Morningstar

AQR Managed Futures Strategy HV Fund Class R6 QMHRX

Morningstar Medalist Rating
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Medalist Rating as of See AQR Investment Hub
  • NAV / 1-Day Return $12.28  /  −0.08 %
  • Fund Size $2.2B
  • Adjusted Expense Ratio 1.570%
  • Net Expense Ratio 4.250%
  • Fee Level: Distribution High
  • Share Class Type Retirement, Large
  • Morningstar Category Systematic Trend
  • Alternative Style Box (Funds) Negative/High
  • Minimum Initial Investment $50M
  • Investment Status Open
  • TTM Yield 1.28%
  • Turnover Ratio 455%
NAV and 1-Day Return as of

Morningstar’s Analysis QMHRX

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

  • People Pillar

    The People Pillar is our evaluation of the QMHRX 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 QMHRX’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 QMHRX

More QMHRX Holdings
  • Current Portfolio Date
  • Equity Holdings —
  • Bond Holdings —
  • Other Holdings —
  • % Assets in Top 10 Holdings 5.2
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

US DOLLAR

26.80 543M
Cash and Equivalents

Ois Tonar /1.5% Jpy1228

22.47 456M
—

Ois Tonar /1.5% Jpy1228

22.46 455M
—

Ois Tonar /1.5% Jpy0928

20.57 417M
—

Ois Tonar /1.5% Jpy0928

20.54 417M
—

Ubs Relationship Fds

18.59 377M
—

Ois Repo_C/3% Cad0928

13.48 273M
—

Ois Sofr /4% Usd0928

13.48 273M
—

Ois Sofr /4% Usd0928

13.48 273M
—

Ois Repo_C/3% Cad0928

13.41 272M
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