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AQR Multi-Asset N AQRNX

Medalist Rating as of | See AQR Investment Hub
  • NAV / 1-Day Return 10.08  /  −0.79 %
  • Total Assets 356.8 Mil
  • Adj. Expense Ratio
    1.060%
  • Expense Ratio 1.260%
  • Distribution Fee Level Below Average
  • Share Class Type No Load
  • Category Tactical Allocation
  • Investment Style Large Value
  • Credit Quality / Interest Rate Sensitivity
  • Status Open
  • TTM Yield 2.02%
  • Turnover 125%

USD | NAV as of Apr 16, 2024 | 1-Day Return as of Apr 16, 2024, 10:11 PM GMT+0

Morningstar’s Analysis AQRNX

Will AQRNX outperform in future?

Get our overall rating based on a fundamental assessment of the pillars below.

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.

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Portfolio Holdings AQRNX

  • Current Portfolio Date
  • Equity Holdings
  • Bond Holdings
  • Other Holdings
  • % Assets in Top 10 Holdings 34.3
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

Limited Purpose Cash Investment

13.91 41.1 Mil

Aqr Mf Cayman Blocker

9.16 27.1 Mil

US DOLLAR

2.54 7.5 Mil
Cash and Equivalents

United States Treasury Bills 0%

2.51 7.4 Mil
Government

Germany (Federal Republic Of) 0.5%

2.21 6.5 Mil
Government

CURRENCY CONTRACT - USD Purchased

1.68 5.0 Mil
Derivative

France (Republic Of) 1.85%

1.68 5.0 Mil
Government

United States Treasury Bills 0%

1.58 4.7 Mil
Government

CURRENCY CONTRACT - USD Purchased

1.53 4.5 Mil
Derivative

CURRENCY CONTRACT - USD Purchased

1.52 4.5 Mil
Derivative