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Morningstar

AQR Multi-Asset I AQRIX

Morningstar Medalist Rating
Medalist Rating as of | See AQR Investment Hub
  • NAV / 1-Day Return 9.58  /  0.52 %
  • Total Assets 267.4 Mil
  • Adj. Expense Ratio
    0.810%
  • Expense Ratio 1.010%
  • Distribution Fee Level Low
  • Share Class Type Institutional
  • Category Tactical Allocation
  • Investment Style Large Value
  • Credit Quality / Interest Rate Sensitivity —
  • Status Open
  • TTM Yield 6.61%
  • Turnover 179%

USD | NAV as of Nov 29, 2023 | 1-Day Return as of Nov 29, 2023, 12:14 AM GMT+0

Morningstar’s Analysis AQRIX

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

People Pillar

The People Pillar is our evaluation of the AQRIX 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 AQRIX’s parent organization’s priorities and whether they’re in line with investors’ interests.

Tactical allocation of risk parity.

Analyst Thomas De Fauw

Thomas De Fauw

Analyst

Summary

AQR Multi-Asset cleverly blends the firm’s unique factor-based systematic investing profile with traditional market exposure in this risk parity strategy. It retains Above Average People and Process pillar ratings.

by Thomas De Fauw
Rated on Published on

Unlock our full analysis with Morningstar Investor

Portfolio Holdings AQRIX

More AQRIX Holdings
  • Current Portfolio Date
  • Equity Holdings 670
  • Bond Holdings 45
  • Other Holdings 2149
  • % Assets in Top 10 Holdings 34.1
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

Limited Purpose Cash Investment

15.29
38,917,695
—

Aqr Mf Cayman Blocker

8.85
22,528,276
—

US DOLLAR

4.50
11,456,874
Cash and Equivalents

Cash Offset

3.23
8,211,228
—

United States Treasury Bills 0%

2.87
7,311,579
Government

Germany (Federal Republic Of) 0.5%

2.74
6,973,250
Government

United States Treasury Bills 0%

2.02
5,145,655
Government

Microsoft Corp

1.59
4,052,651
Technology

Apple Inc

1.59
4,038,501
Technology

United States Treasury Notes 0.13%

1.49
3,787,608
Government