Morningstar

AQR Managed Futures Strategy HV Fund Class I QMHIX

Morningstar Medalist Rating
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Medalist Rating as of See AQR Investment Hub
  • NAV / 1-Day Return$11.24  /  +1.26%
  • Fund Size$2.2B
  • Adjusted Expense Ratio1.710%
  • Net Expense Ratio4.350%
  • Fee Level: DistributionAbove Average
  • Share Class TypeInstitutional
  • Morningstar CategorySystematic Trend
  • Alternative Style Box (Funds)Negative/High
  • Minimum Initial Investment$5M
  • Investment StatusOpen
  • TTM Yield1.31%
  • Turnover Ratio455%
NAV and 1-Day Return as of

Morningstar’s Analysis QMHIX

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

  • People Pillar

    The People Pillar is our evaluation of the QMHIX 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 QMHIX’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 HV 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

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Portfolio Holdings QMHIX

More QMHIX Holdings
  • Current Portfolio Date
  • Equity Holdings—
  • Bond Holdings—
  • Other Holdings—
  • % Assets in Top 10 Holdings5.2
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

US DOLLAR

26.80543M
Cash and Equivalents

Ois Tonar /1.5% Jpy1228

22.47456M
—

Ois Tonar /1.5% Jpy1228

22.46455M
—

Ois Tonar /1.5% Jpy0928

20.57417M
—

Ois Tonar /1.5% Jpy0928

20.54417M
—

Ubs Relationship Fds

18.59377M
—

Ois Repo_C/3% Cad0928

13.48273M
—

Ois Sofr /4% Usd0928

13.48273M
—

Ois Sofr /4% Usd0928

13.48273M
—

Ois Repo_C/3% Cad0928

13.41272M
—

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