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Morningstar

AQR Managed Futures Strategy R6 AQMRX

Morningstar Medalist Rating
Medalist Rating as of | See AQR Investment Hub
  • NAV / 1-Day Return 9.28  /  −0.32 %
  • Total Assets 1.6 Bil
  • Adj. Expense Ratio
    1.160%
  • Expense Ratio 1.180%
  • Distribution Fee Level Low
  • Share Class Type Retirement, Large
  • Category Systematic Trend
  • Alt Style Correlation / Relative Volatility Negative/High
  • Min. Initial Investment 50.0 Mil
  • Status Open
  • TTM Yield 7.62%
  • Turnover —

USD | NAV as of Apr 23, 2024 | 1-Day Return as of Apr 23, 2024, 10:09 PM GMT+0

Morningstar’s Analysis AQMRX

Will AQMRX outperform in 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.

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.

by Karen Zaya
Rated on Published on

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Portfolio Holdings AQMRX

More AQMRX Holdings
  • Current Portfolio Date
  • Equity Holdings —
  • Bond Holdings —
  • Other Holdings —
  • % Assets in Top 10 Holdings —
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