AQR Managed Futures Strategy HV Fund Class N (QMHNX)

8.47
Net Asset Value
-0.59%
1 Day
-6.41%
Year-to-Date
Overall Morningstar Rating
Managed futures
Style or Category
No Load
Sales Expenses
1.94%
Expense Ratio
Above Average
Morningstar Risk Rating™
Investment Objective The investment seeks positive absolute returns. The fund allocates its 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- equity index futures and equity swaps; bond futures and swaps; interest rate futures and swaps; commodity futures- forwards and swaps; currencies and currency futures and forwards- either by investing directly in those Instruments- or indirectly by investing in the Subsidiary that invests in those Instruments. The fund is non-diversified.

Performance

1 month-1.40% 3 years-8.77%
3 months-4.72% 5 years--
1 year-2.31% Since inception+0.09%
Data through --

Peer Comparisonvs. Managed futures

 QMHNXCategory
Performance 5-yr return--+2.12%
Expense ratio1.94%1.95%
Risk 5 year sharpe ratio--0.15
Net assets$710.6M$532.5M
Average market cap----
Average P/E----
Portfolio turnover0%0%

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Fund Management and Purchase Info

Fund familyAQR Funds
Fund manager & tenureClifford Asness / 4 Years
Minimal initial investment$1,000,000.00
Minimum IRA investment--

Holdings

Fixed income76.14%
Cash23.85%
U.S. stock0.00%
International stock0.00%
Other0.00%
Top 5 Sectors
Portfolio weighting
Business service --
Consumer goods --
Consumer service --
Energy --
Financial service --
Top 10 Holdings
Portfolio weighting
-- 17.25%
-- 15.32%
-- 7.72%
-- 5.66%
-- 5.25%
-- 5.08%
-- 4.11%
-- 3.87%
-- 3.86%
-- 3.57%