A tenured team guides AQR Alternative Risk Premia with support from broader firm resources. Recent improvements to the process are sensible but require more time to prove they will be effective in further diversifying the strategy.
AQR Alternative Risk Premia N QRPNX
- NAV / 1-Day Return 11.94 / +0.59 %
- Total Assets 222.3 Mil
-
Adj. Expense Ratio
- Expense Ratio 5.020%
- Distribution Fee Level Above Average
- Share Class Type No Load
- Category Multistrategy
- Alt Style Correlation / Relative Volatility Negative/High
- Min. Initial Investment 2,500
- Status Open
- TTM Yield 3.56%
- Turnover 158%
USD | NAV as of Jun 01, 2024 | 1-Day Return as of Jun 01, 2024, 12:18 AM GMT+0
Morningstar’s Analysis QRPNX
Will QRPNX outperform in future?
Get our overall rating based on a fundamental assessment of the pillars below.
People Pillar
Parent Pillar
- Current Portfolio Date
- Equity Holdings —
- Bond Holdings —
- Other Holdings —
- % Assets in Top 10 Holdings 65.8
Top 10 Holdings
|
% Portfolio Weight
|
Market Value USD
|
Sector
|
---|---|---|---|
Limited Purpose Cash Investment | 41.74 | 109.1 Mil | — |
Ubs Relationship Fds | 18.65 | 48.8 Mil | — |
US DOLLAR | 11.72 | 30.6 Mil | Cash and Equivalents |
United States Treasury Bills 0% | 3.16 | 8.3 Mil | Government |
Cash Offset | 2.76 | 7.2 Mil | — |
US DOLLAR | 2.57 | 6.7 Mil | Cash and Equivalents |
CURRENCY CONTRACT - USD Purchased | 1.48 | 3.9 Mil | Derivative |
CURRENCY CONTRACT - USD Purchased | 1.48 | 3.9 Mil | Derivative |
Goldman Sachs FS Treasury Intms Instl | 1.28 | 3.4 Mil | Cash and Equivalents |
CURRENCY CONTRACT - EUR Purchased | 1.21 | 3.2 Mil | Derivative |