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Trending ETFs

Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$8.31

$952 M

10.81%

$0.90

1.61%

Vitals

YTD Return

18.2%

1 yr return

40.3%

3 Yr Avg Return

7.7%

5 Yr Avg Return

3.2%

Net Assets

$952 M

Holdings in Top 10

89.8%

52 WEEK LOW AND HIGH

$8.3
$6.95
$9.63

Expenses

OPERATING FEES

Expense Ratio 1.61%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 194.00%

Redemption Fee N/A


Min Investment

Standard (Taxable)

$5,000,000

IRA

N/A


Fund Classification

Fund Type

Open End Mutual Fund

Investment Style

Multistrategy


Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$8.31

$952 M

10.81%

$0.90

1.61%

QSPIX - Profile

Distributions

  • YTD Total Return 18.2%
  • 3 Yr Annualized Total Return 7.7%
  • 5 Yr Annualized Total Return 3.2%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio -1.38%
DIVIDENDS
  • Dividend Yield 10.8%
  • Dividend Distribution Frequency Annually

Fund Details

  • Legal Name
    AQR Style Premia Alternative Fund
  • Fund Family Name
    AQR Funds
  • Inception Date
    Oct 30, 2013
  • Shares Outstanding
    N/A
  • Share Class
    Inst
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Andrea Frazzini

QSPIX - Performance

Return Ranking - Trailing

Period QSPIX Return Category Return Low Category Return High Rank in Category (%)
YTD 18.2% -73.0% 19.4% 0.72%
1 Yr 40.3% -9.1% 86.9% 83.64%
3 Yr 7.7%* -9.5% 16.2% 99.60%
5 Yr 3.2%* -4.9% 14.4% 96.41%
10 Yr N/A* -0.9% 7.5% N/A

* Annualized

Return Ranking - Calendar

Period QSPIX Return Category Return Low Category Return High Rank in Category (%)
2021 10.5% -22.7% 305.1% 98.52%
2020 -22.0% -9.8% 27.3% 99.60%
2019 -9.6% -20.8% 10.9% 94.67%
2018 -13.2% -12.4% 29.4% 28.22%
2017 4.7% -10.5% 15.8% 75.92%

Total Return Ranking - Trailing

Period QSPIX Return Category Return Low Category Return High Rank in Category (%)
YTD 18.2% -73.0% 19.4% 0.72%
1 Yr 40.3% -13.4% 86.9% 81.09%
3 Yr 7.7%* -9.5% 16.2% 99.60%
5 Yr 3.2%* -5.3% 14.4% 96.41%
10 Yr N/A* -0.9% 7.5% N/A

* Annualized

Total Return Ranking - Calendar

Period QSPIX Return Category Return Low Category Return High Rank in Category (%)
2021 10.5% -22.7% 305.1% 98.52%
2020 -22.0% -9.8% 27.3% 99.60%
2019 -9.6% -20.8% 10.9% 94.22%
2018 -13.2% -8.4% 29.4% 49.50%
2017 4.7% -10.2% 18.0% 80.63%

NAV & Total Return History


QSPIX - Holdings

Concentration Analysis

QSPIX Category Low Category High QSPIX % Rank
Net Assets 952 M 1.5 M 5.01 B 18.45%
Number of Holdings 4845 4 4478 4.59%
Net Assets in Top 10 693 M -398 M 2.55 B 9.89%
Weighting of Top 10 89.79% 13.1% 100.0% 1.32%

Top 10 Holdings

  1. Ois Tonar /0% Jpy0324 157.48%
  2. Ois Tonar /0% Jpy0324 157.48%
  3. Ois Tonar /0% Jpy0324 157.48%
  4. Ois Tonar /0% Jpy0324 157.48%
  5. Ois Tonar /0% Jpy0324 157.48%
  6. Ois Tonar /0% Jpy0324 157.48%
  7. Ois Tonar /0% Jpy0324 157.48%
  8. Ois Tonar /0% Jpy0324 157.48%
  9. Ois Tonar /0% Jpy0324 157.48%
  10. Ois Tonar /0% Jpy0324 157.48%

