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AQR Managed Futures Strategy I AQMIX

Medalist Rating as of | See AQR Investment Hub
  • NAV / 1-Day Return 8.76  /  −0.57 %
  • Total Assets 1.5 Bil
  • Adj. Expense Ratio
    1.260%
  • Expense Ratio 1.280%
  • Distribution Fee Level Low
  • Share Class Type Institutional
  • Category Systematic Trend
  • Alt Style Correlation / Relative Volatility Negative/High
  • Min. Initial Investment 5.0 Mil
  • Status Open
  • TTM Yield 8.46%
  • Turnover

USD | NAV as of Feb 28, 2024 | 1-Day Return as of Feb 28, 2024, 11:36 PM GMT+0

Morningstar’s Analysis AQMIX

Will AQMIX outperform in future?

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

Diversified markets and signals.

Senior Analyst Karen Zaya

Karen Zaya

Senior Analyst

Summary

Stability amid core leaders of a collaborative and well-resourced team merit an upgrade to the People rating for the different regional vehicles of AQR Managed Futures Strategy. The approach has continued to evolve in directions that bring greater breadth to the offering.

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Portfolio Holdings AQMIX

  • Current Portfolio Date
  • Equity Holdings
  • Bond Holdings
  • Other Holdings
  • % Assets in Top 10 Holdings 27.6
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

Ubs Relationship Fds

18.62 310.6 Mil

Limited Purpose Cash Investment

10.09 168.3 Mil

United States Treasury Bills 0%

9.26 154.5 Mil
Government

United States Treasury Bills 0%

8.25 137.5 Mil
Government

United States Treasury Bills 0%

8.16 136.2 Mil
Government

United States Treasury Bills 0%

7.10 118.4 Mil
Government

CURRENCY CONTRACT - USD Purchased

5.96 99.4 Mil
Derivative

CURRENCY CONTRACT - USD Purchased

5.96 99.4 Mil
Derivative

United States Treasury Bills 0%

5.83 97.2 Mil
Government

United States Treasury Bills 0%

5.63 94.0 Mil
Government