Nasdaq - Delayed Quote • USD
AQR Multi-Asset Fund (AQRIX)
At close: 8:01 PM EDT
Fund Summary
The adviser allocates the fund's assets among major asset classes. It will generally have some level of investment in the majority of asset classes and Instruments but there is no stated limit on the percentage of assets the fund can invest in a particular Instrument or the percentage of assets the adviser will allocate to any one asset class, and at times the adviser may focus on a small number of Instruments or asset classes. It is non-diversified.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 21.05% |
| Worst 1Y Total Return | -- |
| Number of Years Up | 10 |
| Number of Years Down | 3 |
Performance & Risk
| YTD Return | 6.37% |
| 5y Average Return | 6.42% |
| Rank in Category (ytd) | 20 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.84 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| AQRIX | Category Average | AQRIX | Category Average | AQRIX | Category Average | |
| Alpha | 3.74 | -0.02 | 1.36 | -0.01 | 0.7 | -0.02 |
| BETA | 0.84 | 0.01 | 0.78 | 0.01 | 0.81 | 0.01 |
| Mean Annual Return | 0.59 | 0.01 | 0.61 | 0.01 | 0.5 | 0 |
| R-squared | 83.29 | 0.76 | 80.88 | 0.73 | 71.1 | 0.73 |
| Standard Deviation | 11.39 | 0.13 | 10.7 | 0.11 | 9.52 | 0.09 |
| Sharpe Ratio | 0.36 | 0.01 | 0.48 | 0.01 | 0.48 | 0.01 |
| Treynor Ratio | 4.31 | 0.08 | 6.12 | 0.08 | 5.24 | 0.06 |
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