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    AQR Managed Futures Strategy I (AQMIX)

    10.61 Up 0.01(0.09%) Jul 2
    Prev Close:10.60
    YTD Return*:4.89%
    Net Assets*:8.56B

    * As of 31-May-15

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

    Top Holdings

    Symbol% AssetsYTD Return %
    2 Year US Treasury Note Future June155.74N/A
    Euro SCHATZ Future June155.36N/A
    3mo Euro Fut Mar174.32N/A
    3mo Euro 12/19/20164.31N/A
    Three Month 09/19/20163.75N/A

    Fund Basics

    Morningstar Overall Rating:
    Total Assets:8.56B
    Category:Managed Futures
    Annual Report Expense Ratio (net):1.23%

    Performance & Risk

    YTD Return:4.89%
    5y Avg Return:5.61%
    Rank in Category (ytd):28
    % Rank in Category (ytd):15.82%
    Beta (3y):0.84
    Morningstar Risk Rating:4

    Fund Summary

    The investment seeks positive absolute returns. The fund allocates its assets among four major asset classes (commodities, currencies, fixed income and equities). Generally, it gains exposure to asset classes by investing in more than 100 futures contracts, futures-related instruments, forwards and swaps, including, but not limited to, equity index futures and equity swaps; bond futures and swaps; interest rate futures and swaps; commodity futures and swaps; and currency futures and forwards, either by investing directly in those Instruments, or indirectly by investing in the Subsidiary that invests in those Instruments. The fund is non-diversified. View More
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