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Morningstar

AQR Multi-Asset N AQRNX

Morningstar Medalist Rating
Medalist Rating as of | See AQR Investment Hub
  • NAV / 1-Day Return 10.16  /  −0.97 %
  • Total Assets 359.5 Mil
  • Adj. Expense Ratio
    1.060%
  • Expense Ratio 1.260%
  • Distribution Fee Level Below Average
  • Share Class Type No Load
  • Category Tactical Allocation
  • Investment Style Large Value
  • Credit Quality / Interest Rate Sensitivity —
  • Status Open
  • TTM Yield 2.02%
  • Turnover 125%

USD | NAV as of Apr 15, 2024 | 1-Day Return as of Apr 15, 2024, 11:40 PM GMT+0

Morningstar’s Analysis AQRNX

Will AQRNX outperform in future?

Get our overall rating based on a fundamental assessment of the pillars below.

  • Process Pillar

    The Process Pillar is our assessment of how sensible, clearly defined, and repeatable AQRNX’s performance objective and investment process is for both security selection and portfolio construction.

  • People Pillar

    The People Pillar is our evaluation of the AQRNX management team’s experience and ability. We find that high-quality management teams deliver superior performance relative to their benchmarks and/or peers.

  • Parent Pillar

    The Parent Pillar is our rating of AQRNX’s parent organization’s priorities and whether they’re in line with investors’ interests.

Tactical allocation of risk parity.

Analyst Thomas De Fauw

Thomas De Fauw

Analyst

Summary

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.

by Thomas De Fauw
Rated on Published on

Unlock our full analysis with Morningstar Investor

Portfolio Holdings AQRNX

More AQRNX Holdings
  • Current Portfolio Date
  • Equity Holdings —
  • Bond Holdings —
  • Other Holdings —
  • % Assets in Top 10 Holdings 34.3
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