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Name

As of 12/18/2020

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

AQR Volatility Risk Premium Fund

QVPRX | Fund

$9.93

$12.3 M

0.00%

$0.21

2.61%

Vitals

YTD Return

-4.3%

1 yr return

2.9%

3 Yr Avg Return

N/A

5 Yr Avg Return

N/A

Net Assets

$12.3 M

Holdings in Top 10

N/A

52 WEEK LOW AND HIGH

$9.9
$8.15
$10.57

Expenses

OPERATING FEES

Expense Ratio 2.61%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 103.00%

Redemption Fee N/A

Min Investment

Standard (Taxable)

$100,000

IRA

N/A

Fund Classification

Fund Type

Open End Mutual Fund

Name

As of 12/18/2020

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

AQR Volatility Risk Premium Fund

QVPRX | Fund

$9.93

$12.3 M

0.00%

$0.21

2.61%

QVPRX - Profile

Distributions

  • YTD Total Return -4.3%
  • 3 Yr Annualized Total Return N/A
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency N/A
  • Net Income Ratio 1.45%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Annually

Fund Details

  • Legal Name
    AQR Volatility Risk Premium Fund
  • Fund Family Name
    AQR Funds
  • Inception Date
    Nov 01, 2018
  • Shares Outstanding
    N/A
  • Share Class
    Retirement
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Ronen Israel

Fund Description

QVPRX - Performance

Return Ranking - Trailing

Period QVPRX Return Category Return Low Category Return High Rank in Category (%)
YTD -4.3% -32.4% 896.0% 78.67%
1 Yr 2.9% -23.1% 27.8% 71.68%
3 Yr N/A* -12.6% 16.9% N/A
5 Yr N/A* -6.3% 14.7% N/A
10 Yr N/A* -5.0% 13.3% N/A

* Annualized

Return Ranking - Calendar

Period QVPRX Return Category Return Low Category Return High Rank in Category (%)
2023 8.8% -28.6% 28.4% 64.77%
2022 N/A -93.5% 8.2% N/A
2021 N/A -38.9% 19.8% N/A
2020 N/A -10.9% 12.8% N/A
2019 N/A -31.0% 6.6% N/A

Total Return Ranking - Trailing

Period QVPRX Return Category Return Low Category Return High Rank in Category (%)
YTD -4.3% -32.4% 896.0% 78.67%
1 Yr 2.9% -23.1% 27.8% 67.26%
3 Yr N/A* -12.6% 16.9% N/A
5 Yr N/A* -6.3% 14.7% N/A
10 Yr N/A* -5.0% 13.3% N/A

* Annualized

Total Return Ranking - Calendar

Period QVPRX Return Category Return Low Category Return High Rank in Category (%)
2023 8.8% -5.9% 28.4% 65.34%
2022 N/A -30.9% 8.2% N/A
2021 N/A -23.4% 19.8% N/A
2020 N/A -10.9% 12.8% N/A
2019 N/A -31.0% 8.0% N/A

NAV & Total Return History

QVPRX - Holdings

Concentration Analysis

QVPRX Category Low Category High QVPRX % Rank
Net Assets 12.3 M 1.22 M 13.8 B 94.78%
Number of Holdings N/A 1 508 N/A
Net Assets in Top 10 N/A -2.94 M 4.48 B N/A
Weighting of Top 10 N/A 13.7% 100.0% N/A

Top 10 Holdings

Asset Allocation

Weighting Return Low Return High QVPRX % Rank
Stocks 		0.00% -1.69% 100.08% N/A
Preferred Stocks 		0.00% 0.00% 5.26% N/A
Other 		0.00% -5.49% 65.87% N/A
Convertible Bonds 		0.00% 0.00% 26.56% N/A
Cash 		0.00% -30.23% 100.11% N/A
Bonds 		0.00% 0.00% 97.01% N/A

QVPRX - Expenses

Operational Fees

QVPRX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 2.61% 0.20% 9.76% 14.35%
Management Fee 0.55% 0.00% 1.75% 14.92%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.03% 0.28% N/A

Sales Fees

QVPRX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 4.75% 5.75% N/A
Deferred Load N/A 1.00% 1.00% N/A

Trading Fees

QVPRX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 2.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

QVPRX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 103.00% 0.00% 456.80% 74.60%

QVPRX - Distributions

Dividend Yield Analysis

QVPRX Category Low Category High QVPRX % Rank
Dividend Yield 0.00% 0.00% 8.94% 93.57%

Dividend Distribution Analysis

QVPRX Category Low Category High Category Mod
Dividend Distribution Frequency Annually Annually Monthly Annually

Net Income Ratio Analysis

QVPRX Category Low Category High QVPRX % Rank
Net Income Ratio 1.45% -2.13% 14.24% 22.51%

Capital Gain Distribution Analysis

QVPRX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually

Distributions History

View More +

QVPRX - Fund Manager Analysis

Managers

Ronen Israel

Start Date

Tenure

Tenure Rank

Nov 01, 2018

2.08

2.1%

Ronen Israel, M.A., is a Principal of AQR Capital Management. Mr. Israel joined AQR Capital Management in 1999, is the Co-Head of Portfolio Management, Research, Risk and Trading and is a member of the firm’s Executive Committee. Prior to joining AQR, Ronen was a Senior Analyst at Quantitative Financial Strategies, Inc., a quantitative investment management firm, specializing in currencies and global macro strategies, with $2.5 billion under management. Before that, he worked as a management consultant, specializing in building out financial systems for financial services firms. Ronen received an MA in Mathematics, specializing in mathematical finance, from Columbia University, a BS in Economics from The Wharton School at the University of Pennsylvania and a BAS in Biomedical Science from the School of Engineering and Applied Science at the University of Pennsylvania.

Lars Nielsen

Start Date

Tenure

Tenure Rank

Jan 01, 2020

0.92

0.9%

Nielsen is a Principal of AQR Capital Management. Mr. Nielsen joined AQR in 2000 and currently serves as the co-head of portfolio management, research, risk and trading. He earned a B.Sc. and an M.Sc. in economics from the University of Copenhagen. Prior to joining the Adviser in 2000, he was an Analyst in the Quantitative Research Group of Danske Invest.

Yao Ooi

Start Date

Tenure

Tenure Rank

Jan 31, 2020

0.83

0.8%

Yao Hua Ooi is a Principal at AQR Capital Management, where he is the Head of our Macro and Multi-Strategy team. In this role, he leads the Research and Portfolio Management teams focused on AQR’s macro and multi-strategy funds, including the firm’s Managed Futures, Risk Parity, Alternative Risk Premia, Multi-Strategy, Multi-Asset and Global Macro products. His research has been published in the Journal of Financial Economics, the Journal of Portfolio Management, the Financial Analysts Journal and the Journal of Investment Management. He was named the 2013 Alternatives Fund Manager of the Year by Morningstar for his work on managed futures, and shared the 2013 Whitebox Prize for his work on time series momentum. Yao Hua earned a B.S. in economics and a B.S. in engineering from the Jerome Fisher Program in Management and Technology at the University of Pennsylvania, graduating summa cum laude.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.17 19.44 3.66 5.34

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