AQR Managed Futures Strategy HV Fund Class N (QMHNX)

Net Asset Value
1 Day
Overall Morningstar Rating
Managed futures
Style or Category
No Load
Sales Expenses
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). Generally- 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; 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.


1 month-1.80% 3 years-8.97%
3 months-3.00% 5 years--
1 year-4.28% Since inception+0.70%
Data through --

Peer Comparisonvs. Managed futures

Performance 5-yr return--+3.26%
Expense ratio1.94%1.95%
Risk 5 year sharpe ratio--0.23
Net assets$745.5M$534.5M
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--


Fixed income76.14%
U.S. stock0.00%
International stock0.00%
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%