Nasdaq - Delayed Quote USD

AQR Managed Futures Strategy Fund (AQMIX)

9.36 +0.06 (+0.65%)
At close: April 26 at 8:01 PM EDT

Performance Overview

Morningstar Return Rating --
YTD Return 14.43%
5y Average Return 9.07%
Number of Years Up 7
Number of Years Down 6
Best 1Y Total Return (Apr 26, 2024) 35.38%
Worst 1Y Total Return (Apr 26, 2024) --
Best 3Y Total Return 35.38%
Worst 3Y Total Return -6.16%

Trailing Returns (%) Vs. Benchmarks

Monthly Total Returns
AQMIX
Category
YTD
11.49%
6.19%
1-Month
3.99%
-1.44%
3-Month
11.49%
2.66%
1-Year
18.97%
11.75%
3-Year
13.84%
3.74%
5-Year
8.91%
0.99%
10-Year
4.27%
0.36%
Last Bull Market
-2.84%
-2.26%
Last Bear Market
11.41%
-6.61%

Annual Total Return (%) History

Year
AQMIX
Category
2024
--
--
2023
1.80%
--
2022
35.38%
--
2021
-1.06%
--
2020
-0.41%
2.83%
2019
1.93%
4.67%
2018
-8.88%
-5.78%
2017
-0.97%
3.05%

2016
-8.43%
-2.75%
2015
2.00%
-0.94%
2014
9.69%
9.07%
2013
9.40%
-0.95%
2012
2.99%
-7.39%
2011
-6.37%
-6.92%
2010
--
3.77%

Past Quarterly Returns

YearQ1Q2Q3Q4
2024 11.49% -- -- --
2023 -4.59% 6.62% 4.85% -4.55%
2022 18.32% 11.41% 6.90% -3.92%
2021 3.06% -1.61% -1.38% -1.06%
2020 3.25% -2.80% -2.52% 1.79%
2019 0.71% 1.53% 2.33% -2.59%
2018 -3.14% -2.57% 2.76% -6.03%
2017 -0.97% -4.66% 0.00% 4.89%
2016 0.39% 1.76% -2.60% -7.98%
2015 8.56% -8.32% 6.24% -3.54%

2014 -6.04% 0.90% 5.38% 9.79%
2013 2.97% 0.40% -1.48% 7.42%
2012 -0.73% 0.63% -0.63% 3.75%
2011 -2.62% -1.20% -0.10% -2.59%
2010 -1.11% 2.55% 4.89% --

Rank in Category (By Total Return)

YTD 20
1-Month 25
3-Month 20
1-Year 14
3-Year 10
5-Year 26

Load Adjusted Returns

1-Year 18.97%
3-Year 13.84%
5-Year 8.91%
10-Year 4.27%

Performance & Risk

YTD Return 14.43%
5y Average Return 9.07%
Rank in Category (ytd) 20
% Rank in Category (ytd) --
Beta (5Y Monthly) -0.46
Morningstar Risk Rating

Fund Overview

Category Systematic Trend
Fund Family AQR Funds
Net Assets 1.5B
YTD Return 11.49%
Yield 7.54%
Morningstar Rating
Inception Date Jan 06, 2010

Fund Summary

The adviser allocates the fund's assets among four major asset classes (commodities, currencies, fixed income and equities). It gains exposure to asset classes by investing in several hundred futures contracts, futures-related instruments, forwards and swaps, including, but not limited to, commodity futures, forwards and swaps; currencies, currency futures and forwards; equity index futures, equity swaps and volatility futures; bond futures and swaps; interest rate futures and swaps and credit default index swaps. The fund is non-diversified.

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