Returns Chart

Key Stats

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Expense Ratio Total Assets Under Management Dividend Yield Turnover Ratio
0.30% 4.452B 1.31% 17.00%
1 Year Fund Level Flows 1 Year Total Returns (Daily) Annualized All Time Total Returns (Daily) Max Drawdown (All)
-1.152B -7.38% Upgrade Upgrade

Basic Info

Investment Strategy
The investment seeks total return. The fund pursues a "defensive" investment style, seeking to provide downside protection with upside potential through active stock selection, risk management and diversification. It pursues its objective by investing, under normal market conditions, at least 80% of its net assets (including any borrowings for investment purposes) in Equity Instruments of large-cap issuers. The fund can invest in companies of any size and may invest in small- and mid-cap companies from time to time in the discretion of the Adviser.
General
Security Type Mutual Fund
Oldest Share Symbol AUEIX
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Blend
Category Index Russell 1000 TR USD
Prospectus Objective Growth and Income
Fund Owner Firm Name AQR Funds
Prospectus Benchmark Index
Russell 1000 TR USD 100.0%
Broad Asset Class Benchmark Index
^SPXTR 100.0%
Manager Tenure
Andrea Frazzini 9.98 yrs
Michele Aghassi 6.30 yrs
Lars Nielsen 2.50 yrs
Clifford Asness 0.50 yrs
John Huss 0.50 yrs

Net Fund Flows Versus Category

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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: 94
-1.152B
-21.21B Category Low
44.66B 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)
--
--
--
--
--
--
--
--
As of August 05, 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
6.64%
12.40%
22.23%
-0.19%
28.83%
13.20%
23.54%
-13.27%
1.38%
11.96%
21.83%
-4.38%
31.49%
18.40%
28.71%
-12.24%
1.35%
11.92%
21.77%
-4.38%
31.43%
18.43%
28.65%
-12.26%
-0.23%
13.36%
20.11%
-3.00%
25.48%
7.71%
28.43%
-8.68%
3.04%
12.14%
22.94%
-6.95%
27.17%
14.58%
22.08%
-14.36%
0.33%
10.94%
20.82%
-5.29%
29.72%
17.12%
27.41%
-12.95%
As of August 05, 2022.

Fundamentals

General
Distribution Yield Upgrade
Dividend Yield TTM (8-5-22) 1.31%
30-Day SEC Yield --
7-Day SEC Yield (7-7-22) Upgrade
Number of Holdings Upgrade
Stock
Weighted Average PE Ratio 0.0526
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
As of June 30, 2022

Growth Estimates

Forecasted 5 Yr Earnings Growth Upgrade
Forecasted Book Value Growth Upgrade
Forecasted Cash Flow Growth Upgrade
Forecasted Earnings Growth Upgrade
Forecasted Revenue Growth Upgrade
As of June 30, 2022

Asset Allocation

As of June 30, 2022.
Type % Net % Long % Short
Cash 0.26% Upgrade Upgrade
Stock 97.80% Upgrade Upgrade
Bond 0.00% Upgrade Upgrade
Convertible 0.00% Upgrade Upgrade
Preferred 0.00% Upgrade Upgrade
Other 1.94% Upgrade Upgrade

Top 10 Holdings

Name % Weight Price % Change
Limited Purpose Cash Investment
3.98% -- --
Apple Inc 1.54% 165.35 -0.28%
Amazon.com Inc 1.51% 140.80 -1.24%
Alphabet Inc Class A 1.47% 117.47 -0.61%
Microsoft Corp 1.47% 282.91 -0.26%
Costco Wholesale Corp 1.45% 540.67 -0.48%
PepsiCo Inc 1.44% 174.55 -0.75%
Eli Lilly and Co 1.42% 301.32 -1.46%
The Hershey Co 1.42% 227.11 0.83%
Walmart Inc 1.40% 126.58 0.80%

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 --
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 total return. The fund pursues a "defensive" investment style, seeking to provide downside protection with upside potential through active stock selection, risk management and diversification. It pursues its objective by investing, under normal market conditions, at least 80% of its net assets (including any borrowings for investment purposes) in Equity Instruments of large-cap issuers. The fund can invest in companies of any size and may invest in small- and mid-cap companies from time to time in the discretion of the Adviser.
General
Security Type Mutual Fund
Oldest Share Symbol AUEIX
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Blend
Category Index Russell 1000 TR USD
Prospectus Objective Growth and Income
Fund Owner Firm Name AQR Funds
Prospectus Benchmark Index
Russell 1000 TR USD 100.0%
Broad Asset Class Benchmark Index
^SPXTR 100.0%
Manager Tenure
Andrea Frazzini 9.98 yrs
Michele Aghassi 6.30 yrs
Lars Nielsen 2.50 yrs
Clifford Asness 0.50 yrs
John Huss 0.50 yrs

Fundamentals

General
Distribution Yield Upgrade
Dividend Yield TTM (8-5-22) 1.31%
30-Day SEC Yield --
7-Day SEC Yield (7-7-22) Upgrade
Number of Holdings Upgrade
Stock
Weighted Average PE Ratio 0.0526
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
As of June 30, 2022

Growth Estimates

Forecasted 5 Yr Earnings Growth Upgrade
Forecasted Book Value Growth Upgrade
Forecasted Cash Flow Growth Upgrade
Forecasted Earnings Growth Upgrade
Forecasted Revenue Growth Upgrade
As of June 30, 2022

Fund Details

Key Dates
Inception Date 9/2/2014
Last Annual Report Date 9/30/2021
Last Prospectus Date 1/29/2022
Share Classes
AUEIX Inst
AUENX N
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

Top Portfolio Holders

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