AQR Funds Mutual Fund Family Data Pages

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Performance
11-30-17

Total ReturnCategory Average
Total Return 8.7 6.0 2.7 -0.9 7.9
Category Average 6.0 5.5 -1.2 1.0 7.6
Assets for Each Yr* 13.8 15.6 22.4 32.5 38.9
*billions

Trailing Returns %
11-30-17

  YTD 3 Year 5 Year    
Fund Family 7.91 3.55 5.17

Key Stats
11-30-17

Total Assets* Min. Investment Load (% of Assets) No Load (% of Assets)
38,859 $1,000,000 0.0 100.0
Asset Class Score % of Assets Expense Ratio % Expense Rating
Domestic Stock 3.2 15.63 0.63 Very Low
International Stock 3.0 7.38 0.78 Below Avg
Municipal Bond --- --- --- ---
Taxable Bond --- --- --- ---
*Doesn't include money market assets.

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Portfolio Analysis

Morningstar Style Box
0 4 2
0 0 0
0 3 2
Asset Allocation %
Cash 12.8
Stocks 68.5
Bonds 7.6
Other 11.1
Annual Turnover % 107
% Assets in Top 10 0.6
 
Sector Breakdown (% of stocks) 
Sensitive 37.8
Communication Services 2.5
Energy 3.7
Industrials 15.4
Technology 16.3
Cyclical 37.2
Basic Materials 6.3
Consumer Cyclical 13.8
Financial Services 15.9
Real Estate 1.2
Defensive 25.0
Consumer Defensives 6.4
Healthcare 14.2
Utilities 4.4

Top 20 US Holdings | Get Price Quotes
YTD Return through 12-15-17

  Sector YTD Return % % Net Assets  
  Apple Inc* Technology 52.33 0.10
  Intel Corp* Technology 25.83 0.06
  DexCom Inc Healthcare -4.46 0.06
  Merck & Co Inc* Healthcare -1.26 0.06
  Lam Research Corp* Technology 77.97 0.06
  Acadia Healthcare Co Inc Healthcare -4.11 0.06
  Alphabet Inc A* Technology 35.28 0.06
  Microsoft Corp* Technology 42.32 0.06
  Amazon.com Inc* Consumer Cyclical 57.25 0.05
  Anthem Inc* Healthcare 59.22 0.05
  Envision Healthcare Corp Healthcare -45.81 0.05
  Tesla Inc* Consumer Cyclical 60.72 0.05
  VeriSign Inc* Technology 51.22 0.05
  The Ultimate Software Group Inc Technology 19.70 0.05
  Tyson Foods Inc Class A* Consumer Defensive 33.24 0.05
  UnitedHealth Group Inc* Healthcare 40.40 0.05
  Boeing Co* Industrials 92.46 0.04
  Oshkosh Corp Industrials 38.43 0.04
  Zillow Inc RealEstate 12.98 0.04
  Ball Corp* Consumer Cyclical 5.94 0.04
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Best 5-Year Relative Performance | More
12-15-17

Worst 5-Year Relative Performance | More
12-15-17

Longest Manager Tenure | More
12-15-17

Fund Name Manager Name Average Manager Tenure
AQR International Momentum Style I Clifford S. Asness 8
AQR Large Cap Momentum Style I Clifford S. Asness 8
AQR Small Cap Momentum Style I Clifford S. Asness 8
AQR Diversified Arbitrage I Ronen Israel 7
AQR Managed Futures Strategy N Clifford S. Asness 7

Shortest Manager Tenure | More
12-15-17

Fund Name Manager Name Average Manager Tenure
AQR Emerging Relaxed Constraint Eq R6 Michele L. Aghassi 1
AQR International Relaxed Cnstrnt Eq R6 Michele L. Aghassi 1
AQR Large Cap Relaxed Constraint Eq R6 Michele L. Aghassi 1
AQR Small Cap Relaxed Constraint Eq R6 Michele L. Aghassi 1
AQR Equity Market Neutral R6 Andrea Frazzini 3
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