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Trending ETFs

Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$10.23

$1.43 B

4.92%

$0.50

1.25%

Vitals

YTD Return

40.9%

1 yr return

20.2%

3 Yr Avg Return

7.9%

5 Yr Avg Return

3.6%

Net Assets

$1.43 B

Holdings in Top 10

97.4%

52 WEEK LOW AND HIGH

$10.3
$7.21
$10.35

Expenses

OPERATING FEES

Expense Ratio 1.25%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 0.00%

Redemption Fee N/A


Min Investment

Standard (Taxable)

$5,000,000

IRA

N/A


Fund Classification

Fund Type

Open End Mutual Fund

Investment Style

Systematic Trend


Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$10.23

$1.43 B

4.92%

$0.50

1.25%

AQMIX - Profile

Distributions

  • YTD Total Return 40.9%
  • 3 Yr Annualized Total Return 7.9%
  • 5 Yr Annualized Total Return 3.6%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio -1.18%
DIVIDENDS
  • Dividend Yield 4.9%
  • Dividend Distribution Frequency Annually

Fund Details

  • Legal Name
    AQR Managed Futures Strategy Fund
  • Fund Family Name
    AQR Funds
  • Inception Date
    Jan 06, 2010
  • Shares Outstanding
    N/A
  • Share Class
    Inst
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    John Liew

AQMIX - Performance

Return Ranking - Trailing

Period AQMIX Return Category Return Low Category Return High Rank in Category (%)
YTD 40.9% -7.4% 14.6% 81.91%
1 Yr 20.2% -16.1% 36.5% 75.27%
3 Yr 7.9%* -7.9% 13.3% 76.40%
5 Yr 3.6%* -5.3% 10.0% 91.57%
10 Yr 2.4%* -2.4% 4.3% 50.00%

* Annualized

Return Ranking - Calendar

Period AQMIX Return Category Return Low Category Return High Rank in Category (%)
2021 -7.5% -16.4% 12.9% 77.42%
2020 -5.5% -9.3% 17.5% 43.48%
2019 -1.2% -25.8% 2.2% 55.81%
2018 -8.9% -5.1% 21.0% 77.63%
2017 -1.0% -20.3% 4.6% 71.83%

Total Return Ranking - Trailing

Period AQMIX Return Category Return Low Category Return High Rank in Category (%)
YTD 40.9% -7.4% 14.6% 81.91%
1 Yr 20.2% -20.3% 36.5% 69.89%
3 Yr 7.9%* -9.0% 11.1% 70.79%
5 Yr 3.6%* -5.7% 8.7% 90.36%
10 Yr 2.4%* -2.4% 4.3% 50.00%

* Annualized

Total Return Ranking - Calendar

Period AQMIX Return Category Return Low Category Return High Rank in Category (%)
2021 -7.5% -16.4% 12.9% 77.42%
2020 -5.5% -9.3% 17.5% 43.48%
2019 -1.2% -20.3% 2.5% 60.47%
2018 -8.9% -5.1% 21.0% 81.58%
2017 -1.0% -20.3% 6.7% 76.06%

NAV & Total Return History


AQMIX - Holdings

Concentration Analysis

AQMIX Category Low Category High AQMIX % Rank
Net Assets 1.43 B 2.12 M 1.74 B 1.06%
Number of Holdings 4013 3 876 29.79%
Net Assets in Top 10 1.44 B -100 M 2.04 B 1.06%
Weighting of Top 10 97.40% 20.3% 94.0% 8.03%

Top 10 Holdings

  1. 2 Year Treasury Note Future Sept 20 114.39%
  2. 2 Year Treasury Note Future Sept 20 114.39%
  3. 2 Year Treasury Note Future Sept 20 114.39%
  4. 2 Year Treasury Note Future Sept 20 114.39%
  5. 2 Year Treasury Note Future Sept 20 114.39%
  6. 2 Year Treasury Note Future Sept 20 114.39%
  7. 2 Year Treasury Note Future Sept 20 114.39%
  8. 2 Year Treasury Note Future Sept 20 114.39%
  9. 2 Year Treasury Note Future Sept 20 114.39%
  10. 2 Year Treasury Note Future Sept 20 114.39%

Asset Allocation

Weighting Return Low Return High AQMIX % Rank
Bonds
64.37% -50.36% 717.59% 10.64%
Other
38.75% 0.00% 58.63% 17.02%
Preferred Stocks
0.00% 0.00% 0.13% 86.17%
Convertible Bonds
0.00% 0.00% 2.27% 87.23%
Cash
-1.00% -687.11% 117.03% 88.30%
Stocks
-2.11% -1.78% 72.26% 32.98%

