Morningstar

AQR Managed Futures Strategy Fund Class R6 AQMRX

Morningstar Medalist Rating
Unlock
Medalist Rating as of See AQR Investment Hub
  • NAV / 1-Day Return$10.78  /  +0.94%
  • Fund Size$3.6B
  • Adjusted Expense Ratio1.170%
  • Net Expense Ratio3.000%
  • Fee Level: DistributionBelow Average
  • Share Class TypeRetirement, Large
  • Morningstar CategorySystematic Trend
  • Alternative Style Box (Funds)Negative/High
  • Minimum Initial Investment$50M
  • Investment StatusOpen
  • TTM Yield1.92%
  • Turnover Ratio412%
NAV and 1-Day Return as of

Morningstar’s Analysis AQMRX

Will AQMRX 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 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.

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

Unlock our full analysis with Morningstar Investor

Portfolio Holdings AQMRX

More AQMRX 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
—

Sponsor Center

Site Index
United States Flag United States

© Copyright 2026 Morningstar, Inc. All rights reserved. Dow Jones Industrial Average, S&P 500, Nasdaq, and Morningstar Index (Market Barometer) quotes are real-time.