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    AQR Managed Futures Strategy I (AQMIX)

    11.54 Up 0.05(0.44%) Mar 31
    Prev Close:11.54
    YTD Return*:3.95%
    Net Assets*:7.64B
    Yield*:4.14%

    * As of 28-Feb-15

    Quotes delayed, except where indicated otherwise. Currency in USD.

    Headlines

    ยป More Headlines for AQMIX

    Top Holdings

    Symbol% AssetsYTD Return %
    Euro SCHATZ Future Mar158.85N/A
    3mo Euro 12/19/20164.94N/A
    Three Month 09/19/20164.89N/A
    Three Month 06/13/20164.64N/A
    2 Year US Treasury Note Future June154.09N/A

    Fund Basics

    Morningstar Overall Rating:
    Total Assets:7.64B
    Category:Managed Futures
    Annual Report Expense Ratio (net):1.23%

    Performance & Risk

    YTD Return:3.95%
    5y Avg Return:5.79%
    Rank in Category (ytd):47
    % Rank in Category (ytd):26.7%
    Beta (3y):0.86
    Morningstar Risk Rating:4

    Fund Summary

    The investment seeks positive absolute returns. The fund invests primarily in a portfolio of futures contracts, futures-related instruments and swaps. It invests in futures contracts, futures-related instruments and swaps, including, but not limited to, global developed and emerging market equity index futures, swaps on equity index futures and equity swaps, global developed and emerging market currency forwards, commodity futures and swaps, global developed fixed income futures and bond futures and swaps, either by investing directly in those Instruments, or indirectly by investing in the Subsidiary that invests in those Instruments. It is non-diversified. View More
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