Bond Sector Breakdown

Weighting Return Low Return High AQMIX % Rank
Derivative
80.89% 0.00% 63.99% 8.51%
Government
18.29% 0.00% 82.10% 36.17%
Cash & Equivalents
0.82% 1.07% 100.00% 85.11%
Securitized
0.00% 0.00% 64.73% 87.23%
Corporate
0.00% 0.00% 31.20% 87.23%
Municipal
0.00% 0.00% 6.83% 84.04%

Bond Geographic Breakdown

Weighting Return Low Return High AQMIX % Rank
US
62.95% -169.44% 233.08% 50.00%
Non US
1.42% -77.11% 655.95% 10.64%

AQMIX - Expenses

Operational Fees

AQMIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 1.25% 0.75% 12.88% 93.55%
Management Fee 1.05% 0.65% 2.99% 38.30%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.09% 0.45% N/A

Sales Fees

AQMIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 3.50% 5.75% N/A
Deferred Load N/A 1.00% 5.00% N/A

Trading Fees

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

AQMIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 0.00% 0.00% 198.00% 28.57%

AQMIX - Distributions

Dividend Yield Analysis

AQMIX Category Low Category High AQMIX % Rank
Dividend Yield 4.92% 0.00% 0.00% 84.04%

Dividend Distribution Analysis

AQMIX Category Low Category High Category Mod
Dividend Distribution Frequency Annually Annually Quarterly Annually

Net Income Ratio Analysis

AQMIX Category Low Category High AQMIX % Rank
Net Income Ratio -1.18% -3.14% 1.55% 47.31%

Capital Gain Distribution Analysis

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

Dividend Payout History

View More +

AQMIX - Fund Manager Analysis

Managers

John Liew


Start Date

Tenure

Tenure Rank

Jan 06, 2010

12.41

12.4%

Dr. Liew is a Founder and the head of the Global Asset Allocation team at of AQR, overseeing the research, portfolio management and trading associated with that strategy. Prior to AQR, he worked at Goldman, Sachs & Co. as a portfolio manager in the Asset Management Division where he developed and managed quantitative trading strategies. Dr. Liew began his career at Trout Trading, developing quantitative market-neutral stock-selection strategies. Dr Liew has published articles in The Journal of Portfolio Management and Financial Analysts Journal, and has received the Bernstein Fabozzi/Jacobs Levy award and the Graham and Dodd award for his articles. Dr. Liew is a member of the University of Chicago’s Board of Trustees and sits on the university’s investment committee. Dr Liew earned a B.A. in economics, an M.B.A. and a Ph.D. in finance from Chicago.

Yao Ooi


Start Date

Tenure

Tenure Rank

Jan 06, 2010

12.41

12.4%

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.

Clifford Asness


Start Date

Tenure

Tenure Rank

Jan 06, 2010

12.41

12.4%

Dr. Asness is a Founder, Managing Principal and Chief Investment Officer at AQR Capital Management. He is an research notable for its relevance and enduring value to investment professionals. Prior to co-founding AQR Capital Management, he was a Managing Director and Director of Quantitative Research for the Asset Management Division of Goldman, Sachs & Co. Dr. Asness is on the editorial board of The Journal of Portfolio Management, the governing board of the Courant Institute of Mathematical Finance at NYU, the Board of Directors of the Q-Group.

Erik Stamelos


Start Date

Tenure

Tenure Rank

Jan 01, 2022

0.41

0.4%

Ashwin Thapar


Start Date

Tenure

Tenure Rank

Jan 01, 2022

0.41

0.4%

Ashwin Thapar is a Principal and senior member of the Research and Portfolio Management team at AQR Capital Management. In his role, he co-heads research and portfolio management efforts on AQR’s macro and multi-strategy funds, including the firm’s Managed Futures, Global Macro, Alternative Risk Premia and Multi-Strategy products. Ashwin has published research on topics including currency hedging, deep value and alternative risk premia investing and is a frequent conference presenter on these topics. Ashwin earned a B.Sc. in finance and a B.A. in mathematics from the University of Pennsylvania, graduating summa cum laude in both fields.

Jordan Brooks


Start Date

Tenure

Tenure Rank

Mar 01, 2022

0.25

0.3%

Jordan Brooks is a Principal at AQR Capital Management, where he is the Co-Head of the Macro Strategies Group. In this role, he oversees equity index, fixed income, currency, and risk parity research, and is a portfolio manager for the firm’s risk parity, global macro, and multi-strategy portfolios. Jordan is also a Lecturer in Management at Yale University and an Adjunct Professor of Finance at New York University. He has published numerous articles on fixed income, global macro, and the intersection of asset pricing and macroeconomics. Prior to joining AQR, Jordan was a teaching fellow in the economics department at New York University, and a dissertation intern in the division of monetary affairs at the Federal Reserve Board of Governors and in the capital markets group at the Federal Reserve Bank of New York. Jordan earned a B.A. in economics and mathematics from Boston College, and an M.A. and Ph.D., both in economics, from New York University.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.16 14.09 5.41 5.06