The Process Pillar is our assessment of how sensible, clearly defined, and repeatable AQMRX’s performance objective and investment process is for both security selection and portfolio construction.
People Pillar
The People Pillar is our evaluation of the AQMRX 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 AQMRX’s parent organization’s priorities and whether they’re in line with investors’ interests.
A distinct take on trend following.
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.