AQR Multi-Asset cleverly blends the firm’s unique factor-based systematic investing profile with traditional market exposure in this risk parity strategy. It retains Above Average People and Process pillar ratings.
AQR Multi-Asset I AQRIX
- NAV / 1-Day Return 10.19 / −0.39 %
- Total Assets 366.0 Mil
-
Adj. Expense Ratio
- Expense Ratio 1.010%
- Distribution Fee Level Low
- Share Class Type Institutional
- Category Tactical Allocation
- Investment Style Large Blend
- Credit Quality / Interest Rate Sensitivity —
- Status Open
- TTM Yield 2.23%
- Turnover 125%
USD | NAV as of Apr 24, 2024 | 1-Day Return as of Apr 24, 2024, 10:14 PM GMT+0
Morningstar’s Analysis AQRIX
Will AQRIX 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 —
Top 10 Holdings
|
% Portfolio Weight
|
Market Value USD
|
Sector
|
---|---|---|---|
Limited Purpose Cash Investment | 13.91 | 41.1 Mil | — |
Aqr Mf Cayman Blocker | 9.16 | 27.1 Mil | — |
US DOLLAR | 2.54 | 7.5 Mil | Cash and Equivalents |
United States Treasury Bills 0% | 2.51 | 7.4 Mil | Government |
Germany (Federal Republic Of) 0.5% | 2.21 | 6.5 Mil | Government |
CURRENCY CONTRACT - USD Purchased | 1.68 | 5.0 Mil | Derivative |
France (Republic Of) 1.85% | 1.68 | 5.0 Mil | Government |
United States Treasury Bills 0% | 1.58 | 4.7 Mil | Government |
CURRENCY CONTRACT - USD Purchased | 1.53 | 4.5 Mil | Derivative |
CURRENCY CONTRACT - USD Purchased | 1.52 | 4.5 Mil | Derivative |