Morningstar

AQR Managed Futures Strategy Fund Class N AQMNX

Morningstar Medalist Rating
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Medalist Rating as of See AQR Investment Hub
  • NAV / 1-Day Return$10.45  /  −0.38%
  • Fund Size$3.6B
  • Adjusted Expense Ratio1.550%
  • Net Expense Ratio3.340%
  • Fee Level: DistributionAverage
  • Share Class TypeNo Load
  • Morningstar CategorySystematic Trend
  • Alternative Style Box (Funds)Negative/High
  • Minimum Initial Investment$2,500
  • Investment StatusOpen
  • TTM Yield1.70%
  • Turnover Ratio412%
NAV and 1-Day Return as of

Morningstar’s Analysis AQMNX

Will AQMNX outperform in the 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 AQMNX’s performance objective and investment process is for both security selection and portfolio construction.

  • People Pillar

    The People Pillar is our evaluation of the AQMNX 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 AQMNX’s parent organization’s priorities and whether they’re in line with investors’ interests.

A distinct take on trend following.

Senior Analyst David Reyna

David Reyna

Senior Analyst

Summary

AQR Managed Futures Strategy has delivered strong recent results and leans on a proficient team, but its increasingly complex design makes its behavior harder to predict.

by David Reyna
Rated on Published on

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Portfolio Holdings AQMNX

More AQMNX Holdings
  • Current Portfolio Date
  • Equity Holdings—
  • Bond Holdings—
  • Other Holdings—
  • % Assets in Top 10 Holdings31.4
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

Ubs Relationship Fds

19.03755M
—

US DOLLAR

18.78745M
Cash and Equivalents

Ois Tonar /1.5% Jpy1228

18.34728M
—

Ois Tonar /1.5% Jpy1228

18.33727M
—

Ois Tonar /1.5% Jpy0928

12.53497M
—

Ois Tonar /1.5% Jpy0928

12.46494M
—

Limited Purpose Cash Investment

12.23485M
—

Ois Sofr /4% Usd0928

10.21405M
—

Ois Repo_C/3% Cad0928

9.61381M
—

Ois Repo_C/3% Cad0928

9.56380M
—

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