 0% 12-MAR-2026
|
2.35% | -- | -- |
Fees & Availability
| Fees | |
| Actual 12B-1 Fee | -- |
| Actual Management Fee | 1.09% |
| Administration Fee | 146.9K% |
| 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 | 5.00M None |
| Minimum Subsequent Investment | 0.00 None |
Basic Info
| Investment Strategy | |
| The Fund seeks positive absolute returns. The Fund seeks to provide investors with returns from the potential gains from its long and short equity positions. The Fund pursues its investment objective by investing at least 80% of its net assets in equity instruments and equity related and/or derivative instruments. |
| General | |
| Security Type | Mutual Fund |
| Equity Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative Strategies |
| Global Peer Group | Alternative Equity Market Neutral |
| Peer Group | Alternative Equity Market Neutral Funds |
| Global Macro | Alternative Equity |
| US Macro | Alternative Equity Funds |
| YCharts Categorization | -- |
| YCharts Benchmark | -- |
| Prospectus Objective | Alternative Equity Market Neutral Funds |
| Fund Owner Firm Name | AQR |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
Fundamentals
| General | |
| Distribution Yield | -- |
| Dividend Yield TTM (1-9-26) | 1.43% |
| 30-Day SEC Yield | -- |
| 7-Day SEC Yield | -- |
| Number of Holdings | 1761 |
| Stock | |
| Weighted Average PE Ratio | 24.03 |
| Weighted Average Price to Sales Ratio | 3.672 |
| Weighted Average Price to Book Ratio | 5.308 |
| Weighted Median ROE | 47.39% |
| Weighted Median ROA | 6.59% |
| ROI (TTM) | 12.60% |
| Return on Investment (TTM) | 12.60% |
| Earning Yield | 0.0579 |
| LT Debt / Shareholders Equity | 0.9688 |
| Number of Equity Holdings | 1745 |
| Bond | |
| Yield to Maturity (9-30-25) | 3.98% |
| Effective Duration | -- |
| Average Coupon | -- |
| Calculated Average Quality | 5.00 |
| Effective Maturity | 0.2045 |
| Nominal Maturity | 0.2045 |
| Number of Bond Holdings | 10 |
As of September 30, 2025
Growth Metrics
| EPS Growth (1Y) | 20.00% |
| EPS Growth (3Y) | 11.88% |
| EPS Growth (5Y) | 12.66% |
| Sales Growth (1Y) | 7.44% |
| Sales Growth (3Y) | 8.45% |
| Sales Growth (5Y) | 8.30% |
| Sales per Share Growth (1Y) | 12.09% |
| Sales per Share Growth (3Y) | 9.70% |
| Operating Cash Flow - Growth Rate (3Y) | 13.63% |
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:QMNIX", "name") |
| Broad Asset Class: =YCI("M:QMNIX", "broad_asset_class") |
| Broad Category: =YCI("M:QMNIX", "broad_category_group") |
| Prospectus Objective: =YCI("M:QMNIX", "prospectus_objective") |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |