Stability amid core leaders of a collaborative and well-resourced team merit an upgrade to the People rating for AQR Managed Futures Strategy High Volatility. The approach has continued to evolve in directions that bring greater breadth to the offering.
AQR Managed Futures Strategy HV I QMHIX
- NAV / 1-Day Return 9.03 / +0.33 %
- Total Assets 201.5 Mil
-
Adj. Expense Ratio
- Expense Ratio 1.680%
- Distribution Fee Level Above Average
- Share Class Type Institutional
- Category Systematic Trend
- Alt Style Correlation / Relative Volatility Negative/High
- Min. Initial Investment 5.0 Mil
- Status Open
- TTM Yield 6.92%
- Turnover —
USD | NAV as of Mar 28, 2024 | 1-Day Return as of Mar 28, 2024, 11:30 PM GMT+0
Morningstar’s Analysis QMHIX
Will QMHIX outperform in future?
Get our overall rating based on a fundamental assessment of the pillars below.
People Pillar
Parent Pillar
- Current Portfolio Date
- Equity Holdings —
- Bond Holdings —
- Other Holdings —
- % Assets in Top 10 Holdings 30.8
Top 10 Holdings
|
% Portfolio Weight
|
Market Value USD
|
Sector
|
---|---|---|---|
Ubs Relationship Fds | 18.76 | 36.5 Mil | — |
Limited Purpose Cash Investment | 13.70 | 26.6 Mil | — |
Goldman Sachs Var 12/99 | 9.60 | 18.7 Mil | Cash and Equivalents |
CURRENCY CONTRACT - USD Purchased | 9.13 | 17.8 Mil | Derivative |
CURRENCY CONTRACT - USD Purchased | 9.13 | 17.8 Mil | Derivative |
United States Treasury Bills 0% | 7.64 | 14.9 Mil | Government |
United States Treasury Bills 0% | 6.60 | 12.8 Mil | Government |
US DOLLAR | 6.50 | 12.6 Mil | Cash and Equivalents |
United States Treasury Bills 0% | 6.00 | 11.7 Mil | Government |
CURRENCY CONTRACT - JPY Purchased | 5.71 | 11.1 Mil | Derivative |