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Name

As of 04/23/2024

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 Diversifying Strategies Fund

QDSIX | Fund

$12.56

$395 M

0.00%

2.38%

Vitals

YTD Return

11.9%

1 yr return

8.6%

3 Yr Avg Return

3.9%

5 Yr Avg Return

N/A

Net Assets

$395 M

Holdings in Top 10

100.0%

52 WEEK LOW AND HIGH

$12.5
N/A
N/A

Expenses

OPERATING FEES

Expense Ratio 2.38%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover N/A

Redemption Fee N/A

Min Investment

Standard (Taxable)

N/A

IRA

N/A

Fund Classification

Fund Type

Open End Mutual Fund

Name

As of 04/23/2024

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 Diversifying Strategies Fund

QDSIX | Fund

$12.56

$395 M

0.00%

2.38%

QDSIX - Profile

Distributions

  • YTD Total Return 11.9%
  • 3 Yr Annualized Total Return 3.9%
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency N/A
  • Net Income Ratio N/A
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Annual

Fund Details

  • Legal Name
    AQR Diversifying Strategies Fund
  • Fund Family Name
    AQR Funds
  • Inception Date
    Jun 08, 2020
  • Shares Outstanding
    N/A
  • Share Class
    I
  • Currency
    USD
  • Domiciled Country
    US

Fund Description

The Fund pursues its investment objective by investing in a portfolio of mutual funds that are each managed by the Adviser (the “Affiliated Funds”). Through its investments in the Affiliated Funds, the Fund will have exposure across global markets, including developed and emerging markets, and across several asset classes, including equities, fixed-income, commodities and currencies. The Affiliated Funds take long and short positions in a wide range of securities, derivatives and other instruments.The Fund seeks to provide investors with:1) reduced correlation to stock and bond market movements, and2) multiple alternative return sources that are independent from traditional stock and bond markets.Under normal circumstances, the Fund primarily invests its assets in the Affiliated Funds. The Fund does not implement its principal investment strategy by investing directly in stocks, bonds, derivative instruments or other types of securities and instruments, but instead gains exposure to these types of investments through its investments in the Affiliated Funds. The securities and other instruments in which the Affiliated Funds invest include equity securities, debt securities of any quality or maturity (including high-yield debt (e.g., below investment grade or “junk: debt) and inflation-protected securities, such as TIPS), convertible securities, options, swaps (including credit default swaps), futures contracts and forward contracts.Investments in the Affiliated Funds. Allocation to the Affiliated Funds is designed to provide exposure to two different categories of alternative strategies:•Active Multi-Asset Strategies – these types of strategies seek to provide tactical and risk-managed allocations among major asset classes (e.g., equities, bonds, currencies) across global markets. These strategies are expected to have some correlation to traditional asset classes over the long term.•Absolute Return Strategies – these types of strategies seek to capture returns from both well-established investment styles (e.g., value and momentum) and certain strategies may also provide exposure to less accessible types of returns (e.g., merger and convertible arbitrage). These strategies tend to be uncorrelated to traditional asset classes over the long term. Absolute Return Strategies include exposure to:○Long/short strategies - taking long (or short) positions in investments deemed attractive (or unattractive) on a relative basis.○Directional strategies – taking long (or short) positions in investments deemed attractive (or unattractive) on an absolute basis.○Arbitrage strategies – these strategies include exposure to merger arbitrage, convertible arbitrage and other event-driven strategies.The Adviser may allocate the Fund’s assets to individual Affiliated Funds at its discretion where the Adviser deems it appropriate and in accordance with the Fund’s investment objective.Asset Allocation Investment Process. The Adviser determines how the Fund allocates and reallocates its assets among the Affiliated Funds in accordance with its proprietary allocation methodology that is designed to provide the Fund with exposure to a diversified set of alternative strategies over time. The Adviser will periodically review the investment strategies of the underlying Affiliated Funds and has discretion to modify these allocations, including adding or removing underlying Affiliated Funds, or rebalancing existing allocations, in accordance with a frequency it deems appropriate based upon current market conditions.Additional InformationWhile the Fund does not target any particular level of volatility, the Adviser, on average, expects that, through its investments in the Affiliated Funds, the Fund will realize an annualized volatility level of between 4% and 10% over time; however, the actual realized volatility level of the Fund may differ from this expected range over certain periods of time. Volatility is a statistical measurement of the dispersion of returns of a security or fund or index, as measured by the annualized standard deviation of its returns. Higher volatility generally indicates higher risk.A portion of the Fund’s assets will be held in cash or cash equivalents including, but not limited to, money market instruments and/or U.S. treasury bills.
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QDSIX - Performance

