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AQR Managed Futures Strategy HV I QMHIX

Medalist Rating as of | See AQR Investment Hub
  • NAV / 1-Day Return 9.03  /  +0.33 %
  • Total Assets 201.5 Mil
  • Adj. Expense Ratio
    1.670%
  • 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.

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 AQR Managed Futures Strategy High Volatility. The approach has continued to evolve in directions that bring greater breadth to the offering.

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Portfolio Holdings QMHIX

  • 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