Morningstar

AQR Managed Futures Strategy Fund Class I AQMIX

Morningstar Medalist Rating
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Medalist Rating as of See AQR Investment Hub
  • NAV / 1-Day Return $11.31  /  +0.09 %
  • Fund Size $3.7B
  • Adjusted Expense Ratio 1.250%
  • Net Expense Ratio 3.070%
  • Fee Level: Distribution Low
  • Share Class Type Institutional
  • Morningstar Category Systematic Trend
  • Alternative Style Box (Funds) Negative/High
  • Minimum Initial Investment $5M
  • Investment Status Open
  • TTM Yield 1.79%
  • Turnover Ratio 412%
NAV and 1-Day Return as of

Morningstar’s Analysis AQMIX

Will AQMIX 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 AQMIX’s performance objective and investment process is for both security selection and portfolio construction.

  • People Pillar

    The People Pillar is our evaluation of the AQMIX 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 AQMIX’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 AQMIX

More AQMIX Holdings
  • Current Portfolio Date
  • Equity Holdings —
  • Bond Holdings —
  • Other Holdings —
  • % Assets in Top 10 Holdings 31.4
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

Ubs Relationship Fds

19.03 755M
—

US DOLLAR

18.78 745M
Cash and Equivalents

Ois Tonar /1.5% Jpy1228

18.34 728M
—

Ois Tonar /1.5% Jpy1228

18.33 727M
—

Ois Tonar /1.5% Jpy0928

12.53 497M
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Ois Tonar /1.5% Jpy0928

12.46 494M
—

Limited Purpose Cash Investment

12.23 485M
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Ois Sofr /4% Usd0928

10.21 405M
—

Ois Repo_C/3% Cad0928

9.61 381M
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Ois Repo_C/3% Cad0928

9.56 380M
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