Return Ranking - Trailing

Period QDSIX Return Category Return Low Category Return High Rank in Category (%)
YTD 11.9% N/A N/A N/A
1 Yr 8.6% N/A N/A N/A
3 Yr 3.9%* N/A N/A N/A
5 Yr N/A* N/A N/A N/A
10 Yr N/A* N/A N/A N/A

* Annualized

Return Ranking - Calendar

Period QDSIX Return Category Return Low Category Return High Rank in Category (%)
2023 -2.2% N/A N/A N/A
2022 6.0% N/A N/A N/A
2021 4.3% N/A N/A N/A
2020 N/A N/A N/A N/A
2019 N/A N/A N/A N/A

Total Return Ranking - Trailing

Period QDSIX Return Category Return Low Category Return High Rank in Category (%)
YTD 11.9% N/A N/A N/A
1 Yr 8.6% N/A N/A N/A
3 Yr 3.9%* N/A N/A N/A
5 Yr N/A* N/A N/A N/A
10 Yr N/A* N/A N/A N/A

* Annualized

Total Return Ranking - Calendar

Period QDSIX Return Category Return Low Category Return High Rank in Category (%)
2023 -2.2% N/A N/A N/A
2022 6.0% N/A N/A N/A
2021 4.3% N/A N/A N/A
2020 N/A N/A N/A N/A
2019 N/A N/A N/A N/A

NAV & Total Return History

QDSIX - Holdings

Concentration Analysis

QDSIX Category Low Category High QDSIX % Rank
Net Assets 395 M N/A N/A N/A
Number of Holdings 7 N/A N/A N/A
Net Assets in Top 10 451 M N/A N/A N/A
Weighting of Top 10 100.01% N/A N/A N/A

Top 10 Holdings

  1. AQR Multi-Asset Fund, Class R6 30.16%
  2. AQR Equity Market Neutral Fund, Class R6 19.02%
  3. AQR Style Premia Alternative Fund, Class R6 18.15%
  4. AQR Macro Opportunities Fund, Class R6 12.46%
  5. AQR Managed Futures Strategy HV Fund, Class R6 11.48%
  6. AQR Diversified Arbitrage Fund, Class R6 6.70%
  7. Limited Purpose Cash Investment Fund 2.04%

Asset Allocation

Weighting Return Low Return High QDSIX % Rank
Cash 		2.04% N/A N/A N/A
Stocks 		0.00% N/A N/A N/A
Preferred Stocks 		0.00% N/A N/A N/A
Other 		0.00% N/A N/A N/A
Convertible Bonds 		0.00% N/A N/A N/A
Bonds 		0.00% N/A N/A N/A

QDSIX - Expenses

Operational Fees

QDSIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 2.38% N/A N/A N/A
Management Fee 0.00% N/A N/A N/A
12b-1 Fee N/A N/A N/A N/A
Administrative Fee N/A N/A N/A N/A

Sales Fees

QDSIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A N/A N/A N/A
Deferred Load N/A N/A N/A N/A

Trading Fees

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

QDSIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover N/A N/A N/A N/A

QDSIX - Distributions

Dividend Yield Analysis

QDSIX Category Low Category High QDSIX % Rank
Dividend Yield 0.00% N/A N/A N/A

Dividend Distribution Analysis

QDSIX Category Low Category High Category Mod
Dividend Distribution Frequency Annual

Net Income Ratio Analysis

QDSIX Category Low Category High QDSIX % Rank
Net Income Ratio N/A N/A N/A N/A

Capital Gain Distribution Analysis

QDSIX Category Low Category High Capital Mode
Capital Gain Distribution Frequency

Distributions History

View More +

QDSIX - Fund Manager Analysis

Tenure Analysis

Category Low Category High Category Average Category Mode
N/A N/A N/A N/A

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