Asset Allocation

Weighting Return Low Return High QSPIX % Rank
Bonds
577.09% -326.45% 6347.80% 97.53%
Other
50.26% -21.53% 148.54% 4.59%
Preferred Stocks
0.00% -0.12% 46.97% 74.91%
Convertible Bonds
0.00% 0.00% 87.92% 84.10%
Stocks
-5.61% -3.75% 97.95% 92.23%
Cash
-521.75% -6278.21% 410.43% 3.53%

Bond Sector Breakdown

Weighting Return Low Return High QSPIX % Rank
Government
64.80% 0.00% 84.29% 12.01%
Derivative
31.21% 0.00% 88.81% 18.02%
Cash & Equivalents
3.99% 0.27% 100.00% 57.95%
Securitized
0.00% 0.00% 56.83% 81.63%
Corporate
0.00% 0.00% 87.73% 73.85%
Municipal
0.00% 0.00% 27.33% 72.44%

Bond Geographic Breakdown

Weighting Return Low Return High QSPIX % Rank
US
536.66% -126.19% 6311.18% 3.89%
Non US
40.43% -382.37% 121.02% 96.47%

QSPIX - Expenses

Operational Fees

QSPIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 1.61% 0.29% 31.15% 53.96%
Management Fee 1.35% 0.00% 2.50% 79.15%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.01% 0.30% N/A

Sales Fees

QSPIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 2.50% 5.75% N/A
Deferred Load N/A 1.00% 5.00% N/A

Trading Fees

QSPIX 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.

QSPIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 194.00% 0.00% 491.00% 57.66%

QSPIX - Distributions

Dividend Yield Analysis

QSPIX Category Low Category High QSPIX % Rank
Dividend Yield 10.81% 0.00% 4.56% 65.37%

Dividend Distribution Analysis

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

Net Income Ratio Analysis

QSPIX Category Low Category High QSPIX % Rank
Net Income Ratio -1.38% -2.51% 6.83% 89.21%

Capital Gain Distribution Analysis

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

Dividend Payout History

View More +

QSPIX - Fund Manager Analysis

Managers

Andrea Frazzini


Start Date

Tenure

Tenure Rank

Oct 30, 2013

8.59

8.6%

Andrea Frazzini is a Principal at AQR Capital Management, where he is the Head of our Global Stock Selection team. He is also an Adjunct Professor of Finance at New York University’s Stern School of Business. He has published in top academic journals and won several awards for his research, including the Smith Breeden Award, the Fama-DFA Prize, the BGI Michael Brennan Award, several Bernstein Fabozzi/Jacobs Levy Awards and the PanAgora Crowell Memorial Prize. Prior to joining AQR, Andrea was an associate professor of finance at the University of Chicago’s Graduate School of Business and a Research Associate at the National Bureau of Economic Research. He also served as a consultant for DKR Capital Partners and J.P. Morgan Securities and was on the board of directors of the Center for Research in Security Prices at the University of Chicago. He earned a B.S. in economics from the University of Roma Tre, an M.S. in economics from the London School of Economics and a Ph.D. in economics from Yale University.

Yao Ooi


Start Date

Tenure

Tenure Rank

Jan 01, 2020

2.41

2.4%

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.

John Huss


Start Date

Tenure

Tenure Rank

Jan 01, 2022

0.41

0.4%

John J. Huss, Principal, rejoined AQR in 2013 and oversees multi-asset class strategies as a researcher and portfolio manager. Mr. Huss rejoined the AQR Capital Management in 2013 and is a portfolio manager for the firm’s World Allocation strategy where he focuses on macroeconomic and portfolio construction research for risk parity and other asset allocation strategies. Prior to rejoining the firm, where he first worked from 2004 to 2008, Mr. Huss was a vice president in RBC’s Global Arbitrage and Trading division and a systematic portfolio manager for Tudor Investment Corp. Mr. Huss earned a B.S. in mathematics from the Massachusetts Institute of Technology.

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.

Scott Metchick


Start Date

Tenure

Tenure Rank

Jan 01, 2022

0.41

0.4%

Scott Metchick is a Principal of the Adviser. Mr. Metchick joined the Adviser in 2012 where he is a senior member of the Research and Portfolio management team responsible for the firm’s Alternative Risk Premia and Multi-Strategy products. Mr. Metchick earned his B.S. in finance from Lehigh University.

Jordan Brooks


Start Date

Tenure

Tenure Rank

Jan 01, 2022

0.41

0.4%

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
0.02 17.37 4.48 1.67